SHRIX vs. SRRIX
Compare and contrast key facts about Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX) and Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX).
SHRIX is an actively managed fund by Stone Ridge. It was launched on Feb 1, 2013. SRRIX is an actively managed fund by Stone Ridge. It was launched on Dec 9, 2013.
Performance
SHRIX vs. SRRIX - Performance Comparison
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SHRIX vs. SRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 0.00% | 10.70% | 16.73% | 21.07% | -3.37% | 1.88% | 6.86% | 4.58% | 2.81% | -7.49% |
SRRIX Stone Ridge Reinsurance Risk Premium Interval Fund | 5.11% | 29.63% | 33.14% | 44.73% | 5.10% | -6.47% | 4.30% | -4.47% | -6.14% | -13.82% |
Returns By Period
SHRIX
- 1D
- 0.00%
- 1M
- -1.44%
- YTD
- 0.00%
- 6M
- 3.15%
- 1Y
- 12.45%
- 3Y*
- 14.16%
- 5Y*
- 8.98%
- 10Y*
- —
SRRIX
- 1D
- 0.09%
- 1M
- 1.18%
- YTD
- 5.11%
- 6M
- 16.38%
- 1Y
- 37.45%
- 3Y*
- 34.43%
- 5Y*
- 21.42%
- 10Y*
- 8.43%
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SHRIX vs. SRRIX - Expense Ratio Comparison
SHRIX has a 1.76% expense ratio, which is lower than SRRIX's 2.35% expense ratio.
Return for Risk
SHRIX vs. SRRIX — Risk / Return Rank
SHRIX
SRRIX
SHRIX vs. SRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX) and Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX). 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.
| SHRIX | SRRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.22 | 14.17 | -8.96 |
Sortino ratioReturn per unit of downside risk | 6.05 | 44.31 | -38.26 |
Omega ratioGain probability vs. loss probability | 4.39 | 21.63 | -17.24 |
Calmar ratioReturn relative to maximum drawdown | 6.72 | 68.68 | -61.96 |
Martin ratioReturn relative to average drawdown | 70.15 | 615.32 | -545.17 |
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
| SHRIX | SRRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.22 | 14.17 | -8.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 1.54 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.85 | +0.05 |
Correlation
The correlation between SHRIX and SRRIX is 0.46, 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
SHRIX vs. SRRIX - Dividend Comparison
SHRIX's dividend yield for the trailing twelve months is around 10.92%, less than SRRIX's 19.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRIX Stone Ridge High Yield Reinsurance Risk Premium Fund Class I | 10.92% | 10.92% | 14.34% | 12.34% | 3.89% | 4.61% | 6.34% | 5.06% | 5.09% | 0.35% | 0.00% | 0.00% |
SRRIX Stone Ridge Reinsurance Risk Premium Interval Fund | 19.16% | 20.14% | 21.58% | 20.02% | 0.00% | 0.00% | 0.38% | 1.06% | 2.32% | 0.10% | 6.16% | 8.41% |
Drawdowns
SHRIX vs. SRRIX - Drawdown Comparison
The maximum SHRIX drawdown since its inception was -14.34%, smaller than the maximum SRRIX drawdown of -27.22%. Use the drawdown chart below to compare losses from any high point for SHRIX and SRRIX.
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Drawdown Indicators
| SHRIX | SRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.34% | -27.22% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | -0.55% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -12.69% | -17.26% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.22% | — |
Current DrawdownCurrent decline from peak | -1.87% | 0.00% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -10.04% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.06% | +0.12% |
Volatility
SHRIX vs. SRRIX - Volatility Comparison
Stone Ridge High Yield Reinsurance Risk Premium Fund Class I (SHRIX) has a higher volatility of 1.93% compared to Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) at 0.15%. This indicates that SHRIX's price experiences larger fluctuations and is considered to be riskier than SRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHRIX | SRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 0.15% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 2.20% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 2.69% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 13.95% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.35% | 11.01% | -4.66% |