rsFIRO vs SPX6900
SPX6900 (SPX) is 21.2× the size of rsFIRO (RSFIRO) by market capitalisation. SPX has been the more volatile of the two, at 113% annualised against RSFIRO's 89%.
- Size ratio
- 1 : 21.2
RSFIRO 4.5%Share of the two combined market caps95.5% SPX
Performance
RSFIROSPX
- 7 daysRSFIRO
- 30 days—
Risk & extremes
| Metric | RSFIRO | SPX |
|---|---|---|
| Max drawdown (400d) | -26.1% | -42.9% |
| Risk-adjusted return (90d) | -0.29 | 0.14 |
Relative strength over 90 days: SPX outperformed RSFIRO by 29.1% — measured on the RSFIRO/SPX ratio, so it holds regardless of market direction.