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ROBNX vs. MIY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROBNX vs. MIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robinson Tax Advantaged Income Fund (ROBNX) and BlackRock MuniYield Michigan Quality Fund (MIY). The values are adjusted to include any dividend payments, if applicable.

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ROBNX vs. MIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROBNX
Robinson Tax Advantaged Income Fund
-0.21%2.89%8.89%3.06%-8.79%9.27%0.71%15.11%-6.19%4.99%
MIY
BlackRock MuniYield Michigan Quality Fund
3.67%11.24%3.48%6.60%-24.10%10.04%7.27%19.51%-6.71%8.86%

Returns By Period

In the year-to-date period, ROBNX achieves a -0.21% return, which is significantly lower than MIY's 3.67% return. Over the past 10 years, ROBNX has underperformed MIY with an annualized return of 2.45%, while MIY has yielded a comparatively higher 3.02% annualized return.


ROBNX

1D
1.65%
1M
-3.32%
YTD
-0.21%
6M
1.26%
1Y
3.61%
3Y*
4.63%
5Y*
1.83%
10Y*
2.45%

MIY

1D
1.09%
1M
-4.49%
YTD
3.67%
6M
8.86%
1Y
10.42%
3Y*
7.67%
5Y*
0.23%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROBNX vs. MIY - Expense Ratio Comparison

ROBNX has a 1.33% expense ratio, which is lower than MIY's 2.25% expense ratio.


Return for Risk

ROBNX vs. MIY — Risk / Return Rank

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

ROBNX
ROBNX Risk / Return Rank: 2020
Overall Rank
ROBNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ROBNX Sortino Ratio Rank: 1616
Sortino Ratio Rank
ROBNX Omega Ratio Rank: 2020
Omega Ratio Rank
ROBNX Calmar Ratio Rank: 2222
Calmar Ratio Rank
ROBNX Martin Ratio Rank: 2121
Martin Ratio Rank

MIY
MIY Risk / Return Rank: 3636
Overall Rank
MIY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MIY Sortino Ratio Rank: 3838
Sortino Ratio Rank
MIY Omega Ratio Rank: 3030
Omega Ratio Rank
MIY Calmar Ratio Rank: 4747
Calmar Ratio Rank
MIY Martin Ratio Rank: 2929
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.

ROBNX vs. MIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robinson Tax Advantaged Income Fund (ROBNX) and BlackRock MuniYield Michigan Quality Fund (MIY). 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.


ROBNXMIYDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.92

-0.34

Sortino ratio

Return per unit of downside risk

0.82

1.37

-0.55

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.75

1.44

-0.69

Martin ratio

Return relative to average drawdown

2.60

3.89

-1.29

ROBNX vs. MIY - Sharpe Ratio Comparison

The current ROBNX Sharpe Ratio is 0.59, which is lower than the MIY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ROBNX and MIY, 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


ROBNXMIYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.92

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.02

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.26

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.37

-0.03

Correlation

The correlation between ROBNX and MIY is 0.49, 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.


Dividends

ROBNX vs. MIY - Dividend Comparison

ROBNX's dividend yield for the trailing twelve months is around 4.92%, less than MIY's 5.45% yield.


TTM20252024202320222021202020192018201720162015
ROBNX
Robinson Tax Advantaged Income Fund
4.92%3.66%4.13%2.01%3.52%7.91%3.13%3.24%4.26%5.15%5.22%4.72%
MIY
BlackRock MuniYield Michigan Quality Fund
5.45%5.57%5.21%3.86%5.70%4.38%4.23%4.27%5.27%5.46%5.85%5.66%

Drawdowns

ROBNX vs. MIY - Drawdown Comparison

The maximum ROBNX drawdown since its inception was -27.51%, smaller than the maximum MIY drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for ROBNX and MIY.


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Drawdown Indicators


ROBNXMIYDifference

Max Drawdown

Largest peak-to-trough decline

-27.51%

-42.19%

+14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.61%

-8.12%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-34.59%

+17.09%

Max Drawdown (10Y)

Largest decline over 10 years

-27.51%

-34.59%

+7.08%

Current Drawdown

Current decline from peak

-3.32%

-5.68%

+2.36%

Average Drawdown

Average peak-to-trough decline

-4.68%

-8.33%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

3.01%

-1.39%

Volatility

ROBNX vs. MIY - Volatility Comparison

The current volatility for Robinson Tax Advantaged Income Fund (ROBNX) is 2.50%, while BlackRock MuniYield Michigan Quality Fund (MIY) has a volatility of 4.80%. This indicates that ROBNX experiences smaller price fluctuations and is considered to be less risky than MIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROBNXMIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

4.80%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

8.73%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.80%

11.37%

-4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

11.43%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

11.83%

-2.64%