RSBT vs. MAFIX
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and Abbey Capital Multi Asset Fund Class I (MAFIX).
RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSBT or MAFIX.
Key characteristics
| RSBT | MAFIX | |
|---|---|---|
| YTD Return | -3.30% | 8.75% |
| 1Y Return | -1.48% | 9.65% |
| Sharpe Ratio | -0.11 | 0.68 |
| Sortino Ratio | -0.05 | 0.97 |
| Omega Ratio | 0.99 | 1.13 |
| Calmar Ratio | -0.08 | 0.69 |
| Martin Ratio | -0.29 | 1.94 |
| Ulcer Index | 5.10% | 4.69% |
| Daily Std Dev | 13.81% | 13.46% |
| Max Drawdown | -18.78% | -13.28% |
| Current Drawdown | -17.52% | -5.65% |
Correlation
The correlation between RSBT and MAFIX is 0.69, 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. MAFIX - Performance Comparison
In the year-to-date period, RSBT achieves a -3.30% return, which is significantly lower than MAFIX's 8.75% 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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RSBT vs. MAFIX - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Risk-Adjusted Performance
RSBT vs. MAFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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
RSBT vs. MAFIX - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 2.46%, more than MAFIX's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 2.46% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAFIX Abbey Capital Multi Asset Fund Class I | 0.91% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% |
Drawdowns
RSBT vs. MAFIX - Drawdown Comparison
The maximum RSBT drawdown since its inception was -18.78%, which is greater than MAFIX's maximum drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for RSBT and MAFIX. For additional features, visit the drawdowns tool.
Volatility
RSBT vs. MAFIX - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) and Abbey Capital Multi Asset Fund Class I (MAFIX) have volatilities of 4.24% and 4.05%, 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.