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SHSSX vs. LYFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSSX vs. LYFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Health Sciences Opportunities Fund Class Institutional (SHSSX) and AlphaCentric LifeSci Healthcare Fund (LYFIX). The values are adjusted to include any dividend payments, if applicable.

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SHSSX vs. LYFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHSSX
Health Sciences Opportunities Fund Class Institutional
-6.87%16.13%4.00%3.86%-5.72%12.17%19.54%3.37%
LYFIX
AlphaCentric LifeSci Healthcare Fund
-4.21%28.22%-0.27%7.19%-0.92%-3.42%54.83%1.20%

Returns By Period

In the year-to-date period, SHSSX achieves a -6.87% return, which is significantly lower than LYFIX's -4.21% return.


SHSSX

1D
0.31%
1M
-9.09%
YTD
-6.87%
6M
4.09%
1Y
4.34%
3Y*
6.17%
5Y*
4.28%
10Y*
9.97%

LYFIX

1D
0.93%
1M
-7.36%
YTD
-4.21%
6M
13.80%
1Y
19.23%
3Y*
7.08%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHSSX vs. LYFIX - Expense Ratio Comparison

SHSSX has a 0.84% expense ratio, which is lower than LYFIX's 1.40% expense ratio.


Return for Risk

SHSSX vs. LYFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHSSX
SHSSX Risk / Return Rank: 1212
Overall Rank
SHSSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSSX Omega Ratio Rank: 1010
Omega Ratio Rank
SHSSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SHSSX Martin Ratio Rank: 1212
Martin Ratio Rank

LYFIX
LYFIX Risk / Return Rank: 5454
Overall Rank
LYFIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LYFIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LYFIX Omega Ratio Rank: 4040
Omega Ratio Rank
LYFIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LYFIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHSSX vs. LYFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Sciences Opportunities Fund Class Institutional (SHSSX) and AlphaCentric LifeSci Healthcare Fund (LYFIX). 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.


SHSSXLYFIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.03

-0.74

Sortino ratio

Return per unit of downside risk

0.52

1.50

-0.98

Omega ratio

Gain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratio

Return relative to maximum drawdown

0.43

1.85

-1.42

Martin ratio

Return relative to average drawdown

1.02

4.50

-3.48

SHSSX vs. LYFIX - Sharpe Ratio Comparison

The current SHSSX Sharpe Ratio is 0.29, which is lower than the LYFIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SHSSX and LYFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHSSXLYFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.03

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.19

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.20

Correlation

The correlation between SHSSX and LYFIX is 0.68, 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

SHSSX vs. LYFIX - Dividend Comparison

SHSSX's dividend yield for the trailing twelve months is around 10.63%, more than LYFIX's 1.86% yield.


TTM20252024202320222021202020192018201720162015
SHSSX
Health Sciences Opportunities Fund Class Institutional
10.63%9.90%8.68%3.82%7.20%8.96%4.18%3.87%8.44%3.59%2.33%12.29%
LYFIX
AlphaCentric LifeSci Healthcare Fund
1.86%1.78%2.24%2.63%4.43%12.88%2.30%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHSSX vs. LYFIX - Drawdown Comparison

The maximum SHSSX drawdown since its inception was -35.40%, roughly equal to the maximum LYFIX drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for SHSSX and LYFIX.


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Drawdown Indicators


SHSSXLYFIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.40%

-35.33%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-9.47%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-32.45%

+14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-9.56%

-7.64%

-1.92%

Average Drawdown

Average peak-to-trough decline

-5.98%

-10.07%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

4.23%

-0.06%

Volatility

SHSSX vs. LYFIX - Volatility Comparison

The current volatility for Health Sciences Opportunities Fund Class Institutional (SHSSX) is 4.61%, while AlphaCentric LifeSci Healthcare Fund (LYFIX) has a volatility of 6.67%. This indicates that SHSSX experiences smaller price fluctuations and is considered to be less risky than LYFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHSSXLYFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

6.67%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

13.17%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

19.01%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

22.89%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

23.45%

-6.92%