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SPMFX vs. SPATX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMFX vs. SPATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) and Symmetry Panoramic Alternatives Fund (SPATX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMFX achieves a 1.44% return, which is significantly lower than SPATX's 7.24% return.


SPMFX

1D
0.20%
1M
1.14%
YTD
1.44%
6M
1.55%
1Y
4.91%
3Y*
2.94%
5Y*
1.29%
10Y*

SPATX

1D
-0.23%
1M
-0.23%
YTD
7.24%
6M
7.45%
1Y
13.27%
3Y*
10.37%
5Y*
9.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMFX vs. SPATX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
1.44%3.23%1.81%3.41%-3.04%-0.31%1.47%2.31%0.88%
SPATX
Symmetry Panoramic Alternatives Fund
7.24%11.09%1.50%11.90%12.80%5.86%3.42%-0.00%0.64%

Correlation

The correlation between SPMFX and SPATX is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (5Y)
Calculated over the trailing 5-year period

-0.23

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2018

-0.18

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Return for Risk

SPMFX vs. SPATX — Risk / Return Rank

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

SPMFX
SPMFX Risk / Return Rank: 6262
Overall Rank
SPMFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPMFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPMFX Omega Ratio Rank: 8787
Omega Ratio Rank
SPMFX Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPMFX Martin Ratio Rank: 3939
Martin Ratio Rank

SPATX
SPATX Risk / Return Rank: 9797
Overall Rank
SPATX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SPATX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SPATX Omega Ratio Rank: 9393
Omega Ratio Rank
SPATX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SPATX Martin Ratio Rank: 9898
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.

SPMFX vs. SPATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) and Symmetry Panoramic Alternatives Fund (SPATX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPMFXSPATXDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.56

1.68

-0.12

Calmar ratioReturn relative to maximum drawdown

2.23

9.11

-6.88

Martin ratioReturn relative to average drawdown

8.02

30.55

-22.52

SPMFX vs. SPATX - Sharpe Ratio Comparison

The current SPMFX Sharpe Ratio is 2.29, which is lower than the SPATX Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of SPMFX and SPATX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPMFX vs. SPATX - Drawdown Comparison

The maximum SPMFX drawdown since its inception was -5.39%, smaller than the maximum SPATX drawdown of -11.67%. Use the drawdown chart below to compare losses from any high point for SPMFX and SPATX.


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Drawdown Indicators


SPMFXSPATXDifference

Max Drawdown

Largest peak-to-trough decline

-5.39%

-11.67%

+6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.26%

-1.45%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-2.86%

-5.89%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-5.39%

-5.89%

+0.50%

Current Drawdown

Current decline from peak

-0.27%

-1.27%

+1.00%

Average Drawdown

Average peak-to-trough decline

-1.01%

-1.69%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.43%

+0.20%

Volatility

SPMFX vs. SPATX - Volatility Comparison

The current volatility for Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) is 0.62%, while Symmetry Panoramic Alternatives Fund (SPATX) has a volatility of 1.39%. This indicates that SPMFX experiences smaller price fluctuations and is considered to be less risky than SPATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMFXSPATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.39%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

2.89%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.20%

3.82%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.96%

6.26%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

6.04%

-4.11%

SPMFX vs. SPATX - Expense Ratio Comparison

SPMFX has a 0.41% expense ratio, which is lower than SPATX's 0.50% expense ratio.


Dividends

SPMFX vs. SPATX - Dividend Comparison

SPMFX's dividend yield for the trailing twelve months is around 2.67%, less than SPATX's 2.84% yield.


PositionTTM20252024202320222021202020192018
SPATX
Symmetry Panoramic Alternatives Fund
2.84%3.05%2.65%6.16%6.22%2.08%0.00%1.87%2.33%
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
2.67%2.05%2.50%1.52%0.59%0.27%0.68%1.00%0.08%

Frequently Asked Questions


SPMFX and SPATX have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPATX has higher volatility (1.39%) compared to SPMFX (0.62%). In terms of maximum drawdown, SPMFX dropped -5.39% vs SPATX's -11.67%.

SPATX currently has the higher Sharpe Ratio (3.47 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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