RWDIX vs. RWIIX
Compare and contrast key facts about Redwood Managed Volatility Fund (RWDIX) and Redwood AlphaFactor Tactical International Fund (RWIIX).
RWDIX is managed by Redwood. It was launched on Dec 18, 2013. RWIIX is managed by Redwood. It was launched on Nov 2, 2017.
Performance
RWDIX vs. RWIIX - Performance Comparison
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RWDIX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWDIX Redwood Managed Volatility Fund | -1.05% | 4.75% | 6.63% | 1.04% | -11.18% | 0.52% | -1.93% | 9.04% | -2.60% | 0.31% |
RWIIX Redwood AlphaFactor Tactical International Fund | 2.85% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Returns By Period
In the year-to-date period, RWDIX achieves a -1.05% return, which is significantly lower than RWIIX's 2.85% return.
RWDIX
- 1D
- 0.11%
- 1M
- -1.67%
- YTD
- -1.05%
- 6M
- 0.07%
- 1Y
- 2.84%
- 3Y*
- 3.23%
- 5Y*
- 0.01%
- 10Y*
- 2.03%
RWIIX
- 1D
- 0.38%
- 1M
- -6.45%
- YTD
- 2.85%
- 6M
- 5.85%
- 1Y
- 5.24%
- 3Y*
- 2.39%
- 5Y*
- 1.59%
- 10Y*
- —
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RWDIX vs. RWIIX - Expense Ratio Comparison
RWDIX has a 1.56% expense ratio, which is higher than RWIIX's 1.22% expense ratio.
Return for Risk
RWDIX vs. RWIIX — Risk / Return Rank
RWDIX
RWIIX
RWDIX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Managed Volatility Fund (RWDIX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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.
| RWDIX | RWIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.31 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.44 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.24 | +0.71 |
Martin ratioReturn relative to average drawdown | 2.75 | 0.47 | +2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWDIX | RWIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.31 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.14 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between RWDIX and RWIIX is 0.43, 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
RWDIX vs. RWIIX - Dividend Comparison
RWDIX's dividend yield for the trailing twelve months is around 5.09%, less than RWIIX's 8.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWDIX Redwood Managed Volatility Fund | 5.09% | 4.90% | 5.82% | 7.60% | 0.47% | 6.36% | 5.42% | 3.59% | 2.59% | 5.52% | 5.14% | 1.17% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.49% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% | 0.00% |
Drawdowns
RWDIX vs. RWIIX - Drawdown Comparison
The maximum RWDIX drawdown since its inception was -16.69%, smaller than the maximum RWIIX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for RWDIX and RWIIX.
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Drawdown Indicators
| RWDIX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.69% | -20.34% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -12.11% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -16.10% | -20.34% | +4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -16.69% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -6.45% | +3.66% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -7.92% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 6.18% | -5.28% |
Volatility
RWDIX vs. RWIIX - Volatility Comparison
The current volatility for Redwood Managed Volatility Fund (RWDIX) is 1.02%, while Redwood AlphaFactor Tactical International Fund (RWIIX) has a volatility of 3.87%. This indicates that RWDIX experiences smaller price fluctuations and is considered to be less risky than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWDIX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 3.87% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 7.82% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.53% | 12.76% | -10.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.67% | 11.38% | -6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.32% | 10.86% | -6.54% |