RSST vs. RDMIX

Last updated Jun 6, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and RDMIX (Rational/ReSolve Adaptive Asset Allocation Fund) are both funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while RDMIX is a Macro Trading fund managed by Rational Funds. Over the past year, RSST returned 47.24% vs 27.17% for RDMIX. At a 0.39 correlation, their price movements are largely independent. RSST charges 1.04%/yr vs 1.97%/yr for RDMIX.

Performance

RSST vs. RDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with RSST having a 13.76% return and RDMIX slightly higher at 13.89%.

RSST

• 1D: -6.56%
• 1M: -1.19%
• YTD: 13.76%
• 6M: 15.36%
• 1Y: 47.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RDMIX

• 1D: -0.12%
• 1M: 1.64%
• YTD: 13.89%
• 6M: 13.26%
• 1Y: 27.17%
• 3Y*: 9.92%
• 5Y*: 5.30%
• 10Y*: 5.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSST vs. RDMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	13.76%	19.91%	18.37%	1.56%
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	13.89%	5.07%	9.88%	-5.72%

Correlation

The correlation between RSST and RDMIX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (All Time) Calculated using the full available price history since Sep 7, 2023	0.39

The correlation between RSST and RDMIX shifts across timeframes, from 0.39 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RSST vs. RDMIX — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 66
RSST Sharpe Ratio Rank: 63
RSST Sortino Ratio Rank: 52
RSST Omega Ratio Rank: 60
RSST Calmar Ratio Rank: 80
RSST Martin Ratio Rank: 76

RDMIX

RDMIX Risk / Return Rank: 75
RDMIX Sharpe Ratio Rank: 77
RDMIX Sortino Ratio Rank: 73
RDMIX Omega Ratio Rank: 70
RDMIX Calmar Ratio Rank: 90
RDMIX Martin Ratio Rank: 67

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.

RSST vs. RDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX). 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.

	RSST	RDMIX	Difference
Sharpe ratio: Return per unit of total volatility	2.05	2.50	-0.45
Sortino ratio: Return per unit of downside risk	2.46	3.49	-1.03
Omega ratio: Gain probability vs. loss probability	1.35	1.45	-0.10
Calmar ratio: Return relative to maximum drawdown	4.05	4.49	-0.43
Martin ratio: Return relative to average drawdown	14.18	12.49	+1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSST vs. RDMIX - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 2.05, which is comparable to the RDMIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RSST and RDMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSST	RDMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	2.50	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.71	+0.10

Drawdowns

RSST vs. RDMIX - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, roughly equal to the maximum RDMIX drawdown of -31.57%. Use the drawdown chart below to compare losses from any high point for RSST and RDMIX.

Drawdown Indicators

	RSST	RDMIX	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-31.57%	+0.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-6.10%	-5.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.92%	—
Current Drawdown Current decline from peak	-7.22%	-0.12%	-7.10%
Average Drawdown Average peak-to-trough decline	-6.02%	-8.38%	+2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	2.19%	+1.15%

Volatility

RSST vs. RDMIX - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 8.11% compared to Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) at 2.38%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than RDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSST	RDMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.11%	2.38%	+5.73%
Volatility (6M) Calculated over the trailing 6-month period	16.82%	7.62%	+9.20%
Volatility (1Y) Calculated over the trailing 1-year period	23.14%	10.95%	+12.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.46%	11.15%	+13.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.46%	11.30%	+13.16%

RSST vs. RDMIX - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is lower than RDMIX's 1.97% expense ratio.

Dividends

RSST vs. RDMIX - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.99%, more than RDMIX's 0.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	0.79%	0.90%	6.81%	10.63%	0.39%	16.40%	0.47%	15.46%	0.94%	0.07%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.99%	1.12%	0.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSST and RDMIX in my portfolio?

RSST and RDMIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSST or RDMIX?

RSST has higher volatility (8.11%) compared to RDMIX (2.38%). In terms of maximum drawdown, RSST dropped -30.80% vs RDMIX's -31.57%.

Which has better risk-adjusted returns?

RDMIX currently has the higher Sharpe Ratio (2.50 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.