SDRIX vs. MRSK
Compare and contrast key facts about Swan Defined Risk Fund (SDRIX) and Agility Shares Managed Risk ETF (MRSK).
SDRIX is managed by Swan. It was launched on Jul 29, 2012. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDRIX or MRSK.
Correlation
The correlation between SDRIX and MRSK is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDRIX vs. MRSK - Performance Comparison
Key characteristics
SDRIX:
0.15
MRSK:
0.55
SDRIX:
0.26
MRSK:
0.82
SDRIX:
1.04
MRSK:
1.12
SDRIX:
0.12
MRSK:
0.64
SDRIX:
0.34
MRSK:
2.08
SDRIX:
5.20%
MRSK:
3.61%
SDRIX:
11.73%
MRSK:
13.63%
SDRIX:
-20.69%
MRSK:
-14.70%
SDRIX:
-10.02%
MRSK:
-5.92%
Returns By Period
In the year-to-date period, SDRIX achieves a -1.56% return, which is significantly higher than MRSK's -3.06% return.
SDRIX
-1.56%
0.14%
-7.38%
0.99%
3.65%
2.42%
MRSK
-3.06%
1.62%
-1.90%
6.06%
N/A
N/A
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SDRIX vs. MRSK - Expense Ratio Comparison
SDRIX has a 1.18% expense ratio, which is higher than MRSK's 0.99% expense ratio.
Risk-Adjusted Performance
SDRIX vs. MRSK — Risk-Adjusted Performance Rank
SDRIX
MRSK
SDRIX vs. MRSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Fund (SDRIX) and Agility Shares Managed Risk ETF (MRSK). 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.
Dividends
SDRIX vs. MRSK - Dividend Comparison
SDRIX's dividend yield for the trailing twelve months is around 0.10%, less than MRSK's 0.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | 0.10% | 0.09% | 0.35% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.77% | 1.42% | 0.78% | 0.55% |
MRSK Agility Shares Managed Risk ETF | 0.46% | 0.45% | 0.60% | 1.11% | 14.20% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDRIX vs. MRSK - Drawdown Comparison
The maximum SDRIX drawdown since its inception was -20.69%, which is greater than MRSK's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for SDRIX and MRSK. For additional features, visit the drawdowns tool.
Volatility
SDRIX vs. MRSK - Volatility Comparison
The current volatility for Swan Defined Risk Fund (SDRIX) is 5.61%, while Agility Shares Managed Risk ETF (MRSK) has a volatility of 6.70%. This indicates that SDRIX experiences smaller price fluctuations and is considered to be less risky than MRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.