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REMIX vs. EGRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REMIX vs. EGRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX). The values are adjusted to include any dividend payments, if applicable.

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REMIX vs. EGRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REMIX
Standpoint Multi-Asset Fund Investor Class
7.12%3.85%12.92%5.53%3.44%19.81%16.06%
EGRAX
Eaton Vance Global Macro Absolute Return Advantage Fund Class A
3.40%20.06%9.19%8.10%-2.30%3.35%4.29%

Returns By Period

In the year-to-date period, REMIX achieves a 7.12% return, which is significantly higher than EGRAX's 3.40% return.


REMIX

1D
-0.13%
1M
1.81%
YTD
7.12%
6M
10.79%
1Y
16.39%
3Y*
9.24%
5Y*
8.44%
10Y*

EGRAX

1D
-0.17%
1M
-2.06%
YTD
3.40%
6M
9.63%
1Y
18.56%
3Y*
12.71%
5Y*
8.23%
10Y*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REMIX vs. EGRAX - Expense Ratio Comparison

REMIX has a 1.55% expense ratio, which is lower than EGRAX's 2.22% expense ratio.


Return for Risk

REMIX vs. EGRAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REMIX
REMIX Risk / Return Rank: 5353
Overall Rank
REMIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
REMIX Omega Ratio Rank: 4848
Omega Ratio Rank
REMIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
REMIX Martin Ratio Rank: 4343
Martin Ratio Rank

EGRAX
EGRAX Risk / Return Rank: 9999
Overall Rank
EGRAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EGRAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EGRAX Omega Ratio Rank: 9999
Omega Ratio Rank
EGRAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
EGRAX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REMIX vs. EGRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX). 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.


REMIXEGRAXDifference

Sharpe ratio

Return per unit of total volatility

1.25

5.02

-3.77

Sortino ratio

Return per unit of downside risk

1.64

6.79

-5.15

Omega ratio

Gain probability vs. loss probability

1.23

2.33

-1.10

Calmar ratio

Return relative to maximum drawdown

1.80

5.73

-3.93

Martin ratio

Return relative to average drawdown

5.41

23.99

-18.57

REMIX vs. EGRAX - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 1.25, which is lower than the EGRAX Sharpe Ratio of 5.02. The chart below compares the historical Sharpe Ratios of REMIX and EGRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REMIXEGRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

5.02

-3.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

2.08

-1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

1.21

-0.28

Correlation

The correlation between REMIX and EGRAX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

REMIX vs. EGRAX - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.44%, less than EGRAX's 6.54% yield.


TTM20252024202320222021202020192018201720162015
REMIX
Standpoint Multi-Asset Fund Investor Class
0.44%0.47%5.52%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%
EGRAX
Eaton Vance Global Macro Absolute Return Advantage Fund Class A
6.54%6.76%5.86%3.18%4.53%4.58%5.61%4.02%0.00%2.82%1.47%6.42%

Drawdowns

REMIX vs. EGRAX - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, which is greater than EGRAX's maximum drawdown of -14.15%. Use the drawdown chart below to compare losses from any high point for REMIX and EGRAX.


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Drawdown Indicators


REMIXEGRAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.89%

-14.15%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-3.18%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-10.31%

-7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-14.15%

Current Drawdown

Current decline from peak

-1.80%

-3.18%

+1.38%

Average Drawdown

Average peak-to-trough decline

-3.36%

-1.94%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.76%

+2.32%

Volatility

REMIX vs. EGRAX - Volatility Comparison

Standpoint Multi-Asset Fund Investor Class (REMIX) has a higher volatility of 3.57% compared to Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) at 1.77%. This indicates that REMIX's price experiences larger fluctuations and is considered to be riskier than EGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMIXEGRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

1.77%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

2.99%

+6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

3.73%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

3.98%

+7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.76%

3.94%

+7.82%