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SPMFX vs. SPATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SPMFX vs. SPATX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
-0.38%3.23%1.81%3.41%-3.04%-0.31%1.47%2.31%0.88%
SPATX
Symmetry Panoramic Alternatives Fund
5.61%11.09%1.50%11.90%12.80%5.86%3.42%-0.00%0.64%

Returns By Period

In the year-to-date period, SPMFX achieves a -0.38% return, which is significantly lower than SPATX's 5.61% return.


SPMFX

1D
0.20%
1M
-2.06%
YTD
-0.38%
6M
0.71%
1Y
3.03%
3Y*
2.22%
5Y*
0.98%
10Y*

SPATX

1D
-0.08%
1M
1.80%
YTD
5.61%
6M
7.78%
1Y
12.02%
3Y*
10.44%
5Y*
8.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPMFX vs. SPATX - Expense Ratio Comparison

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


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: 5757
Overall Rank
SPMFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPMFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMFX Omega Ratio Rank: 7272
Omega Ratio Rank
SPMFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPMFX Martin Ratio Rank: 4646
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: 9797
Omega Ratio Rank
SPATX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPATX Martin Ratio Rank: 9797
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.


SPMFXSPATXDifference

Sharpe ratio

Return per unit of total volatility

1.12

3.00

-1.88

Sortino ratio

Return per unit of downside risk

1.40

3.92

-2.52

Omega ratio

Gain probability vs. loss probability

1.28

1.66

-0.38

Calmar ratio

Return relative to maximum drawdown

1.44

3.88

-2.43

Martin ratio

Return relative to average drawdown

4.70

16.81

-12.11

SPMFX vs. SPATX - Sharpe Ratio Comparison

The current SPMFX Sharpe Ratio is 1.12, which is lower than the SPATX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of SPMFX and SPATX, 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


SPMFXSPATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

3.00

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.38

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.17

-0.51

Correlation

The correlation between SPMFX and SPATX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SPMFX vs. SPATX - Dividend Comparison

SPMFX's dividend yield for the trailing twelve months is around 2.38%, less than SPATX's 2.88% yield.


TTM20252024202320222021202020192018
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
2.38%2.05%2.50%1.52%0.59%0.27%0.68%1.00%0.08%
SPATX
Symmetry Panoramic Alternatives Fund
2.88%3.05%2.65%6.16%6.22%2.08%0.00%1.87%2.33%

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

-2.40%

-3.17%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-5.39%

-5.89%

+0.50%

Current Drawdown

Current decline from peak

-2.06%

-0.08%

-1.98%

Average Drawdown

Average peak-to-trough decline

-1.01%

-1.73%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.73%

+0.01%

Volatility

SPMFX vs. SPATX - Volatility Comparison

Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) and Symmetry Panoramic Alternatives Fund (SPATX) have volatilities of 1.26% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

1.26%

1.26%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

2.53%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

4.13%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

6.23%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

6.08%

-4.17%