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SMARX vs. MIFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMARX vs. MIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Separately Managed Account Reserve Trust (SMARX) and Miller Intermediate Bond Fund (MIFIX). The values are adjusted to include any dividend payments, if applicable.

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SMARX vs. MIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMARX
Brandes Separately Managed Account Reserve Trust
-0.18%6.91%3.73%9.76%-11.77%0.76%6.55%7.77%-1.13%4.75%
MIFIX
Miller Intermediate Bond Fund
-0.16%7.11%7.31%6.88%-7.72%4.32%14.22%9.79%-1.91%3.10%

Returns By Period

In the year-to-date period, SMARX achieves a -0.18% return, which is significantly lower than MIFIX's -0.16% return. Over the past 10 years, SMARX has underperformed MIFIX with an annualized return of 3.35%, while MIFIX has yielded a comparatively higher 4.95% annualized return.


SMARX

1D
0.13%
1M
-1.62%
YTD
-0.18%
6M
0.37%
1Y
3.86%
3Y*
5.23%
5Y*
1.94%
10Y*
3.35%

MIFIX

1D
0.49%
1M
-1.51%
YTD
-0.16%
6M
1.36%
1Y
5.82%
3Y*
6.53%
5Y*
2.78%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMARX vs. MIFIX - Expense Ratio Comparison

SMARX has a 0.00% expense ratio, which is lower than MIFIX's 0.99% expense ratio.


Return for Risk

SMARX vs. MIFIX — Risk / Return Rank

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

SMARX
SMARX Risk / Return Rank: 5050
Overall Rank
SMARX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SMARX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SMARX Omega Ratio Rank: 3535
Omega Ratio Rank
SMARX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SMARX Martin Ratio Rank: 5151
Martin Ratio Rank

MIFIX
MIFIX Risk / Return Rank: 8282
Overall Rank
MIFIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MIFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MIFIX Omega Ratio Rank: 8282
Omega Ratio Rank
MIFIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MIFIX Martin Ratio Rank: 7373
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.

SMARX vs. MIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Separately Managed Account Reserve Trust (SMARX) and Miller Intermediate Bond Fund (MIFIX). 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.


SMARXMIFIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.78

-0.75

Sortino ratio

Return per unit of downside risk

1.48

2.65

-1.16

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

1.79

2.10

-0.31

Martin ratio

Return relative to average drawdown

5.69

7.86

-2.17

SMARX vs. MIFIX - Sharpe Ratio Comparison

The current SMARX Sharpe Ratio is 1.04, which is lower than the MIFIX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SMARX and MIFIX, 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


SMARXMIFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.78

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.55

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.92

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.91

-0.50

Correlation

The correlation between SMARX and MIFIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SMARX vs. MIFIX - Dividend Comparison

SMARX's dividend yield for the trailing twelve months is around 4.70%, more than MIFIX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
SMARX
Brandes Separately Managed Account Reserve Trust
4.70%5.02%4.07%3.85%3.53%2.57%3.35%4.19%4.55%4.20%4.87%5.24%
MIFIX
Miller Intermediate Bond Fund
4.18%4.59%4.08%3.60%3.62%5.87%5.16%2.36%5.16%3.90%1.48%1.78%

Drawdowns

SMARX vs. MIFIX - Drawdown Comparison

The maximum SMARX drawdown since its inception was -47.07%, which is greater than MIFIX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for SMARX and MIFIX.


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Drawdown Indicators


SMARXMIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.07%

-15.58%

-31.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-2.68%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-11.87%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.20%

-15.58%

-0.62%

Current Drawdown

Current decline from peak

-1.86%

-2.21%

+0.35%

Average Drawdown

Average peak-to-trough decline

-7.02%

-2.08%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.72%

+0.11%

Volatility

SMARX vs. MIFIX - Volatility Comparison

Brandes Separately Managed Account Reserve Trust (SMARX) has a higher volatility of 1.66% compared to Miller Intermediate Bond Fund (MIFIX) at 0.95%. This indicates that SMARX's price experiences larger fluctuations and is considered to be riskier than MIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMARXMIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

0.95%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.10%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

3.25%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

5.10%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

5.41%

-1.04%