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RSBT vs. IRONX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RSBTIRONX
YTD Return-3.30%16.84%
1Y Return-1.48%15.86%
Sharpe Ratio-0.111.65
Sortino Ratio-0.052.09
Omega Ratio0.991.35
Calmar Ratio-0.081.32
Martin Ratio-0.298.54
Ulcer Index5.10%1.84%
Daily Std Dev13.81%9.53%
Max Drawdown-18.78%-20.55%
Current Drawdown-17.52%-0.24%

Correlation

-0.50.00.51.00.5

The correlation between RSBT and IRONX is 0.52, 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

RSBT vs. IRONX - Performance Comparison

In the year-to-date period, RSBT achieves a -3.30% return, which is significantly lower than IRONX's 16.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-9.14%
10.01%
RSBT
IRONX

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RSBT vs. IRONX - Expense Ratio Comparison

RSBT has a 0.97% expense ratio, which is lower than IRONX's 1.25% expense ratio.


IRONX
Ironclad Managed Risk Fund
Expense ratio chart for IRONX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

RSBT vs. IRONX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and Ironclad Managed Risk Fund (IRONX). 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.


RSBT
Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.11
Sortino ratio
The chart of Sortino ratio for RSBT, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.05
Omega ratio
The chart of Omega ratio for RSBT, currently valued at 0.99, compared to the broader market1.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for RSBT, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.08
Martin ratio
The chart of Martin ratio for RSBT, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.29
IRONX
Sharpe ratio
The chart of Sharpe ratio for IRONX, currently valued at 1.65, compared to the broader market-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for IRONX, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.0012.002.09
Omega ratio
The chart of Omega ratio for IRONX, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for IRONX, currently valued at 2.55, compared to the broader market0.005.0010.0015.002.55
Martin ratio
The chart of Martin ratio for IRONX, currently valued at 8.54, compared to the broader market0.0020.0040.0060.0080.00100.008.54

RSBT vs. IRONX - Sharpe Ratio Comparison

The current RSBT Sharpe Ratio is -0.11, which is lower than the IRONX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of RSBT and IRONX, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.11
1.65
RSBT
IRONX

Dividends

RSBT vs. IRONX - Dividend Comparison

RSBT's dividend yield for the trailing twelve months is around 2.46%, while IRONX has not paid dividends to shareholders.


TTM20232022202120202019
RSBT
Return Stacked Bonds & Managed Futures ETF
2.46%2.38%0.00%0.00%0.00%0.00%
IRONX
Ironclad Managed Risk Fund
0.00%0.00%0.00%0.00%0.00%1.00%

Drawdowns

RSBT vs. IRONX - Drawdown Comparison

The maximum RSBT drawdown since its inception was -18.78%, smaller than the maximum IRONX drawdown of -20.55%. Use the drawdown chart below to compare losses from any high point for RSBT and IRONX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.52%
-0.24%
RSBT
IRONX

Volatility

RSBT vs. IRONX - Volatility Comparison

Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 4.24% compared to Ironclad Managed Risk Fund (IRONX) at 3.12%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than IRONX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.24%
3.12%
RSBT
IRONX