PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RSSB vs. MAFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RSSB vs. MAFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Abbey Capital Multi Asset Fund Class I (MAFIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
-3.26%
RSSB
MAFIX

Returns By Period

In the year-to-date period, RSSB achieves a 12.85% return, which is significantly higher than MAFIX's 8.66% return.


RSSB

YTD

12.85%

1M

-1.48%

6M

7.34%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

MAFIX

YTD

8.66%

1M

1.42%

6M

-3.26%

1Y

10.62%

5Y (annualized)

11.63%

10Y (annualized)

N/A

Key characteristics


RSSBMAFIX
Daily Std Dev14.00%13.47%
Max Drawdown-7.78%-13.28%
Current Drawdown-4.12%-5.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RSSB vs. MAFIX - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than MAFIX's 1.79% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.6

The correlation between RSSB and MAFIX is 0.60, 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.

Risk-Adjusted Performance

RSSB vs. MAFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) 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.


Sharpe ratio
No data
RSSB
MAFIX

Chart placeholderNot enough data

Dividends

RSSB vs. MAFIX - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.54%, less than MAFIX's 0.91% yield.


TTM202320222021202020192018
RSSB
Return Stacked Global Stocks & Bonds ETF
0.54%0.61%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

RSSB vs. MAFIX - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum MAFIX drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for RSSB and MAFIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.12%
-5.73%
RSSB
MAFIX

Volatility

RSSB vs. MAFIX - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.60%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 4.01%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.60%
4.01%
RSSB
MAFIX