REMIX vs. SVOL
Compare and contrast key facts about Standpoint Multi-Asset Fund Investor Class (REMIX) and Simplify Volatility Premium ETF (SVOL).
REMIX is managed by Standpoint Asset Management. It was launched on Dec 30, 2019. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REMIX or SVOL.
Key characteristics
| REMIX | SVOL | |
|---|---|---|
| YTD Return | 13.29% | 9.86% |
| 1Y Return | 14.81% | 13.08% |
| 3Y Return (Ann) | 6.37% | 8.87% |
| Sharpe Ratio | 1.19 | 1.10 |
| Sortino Ratio | 1.66 | 1.49 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 1.43 | 1.21 |
| Martin Ratio | 4.87 | 7.88 |
| Ulcer Index | 2.90% | 1.67% |
| Daily Std Dev | 11.90% | 11.94% |
| Max Drawdown | -9.88% | -15.68% |
| Current Drawdown | -5.03% | 0.00% |
Correlation
The correlation between REMIX and SVOL is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
REMIX vs. SVOL - Performance Comparison
In the year-to-date period, REMIX achieves a 13.29% return, which is significantly higher than SVOL's 9.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REMIX vs. SVOL - Expense Ratio Comparison
REMIX has a 1.55% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
REMIX vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
REMIX vs. SVOL - Dividend Comparison
REMIX's dividend yield for the trailing twelve months is around 0.54%, less than SVOL's 16.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
REMIX Standpoint Multi-Asset Fund Investor Class | 0.54% | 0.62% | 0.34% | 4.63% | 1.09% |
SVOL Simplify Volatility Premium ETF | 16.27% | 16.37% | 18.31% | 4.65% | 0.00% |
Drawdowns
REMIX vs. SVOL - Drawdown Comparison
The maximum REMIX drawdown since its inception was -9.88%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for REMIX and SVOL. For additional features, visit the drawdowns tool.
Volatility
REMIX vs. SVOL - Volatility Comparison
Standpoint Multi-Asset Fund Investor Class (REMIX) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.47% and 3.37%, 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.