SMILX vs. SMIDX
Compare and contrast key facts about SMI Multi-Strategy Fund (SMILX) and SMI Dynamic Allocation Fund (SMIDX).
SMILX is managed by SMI Funds. It was launched on Apr 28, 2015. SMIDX is managed by SMI Funds. It was launched on Feb 27, 2013.
Performance
SMILX vs. SMIDX - Performance Comparison
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SMILX vs. SMIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMILX SMI Multi-Strategy Fund | 2.96% | 13.97% | 13.23% | 6.59% | -11.85% | 9.72% | 17.35% | 12.77% | -10.36% | 9.51% |
SMIDX SMI Dynamic Allocation Fund | 1.35% | 22.50% | 12.76% | 8.39% | -19.12% | 14.00% | 9.64% | 9.47% | -6.12% | 14.11% |
Returns By Period
In the year-to-date period, SMILX achieves a 2.96% return, which is significantly higher than SMIDX's 1.35% return. Both investments have delivered pretty close results over the past 10 years, with SMILX having a 5.88% annualized return and SMIDX not far ahead at 5.98%.
SMILX
- 1D
- 2.58%
- 1M
- -5.76%
- YTD
- 2.96%
- 6M
- 4.42%
- 1Y
- 18.85%
- 3Y*
- 11.29%
- 5Y*
- 5.70%
- 10Y*
- 5.88%
SMIDX
- 1D
- 2.66%
- 1M
- -6.30%
- YTD
- 1.35%
- 6M
- 5.45%
- 1Y
- 21.66%
- 3Y*
- 12.73%
- 5Y*
- 6.39%
- 10Y*
- 5.98%
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SMILX vs. SMIDX - Expense Ratio Comparison
SMILX has a 1.15% expense ratio, which is lower than SMIDX's 1.19% expense ratio.
Return for Risk
SMILX vs. SMIDX — Risk / Return Rank
SMILX
SMIDX
SMILX vs. SMIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SMI Multi-Strategy Fund (SMILX) and SMI Dynamic Allocation Fund (SMIDX). 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.
| SMILX | SMIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.69 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.84 | 2.33 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.55 | -0.58 |
Martin ratioReturn relative to average drawdown | 8.66 | 10.55 | -1.89 |
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
| SMILX | SMIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.69 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.59 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.53 | -0.19 |
Correlation
The correlation between SMILX and SMIDX is 0.85, 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.
Dividends
SMILX vs. SMIDX - Dividend Comparison
SMILX's dividend yield for the trailing twelve months is around 8.09%, less than SMIDX's 11.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMILX SMI Multi-Strategy Fund | 8.09% | 8.33% | 6.24% | 0.83% | 0.36% | 19.10% | 0.33% | 0.45% | 3.55% | 1.20% | 0.89% | 3.24% |
SMIDX SMI Dynamic Allocation Fund | 11.67% | 11.83% | 6.43% | 0.19% | 0.00% | 7.91% | 5.32% | 1.22% | 1.53% | 0.92% | 0.25% | 1.27% |
Drawdowns
SMILX vs. SMIDX - Drawdown Comparison
The maximum SMILX drawdown since its inception was -29.75%, which is greater than SMIDX's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for SMILX and SMIDX.
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Drawdown Indicators
| SMILX | SMIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.75% | -21.99% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -8.73% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -21.99% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -29.75% | -21.99% | -7.76% |
Current DrawdownCurrent decline from peak | -5.76% | -6.30% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -6.39% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.11% | +0.19% |
Volatility
SMILX vs. SMIDX - Volatility Comparison
The current volatility for SMI Multi-Strategy Fund (SMILX) is 5.39%, while SMI Dynamic Allocation Fund (SMIDX) has a volatility of 5.83%. This indicates that SMILX experiences smaller price fluctuations and is considered to be less risky than SMIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMILX | SMIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.83% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.12% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 13.07% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 10.65% | +6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 10.08% | +4.46% |