SNOIX vs. VOLSX
Compare and contrast key facts about Easterly Snow Capital Long/Short Opportunity Fund (SNOIX) and ABR 75/25 Volatility Fund (VOLSX).
SNOIX is managed by Snow Capital Funds. It was launched on Apr 27, 2006. VOLSX is managed by ABR. It was launched on Aug 2, 2020.
Performance
SNOIX vs. VOLSX - Performance Comparison
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SNOIX vs. VOLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SNOIX Easterly Snow Capital Long/Short Opportunity Fund | 6.23% | 20.66% | 5.17% | 10.84% | -3.10% | 26.26% | 20.98% |
VOLSX ABR 75/25 Volatility Fund | -8.13% | 2.83% | 15.19% | 24.73% | -29.76% | 27.64% | 2.00% |
Returns By Period
In the year-to-date period, SNOIX achieves a 6.23% return, which is significantly higher than VOLSX's -8.13% return.
SNOIX
- 1D
- 1.56%
- 1M
- -0.59%
- YTD
- 6.23%
- 6M
- 11.42%
- 1Y
- 25.40%
- 3Y*
- 14.22%
- 5Y*
- 9.14%
- 10Y*
- 10.77%
VOLSX
- 1D
- 3.22%
- 1M
- -7.36%
- YTD
- -8.13%
- 6M
- -5.09%
- 1Y
- 0.15%
- 3Y*
- 8.46%
- 5Y*
- 2.94%
- 10Y*
- —
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SNOIX vs. VOLSX - Expense Ratio Comparison
SNOIX has a 1.41% expense ratio, which is lower than VOLSX's 1.75% expense ratio.
Return for Risk
SNOIX vs. VOLSX — Risk / Return Rank
SNOIX
VOLSX
SNOIX vs. VOLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Snow Capital Long/Short Opportunity Fund (SNOIX) and ABR 75/25 Volatility Fund (VOLSX). 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.
| SNOIX | VOLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.02 | +1.57 |
Sortino ratioReturn per unit of downside risk | 2.17 | 0.15 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.02 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.06 | +1.99 |
Martin ratioReturn relative to average drawdown | 10.31 | 0.15 | +10.16 |
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
| SNOIX | VOLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.02 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.16 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.11 |
Correlation
The correlation between SNOIX and VOLSX is 0.64, 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
SNOIX vs. VOLSX - Dividend Comparison
SNOIX's dividend yield for the trailing twelve months is around 6.51%, more than VOLSX's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNOIX Easterly Snow Capital Long/Short Opportunity Fund | 6.51% | 6.91% | 5.10% | 2.29% | 7.07% | 8.98% | 1.86% | 1.95% | 2.06% | 4.80% | 0.36% | 2.79% |
VOLSX ABR 75/25 Volatility Fund | 2.38% | 2.18% | 2.24% | 0.29% | 0.00% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SNOIX vs. VOLSX - Drawdown Comparison
The maximum SNOIX drawdown since its inception was -65.34%, which is greater than VOLSX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SNOIX and VOLSX.
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Drawdown Indicators
| SNOIX | VOLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.34% | -35.10% | -30.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -16.88% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -17.66% | -35.10% | +17.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.43% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -9.55% | +8.79% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -11.32% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 6.36% | -3.87% |
Volatility
SNOIX vs. VOLSX - Volatility Comparison
The current volatility for Easterly Snow Capital Long/Short Opportunity Fund (SNOIX) is 3.49%, while ABR 75/25 Volatility Fund (VOLSX) has a volatility of 7.20%. This indicates that SNOIX experiences smaller price fluctuations and is considered to be less risky than VOLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNOIX | VOLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 7.20% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 11.27% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 18.51% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 18.40% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 19.07% | -2.47% |