SRDAX vs. GAFYX

In the year-to-date period, SRDAX achieves a -4.97% return, which is significantly lower than GAFYX's -0.83% return.

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SRDAX has a 1.27% expense ratio, which is higher than GAFYX's 1.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Stone Ridge Diversified Alternatives Fund (SRDAX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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.

The current SRDAX Sharpe Ratio is 0.60, which is higher than the GAFYX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SRDAX and GAFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SRDAX's dividend yield for the trailing twelve months is around 8.58%, while GAFYX has not paid dividends to shareholders.

The maximum SRDAX drawdown since its inception was -6.33%, smaller than the maximum GAFYX drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for SRDAX and GAFYX. For additional features, visit the drawdowns tool.

The current volatility for Stone Ridge Diversified Alternatives Fund (SRDAX) is 1.12%, while AlphaSimplex Global Alternatives Fund (GAFYX) has a volatility of 1.66%. This indicates that SRDAX experiences smaller price fluctuations and is considered to be less risky than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.