REMIX vs. SGOV

Last updated Jun 9, 2026

REMIX (Standpoint Multi-Asset Fund Investor Class) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both funds - REMIX is a Macro Trading fund managed by Standpoint Asset Management, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, REMIX returned 8.63%/yr vs 3.55%/yr for SGOV. At a correlation of -0.01, they often move in opposite directions. REMIX charges 1.55%/yr vs 0.09%/yr for SGOV.

Performance

REMIX vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMIX achieves a 13.77% return, which is significantly higher than SGOV's 1.56% return.

REMIX

• 1D: -2.27%
• 1M: -1.70%
• YTD: 13.77%
• 6M: 15.58%
• 1Y: 27.65%
• 3Y*: 10.77%
• 5Y*: 8.63%
• 10Y*: —

SGOV

• 1D: 0.01%
• 1M: 0.28%
• YTD: 1.56%
• 6M: 1.80%
• 1Y: 3.95%
• 3Y*: 4.70%
• 5Y*: 3.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REMIX vs. SGOV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
REMIX Standpoint Multi-Asset Fund Investor Class	13.77%	3.85%	12.92%	5.53%	3.44%	19.81%	13.67%
SGOV iShares 0-3 Month Treasury Bond ETF	1.56%	4.24%	5.27%	5.12%	1.58%	0.04%	0.05%

Correlation

The correlation between REMIX and SGOV is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (All Time) Calculated using the full available price history since May 29, 2020	-0.01

Return for Risk

REMIX vs. SGOV — Risk / Return Rank

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

REMIX

REMIX Risk / Return Rank: 70
REMIX Sharpe Ratio Rank: 60
REMIX Sortino Ratio Rank: 51
REMIX Omega Ratio Rank: 54
REMIX Calmar Ratio Rank: 96
REMIX Martin Ratio Rank: 92

SGOV

SGOV Risk / Return Rank: 100
SGOV Sharpe Ratio Rank: 100
SGOV Sortino Ratio Rank: 100
SGOV Omega Ratio Rank: 100
SGOV Calmar Ratio Rank: 100
SGOV Martin Ratio Rank: 100

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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.

	REMIX	SGOV	Difference
Sharpe ratio: Return per unit of total volatility	2.16	20.28	-18.12
Sortino ratio: Return per unit of downside risk	2.84	275.69	-272.85
Omega ratio: Gain probability vs. loss probability	1.38	195.55	-194.17
Calmar ratio: Return relative to maximum drawdown	5.83	398.20	-392.37
Martin ratio: Return relative to average drawdown	18.59	4,461.99	-4,443.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REMIX vs. SGOV - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 2.16, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of REMIX and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REMIX	SGOV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	20.28	-18.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	14.78	-14.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	12.50	-11.51

Drawdowns

REMIX vs. SGOV - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for REMIX and SGOV.

Drawdown Indicators

	REMIX	SGOV	Difference
Max Drawdown Largest peak-to-trough decline	-17.89%	-0.03%	-17.86%
Max Drawdown (1Y) Largest decline over 1 year	-4.78%	-0.01%	-4.77%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-0.01%	-17.88%
Max Drawdown (5Y) Largest decline over 5 years	-17.89%	-0.03%	-17.86%
Current Drawdown Current decline from peak	-3.90%	0.00%	-3.90%
Average Drawdown Average peak-to-trough decline	-3.29%	-0.00%	-3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	0.00%	+1.50%

Volatility

REMIX vs. SGOV - Volatility Comparison

Standpoint Multi-Asset Fund Investor Class (REMIX) has a higher volatility of 3.71% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that REMIX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REMIX	SGOV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	0.06%	+3.65%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	0.13%	+9.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	0.20%	+12.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.71%	0.24%	+11.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.79%	0.24%	+11.55%

REMIX vs. SGOV - Expense Ratio Comparison

REMIX has a 1.55% expense ratio, which is higher than SGOV's 0.09% expense ratio.

Dividends

REMIX vs. SGOV - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.41%, less than SGOV's 3.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
REMIX Standpoint Multi-Asset Fund Investor Class	0.41%	0.47%	5.52%	3.46%	2.48%	6.04%	1.09%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%

Frequently Asked Questions

Can I hold both REMIX and SGOV in my portfolio?

REMIX and SGOV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REMIX or SGOV?

REMIX has higher volatility (3.71%) compared to SGOV (0.06%). In terms of maximum drawdown, REMIX dropped -17.89% vs SGOV's -0.03%.

Which has better risk-adjusted returns?

SGOV currently has the higher Sharpe Ratio (20.28 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.