STTIX vs. SDRIX
Compare and contrast key facts about North SquareTrilogy Alternative Return Fund (STTIX) and Swan Defined Risk Fund (SDRIX).
STTIX is managed by Stadion Funds. It was launched on Apr 1, 2012. SDRIX is managed by Swan. It was launched on Jul 29, 2012.
Performance
STTIX vs. SDRIX - Performance Comparison
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STTIX vs. SDRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STTIX North SquareTrilogy Alternative Return Fund | -0.47% | 6.66% | 5.94% | -1.89% | -10.52% | 4.57% | 7.19% | 3.44% | -6.48% | 4.90% |
SDRIX Swan Defined Risk Fund | -4.20% | 10.72% | 4.91% | 12.37% | -12.84% | 17.41% | 5.25% | 12.75% | -8.85% | 10.25% |
Returns By Period
In the year-to-date period, STTIX achieves a -0.47% return, which is significantly higher than SDRIX's -4.20% return. Over the past 10 years, STTIX has underperformed SDRIX with an annualized return of 1.90%, while SDRIX has yielded a comparatively higher 4.94% annualized return.
STTIX
- 1D
- 0.52%
- 1M
- -2.06%
- YTD
- -0.47%
- 6M
- 0.34%
- 1Y
- 3.73%
- 3Y*
- 3.59%
- 5Y*
- 0.08%
- 10Y*
- 1.90%
SDRIX
- 1D
- 0.00%
- 1M
- -4.91%
- YTD
- -4.20%
- 6M
- -2.28%
- 1Y
- 7.45%
- 3Y*
- 6.80%
- 5Y*
- 4.29%
- 10Y*
- 4.94%
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STTIX vs. SDRIX - Expense Ratio Comparison
STTIX has a 1.38% expense ratio, which is higher than SDRIX's 1.18% expense ratio.
Return for Risk
STTIX vs. SDRIX — Risk / Return Rank
STTIX
SDRIX
STTIX vs. SDRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North SquareTrilogy Alternative Return Fund (STTIX) and Swan Defined Risk Fund (SDRIX). 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.
| STTIX | SDRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.92 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.29 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.34 | +0.14 |
Martin ratioReturn relative to average drawdown | 4.15 | 5.59 | -1.44 |
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
| STTIX | SDRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.92 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.45 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.51 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.30 |
Correlation
The correlation between STTIX and SDRIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
STTIX vs. SDRIX - Dividend Comparison
STTIX's dividend yield for the trailing twelve months is around 4.71%, less than SDRIX's 11.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STTIX North SquareTrilogy Alternative Return Fund | 4.71% | 4.26% | 17.39% | 2.10% | 1.03% | 0.49% | 1.02% | 1.68% | 1.73% | 0.96% | 0.99% | 1.07% |
SDRIX Swan Defined Risk Fund | 11.01% | 10.55% | 0.00% | 12.37% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.76% | 1.42% | 0.78% |
Drawdowns
STTIX vs. SDRIX - Drawdown Comparison
The maximum STTIX drawdown since its inception was -18.71%, smaller than the maximum SDRIX drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for STTIX and SDRIX.
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Drawdown Indicators
| STTIX | SDRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.71% | -20.69% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -5.34% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -18.71% | -17.67% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -18.71% | -20.69% | +1.98% |
Current DrawdownCurrent decline from peak | -6.83% | -5.29% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -3.59% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.28% | -0.33% |
Volatility
STTIX vs. SDRIX - Volatility Comparison
The current volatility for North SquareTrilogy Alternative Return Fund (STTIX) is 1.33%, while Swan Defined Risk Fund (SDRIX) has a volatility of 2.98%. This indicates that STTIX experiences smaller price fluctuations and is considered to be less risky than SDRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STTIX | SDRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 2.98% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.45% | 5.61% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 8.63% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.85% | 9.57% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 9.66% | -1.86% |