SRDAX vs. RMDFX
Compare and contrast key facts about Stone Ridge Diversified Alternatives Fund (SRDAX) and Aspiriant Defensive Allocation Fund (RMDFX).
SRDAX is managed by STONE RIDGE. It was launched on Apr 29, 2020. RMDFX is managed by Aspiriant. It was launched on Dec 13, 2015.
Performance
SRDAX vs. RMDFX - Performance Comparison
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SRDAX vs. RMDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SRDAX Stone Ridge Diversified Alternatives Fund | 2.84% | 0.37% | 8.46% | 19.56% | 2.03% | 10.62% | 1.97% |
RMDFX Aspiriant Defensive Allocation Fund | 3.28% | 18.85% | 1.45% | 8.01% | -6.84% | 4.20% | 4.90% |
Returns By Period
In the year-to-date period, SRDAX achieves a 2.84% return, which is significantly lower than RMDFX's 3.28% return.
SRDAX
- 1D
- -0.29%
- 1M
- 2.32%
- YTD
- 2.84%
- 6M
- 3.51%
- 1Y
- 2.74%
- 3Y*
- 8.17%
- 5Y*
- 8.00%
- 10Y*
- —
RMDFX
- 1D
- 0.74%
- 1M
- -2.77%
- YTD
- 3.28%
- 6M
- 8.17%
- 1Y
- 18.01%
- 3Y*
- 9.73%
- 5Y*
- 5.27%
- 10Y*
- 4.99%
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SRDAX vs. RMDFX - Expense Ratio Comparison
SRDAX has a 1.27% expense ratio, which is higher than RMDFX's 0.18% expense ratio.
Return for Risk
SRDAX vs. RMDFX — Risk / Return Rank
SRDAX
RMDFX
SRDAX vs. RMDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stone Ridge Diversified Alternatives Fund (SRDAX) and Aspiriant Defensive Allocation Fund (RMDFX). 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.
| SRDAX | RMDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 3.59 | -3.00 |
Sortino ratioReturn per unit of downside risk | 0.71 | 4.93 | -4.22 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.79 | -0.66 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 4.33 | -3.85 |
Martin ratioReturn relative to average drawdown | 0.96 | 17.94 | -16.98 |
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
| SRDAX | RMDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 3.59 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.84 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.79 | +0.42 |
Correlation
The correlation between SRDAX and RMDFX is -0.13. 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
SRDAX vs. RMDFX - Dividend Comparison
SRDAX's dividend yield for the trailing twelve months is around 8.30%, more than RMDFX's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SRDAX Stone Ridge Diversified Alternatives Fund | 8.30% | 8.53% | 8.16% | 14.97% | 3.22% | 8.99% | 3.07% | 0.00% | 0.00% | 0.00% | 0.00% |
RMDFX Aspiriant Defensive Allocation Fund | 4.49% | 4.63% | 0.00% | 3.69% | 0.78% | 5.37% | 2.28% | 3.78% | 4.11% | 2.16% | 1.16% |
Drawdowns
SRDAX vs. RMDFX - Drawdown Comparison
The maximum SRDAX drawdown since its inception was -11.90%, smaller than the maximum RMDFX drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for SRDAX and RMDFX.
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Drawdown Indicators
| SRDAX | RMDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.90% | -15.96% | +4.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -4.19% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -11.90% | -14.63% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.96% | — |
Current DrawdownCurrent decline from peak | -0.29% | -3.08% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -3.37% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.01% | +2.04% |
Volatility
SRDAX vs. RMDFX - Volatility Comparison
The current volatility for Stone Ridge Diversified Alternatives Fund (SRDAX) is 0.84%, while Aspiriant Defensive Allocation Fund (RMDFX) has a volatility of 2.19%. This indicates that SRDAX experiences smaller price fluctuations and is considered to be less risky than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRDAX | RMDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 2.19% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 3.89% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.52% | 5.05% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.03% | 6.34% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.87% | 6.21% | +0.66% |