SRFMX vs. MUHLX
Compare and contrast key facts about Sarofim Equity Fund (SRFMX) and Muhlenkamp Fund (MUHLX).
SRFMX is managed by Sarofim. It was launched on Jan 17, 2014. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
SRFMX vs. MUHLX - Performance Comparison
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SRFMX vs. MUHLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | -7.46% | 11.35% | 13.67% | 21.41% | -19.20% | 27.72% | 24.38% | 35.64% | -6.98% | 25.90% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, SRFMX achieves a -7.46% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, SRFMX has outperformed MUHLX with an annualized return of 11.81%, while MUHLX has yielded a comparatively lower 10.68% annualized return.
SRFMX
- 1D
- 2.91%
- 1M
- -5.55%
- YTD
- -7.46%
- 6M
- -5.39%
- 1Y
- 5.94%
- 3Y*
- 10.19%
- 5Y*
- 6.87%
- 10Y*
- 11.81%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
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SRFMX vs. MUHLX - Expense Ratio Comparison
SRFMX has a 0.70% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
SRFMX vs. MUHLX — Risk / Return Rank
SRFMX
MUHLX
SRFMX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) and Muhlenkamp Fund (MUHLX). 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.
| SRFMX | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.42 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.97 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.37 | -1.79 |
Martin ratioReturn relative to average drawdown | 2.15 | 8.57 | -6.42 |
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
| SRFMX | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.42 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.82 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.63 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.51 | 0.00 |
Correlation
The correlation between SRFMX and MUHLX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SRFMX vs. MUHLX - Dividend Comparison
SRFMX's dividend yield for the trailing twelve months is around 34.61%, more than MUHLX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 34.61% | 31.88% | 18.62% | 11.14% | 8.76% | 8.36% | 7.36% | 5.03% | 7.42% | 5.41% | 1.68% | 0.00% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
SRFMX vs. MUHLX - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for SRFMX and MUHLX.
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Drawdown Indicators
| SRFMX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -62.05% | +29.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -10.23% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -18.63% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | -40.85% | +8.39% |
Current DrawdownCurrent decline from peak | -9.37% | -5.65% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -10.81% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.83% | +0.40% |
Volatility
SRFMX vs. MUHLX - Volatility Comparison
The current volatility for Sarofim Equity Fund (SRFMX) is 5.47%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that SRFMX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRFMX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 6.01% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 12.06% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 16.85% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 14.77% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 17.04% | +1.55% |