SEMPX vs. BRK-B
SEMPX (Semper MBS Total Return Fund) is Nontraditional Bonds fund managed by Semper, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, SEMPX returned 3.55%/yr vs 13.20%/yr for BRK-B. At a correlation of -0.02, they often move in opposite directions.
Performance
SEMPX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, SEMPX achieves a 0.90% return, which is significantly higher than BRK-B's -2.62% return. Over the past 10 years, SEMPX has underperformed BRK-B with an annualized return of 3.55%, while BRK-B has yielded a comparatively higher 13.20% annualized return.
SEMPX
- 1D
- -0.12%
- 1M
- 1.05%
- YTD
- 0.90%
- 6M
- 1.36%
- 1Y
- 6.09%
- 3Y*
- 9.57%
- 5Y*
- 4.25%
- 10Y*
- 3.55%
BRK-B
- 1D
- -0.37%
- 1M
- 1.87%
- YTD
- -2.62%
- 6M
- -2.77%
- 1Y
- 0.89%
- 3Y*
- 13.10%
- 5Y*
- 12.30%
- 10Y*
- 13.20%
SEMPX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEMPX Semper MBS Total Return Fund | 0.90% | 8.57% | 12.84% | 12.51% | -13.26% | 6.70% | -7.09% | 4.52% | 3.75% | 5.93% |
BRK-B Berkshire Hathaway Inc. | -2.62% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between SEMPX and BRK-B is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | -0.02 |
The correlation between SEMPX and BRK-B shifts across timeframes, from -0.03 (10 years) to 0.08 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SEMPX vs. BRK-B — Risk / Return Rank
SEMPX
BRK-B
SEMPX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Semper MBS Total Return Fund (SEMPX) and Berkshire Hathaway Inc. (BRK-B). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SEMPX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.02 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 0.09 | +2.90 |
| Martin ratioReturn relative to average drawdown | 9.35 | 0.20 | +9.15 |
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Drawdowns
SEMPX vs. BRK-B - Drawdown Comparison
The maximum SEMPX drawdown since its inception was -25.02%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SEMPX and BRK-B.
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Drawdown Indicators
| SEMPX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.02% | -53.86% | +28.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.04% | -9.42% | +7.38% |
Max Drawdown (3Y)Largest decline over 3 years | -2.04% | -14.95% | +12.91% |
Max Drawdown (5Y)Largest decline over 5 years | -14.67% | -26.58% | +11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -25.02% | -29.57% | +4.55% |
Current DrawdownCurrent decline from peak | -0.80% | -9.33% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -11.07% | +7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 4.56% | -3.91% |
Volatility
SEMPX vs. BRK-B - Volatility Comparison
The current volatility for Semper MBS Total Return Fund (SEMPX) is 0.81%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.67%. This indicates that SEMPX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEMPX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 3.67% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 10.64% | -8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.75% | 14.37% | -11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.12% | 17.10% | -13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.92% | 19.44% | -15.52% |
Dividends
SEMPX vs. BRK-B - Dividend Comparison
SEMPX's dividend yield for the trailing twelve months is around 5.71%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEMPX Semper MBS Total Return Fund | 5.71% | 5.83% | 6.66% | 8.75% | 6.15% | 2.97% | 4.07% | 4.72% | 5.65% | 5.00% | 5.94% | 5.10% |
Frequently Asked Questions
SEMPX and BRK-B have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.67%) compared to SEMPX (0.81%). In terms of maximum drawdown, SEMPX dropped -25.02% vs BRK-B's -53.86%.
SEMPX currently has the higher Sharpe Ratio (2.23 vs 0.06), 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.
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