RWSIX vs. RWDIX
Compare and contrast key facts about Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Redwood Managed Volatility Fund (RWDIX).
RWSIX is managed by Redwood. It was launched on Nov 1, 2017. RWDIX is managed by Redwood. It was launched on Dec 18, 2013.
Performance
RWSIX vs. RWDIX - Performance Comparison
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RWSIX vs. RWDIX - 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% |
RWDIX Redwood Managed Volatility Fund | -1.05% | 4.75% | 6.63% | 1.04% | -11.18% | 0.52% | -1.93% | 9.04% | -2.60% | 0.51% |
Returns By Period
In the year-to-date period, RWSIX achieves a -1.83% return, which is significantly lower than RWDIX's -1.05% return.
RWSIX
- 1D
- 0.00%
- 1M
- -8.37%
- YTD
- -1.83%
- 6M
- -1.31%
- 1Y
- -1.07%
- 3Y*
- -0.39%
- 5Y*
- 1.20%
- 10Y*
- —
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%
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RWSIX vs. RWDIX - Expense Ratio Comparison
RWSIX has a 1.30% expense ratio, which is lower than RWDIX's 1.56% expense ratio.
Return for Risk
RWSIX vs. RWDIX — Risk / Return Rank
RWSIX
RWDIX
RWSIX vs. RWDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Redwood Managed Volatility Fund (RWDIX). 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 | RWDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.14 | -1.22 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.45 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.95 | -1.17 |
Martin ratioReturn relative to average drawdown | -0.48 | 2.75 | -3.23 |
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 | RWDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.14 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.00 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.41 | -0.06 |
Correlation
The correlation between RWSIX and RWDIX is 0.54, 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
RWSIX vs. RWDIX - Dividend Comparison
RWSIX's dividend yield for the trailing twelve months is around 4.59%, less than RWDIX's 5.09% 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% |
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% |
Drawdowns
RWSIX vs. RWDIX - Drawdown Comparison
The maximum RWSIX drawdown since its inception was -24.90%, which is greater than RWDIX's maximum drawdown of -16.69%. Use the drawdown chart below to compare losses from any high point for RWSIX and RWDIX.
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Drawdown Indicators
| RWSIX | RWDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -16.69% | -8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -2.61% | -7.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -16.10% | -8.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.69% | — |
Current DrawdownCurrent decline from peak | -18.29% | -2.79% | -15.50% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -4.47% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 0.90% | +3.54% |
Volatility
RWSIX vs. RWDIX - Volatility Comparison
Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) has a higher volatility of 4.46% compared to Redwood Managed Volatility Fund (RWDIX) at 1.02%. This indicates that RWSIX's price experiences larger fluctuations and is considered to be riskier than RWDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWSIX | RWDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 1.02% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 1.52% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 2.53% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 4.67% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.26% | 4.32% | +7.94% |