RWSIX vs. ABYAX
Compare and contrast key facts about Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
RWSIX is managed by Redwood. It was launched on Nov 1, 2017. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
RWSIX vs. ABYAX - Performance Comparison
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RWSIX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | -1.83% | -2.43% | -0.64% | 8.92% | -6.10% | 18.37% | 22.40% | 11.18% | -3.55% | -6.27% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | 2.12% |
Returns By Period
In the year-to-date period, RWSIX achieves a -1.83% return, which is significantly lower than ABYAX's 4.46% return.
RWSIX
- 1D
- 0.00%
- 1M
- -8.37%
- YTD
- -1.83%
- 6M
- -1.31%
- 1Y
- -1.07%
- 3Y*
- -0.39%
- 5Y*
- 1.20%
- 10Y*
- —
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
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RWSIX vs. ABYAX - Expense Ratio Comparison
RWSIX has a 1.30% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
RWSIX vs. ABYAX — Risk / Return Rank
RWSIX
ABYAX
RWSIX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| RWSIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.02 | -1.11 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.45 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.54 | -1.76 |
Martin ratioReturn relative to average drawdown | -0.48 | 3.04 | -3.52 |
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
| RWSIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.02 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.44 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.45 | -0.10 |
Correlation
The correlation between RWSIX and ABYAX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RWSIX vs. ABYAX - Dividend Comparison
RWSIX's dividend yield for the trailing twelve months is around 4.59%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | 4.59% | 4.51% | 0.00% | 10.35% | 3.41% | 7.81% | 7.78% | 3.05% | 2.51% | 0.63% | 0.00% | 0.00% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
RWSIX vs. ABYAX - Drawdown Comparison
The maximum RWSIX drawdown since its inception was -24.90%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for RWSIX and ABYAX.
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Drawdown Indicators
| RWSIX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -17.96% | -6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -4.30% | -5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -15.23% | -9.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.23% | — |
Current DrawdownCurrent decline from peak | -18.29% | -3.92% | -14.37% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -7.30% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.49% | +1.95% |
Volatility
RWSIX vs. ABYAX - Volatility Comparison
Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) has a higher volatility of 4.46% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.85%. This indicates that RWSIX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWSIX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 1.85% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 6.40% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 7.63% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 7.98% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.26% | 7.98% | +4.28% |