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REMIX vs. BLNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REMIX and BLNDX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

REMIX vs. BLNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and Standpoint Multi-Asset Fund Institutional (BLNDX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
-4.97%
-5.01%
REMIX
BLNDX

Key characteristics

Sharpe Ratio

REMIX:

0.72

BLNDX:

0.72

Sortino Ratio

REMIX:

0.96

BLNDX:

0.96

Omega Ratio

REMIX:

1.14

BLNDX:

1.14

Calmar Ratio

REMIX:

0.91

BLNDX:

0.91

Martin Ratio

REMIX:

2.71

BLNDX:

2.76

Ulcer Index

REMIX:

3.35%

BLNDX:

3.30%

Daily Std Dev

REMIX:

12.60%

BLNDX:

12.64%

Max Drawdown

REMIX:

-10.01%

BLNDX:

-10.03%

Current Drawdown

REMIX:

-8.50%

BLNDX:

-8.52%

Returns By Period

The year-to-date returns for both investments are quite close, with REMIX having a 9.16% return and BLNDX slightly higher at 9.20%.


REMIX

YTD

9.16%

1M

-4.40%

6M

-4.97%

1Y

9.08%

5Y*

N/A

10Y*

N/A

BLNDX

YTD

9.20%

1M

-4.51%

6M

-5.01%

1Y

9.12%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


REMIX vs. BLNDX - Expense Ratio Comparison

REMIX has a 1.55% expense ratio, which is higher than BLNDX's 1.27% expense ratio.


REMIX
Standpoint Multi-Asset Fund Investor Class
Expense ratio chart for REMIX: current value at 1.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.55%
Expense ratio chart for BLNDX: current value at 1.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.27%

Risk-Adjusted Performance

REMIX vs. BLNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Standpoint Multi-Asset Fund Institutional (BLNDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for REMIX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.000.720.72
The chart of Sortino ratio for REMIX, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.960.96
The chart of Omega ratio for REMIX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.14
The chart of Calmar ratio for REMIX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.0014.000.910.91
The chart of Martin ratio for REMIX, currently valued at 2.71, compared to the broader market0.0020.0040.0060.002.712.76
REMIX
BLNDX

The current REMIX Sharpe Ratio is 0.72, which is comparable to the BLNDX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of REMIX and BLNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.72
0.72
REMIX
BLNDX

Dividends

REMIX vs. BLNDX - Dividend Comparison

Neither REMIX nor BLNDX has paid dividends to shareholders.


TTM2023202220212020
REMIX
Standpoint Multi-Asset Fund Investor Class
0.00%0.62%0.34%4.63%1.09%
BLNDX
Standpoint Multi-Asset Fund Institutional
0.00%0.88%0.53%4.70%1.21%

Drawdowns

REMIX vs. BLNDX - Drawdown Comparison

The maximum REMIX drawdown since its inception was -10.01%, roughly equal to the maximum BLNDX drawdown of -10.03%. Use the drawdown chart below to compare losses from any high point for REMIX and BLNDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.50%
-8.52%
REMIX
BLNDX

Volatility

REMIX vs. BLNDX - Volatility Comparison

Standpoint Multi-Asset Fund Investor Class (REMIX) and Standpoint Multi-Asset Fund Institutional (BLNDX) have volatilities of 6.61% and 6.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.61%
6.78%
REMIX
BLNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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