Side-by-side comparison

Compare investment strategies

Russell 1000 Financial Services Direct Indexing vs Monte Balanced Equities Fund with Thematic Overlay

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Live, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

3.9%

20.1%Best

12.0%

—

14.5%Best

16.0%

-0.01

1.41Best

-13.6%

-12.3%Best

Fee

0.20%Best

1.00%

Minimum investment

$100

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Each source uses its own scale

3(1-5 (Interactive Advisors))

2.46(0-5 (Quantbase))

Inception

2017-12-13

2025-05-15

Holdings

—

82%Best

73%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Russell 1000 Financial Services Direct IndexingLiveup 11.2%
Monte Balanced Equities Fund with Thematic OverlayCompositeup 41.8%
S&P 500 ETFup 28.5%

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Data provider / source · Frank Russell Company

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Event handling / exception

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Include screen

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Include screen: Dividends / yield

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Include screen: Financials

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Include screen: Growth

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Include screen: Value

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Rebalance schedule

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Sector / asset cap

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Universe / index

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Weighting scheme

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Every published figureShow 64 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Returns

Annual return (Quantbase data field) (basis not stated)

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28.58%

Annualized return since inception (Lighthorse, daily, composite)

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28.54%

Annualized return since inception (Lighthorse, daily, live)

12.07%

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Backtest end date (Quantbase data field)

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2025-05-15

Return since chart start (cumulative) (client composite)

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41.79%

Return since inception (annualized) (live account)

12.00%

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Return since inception (cumulative) (live account)

172.00%

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Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.74%

—

Return, last 30 days (live account)

-5.30%

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Return, last 365 days (Lighthorse, daily, composite)

—

21.74%

Return, last 365 days (Lighthorse, daily, live)

8.00%

—

Return, last 365 days (live account)

3.90%

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Return, last 5 years (cumulative) (live account)

58.60%

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Return, last 90 days (live account)

-3.20%

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Return, rolling 1 year (client composite)

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20.08%

Return, year to date (live account)

0.20%

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Classification

Asset classes / instruments

equities

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Composition (ETFs / Stocks / Mixed)

STOCKS

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ESG / responsible flag

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Smart beta flag

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Theme keywords (Interactive Advisors)

Financial services, Large-cap, Mid-cap

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Market-relative

Benchmark (methodology text)

Respective Russell reference index

—

Correlation to SPY (full history) (client composite)

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0.72

Correlation to SPY (Quantbase data field) (basis not stated)

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0.72

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.95

—

Daily volatility over the chart range (client composite)

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1.01%

Max drawdown over the chart range (client composite)

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-12.27%

Maximum drawdown since inception (Lighthorse, daily, composite)

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-12.27%

Maximum drawdown since inception (Lighthorse, daily, live)

-41.90%

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Maximum drawdown, last 365 days (Lighthorse, daily, composite)

—

-12.27%

Maximum drawdown, last 365 days (Lighthorse, daily, live)

-13.57%

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Maximum drawdown, last 365 days (live account)

-13.60%

—

Monthly volatility over the chart range (client composite)

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5.07%

Sharpe ratio from daily returns over the chart range (client composite)

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1.41

Sharpe ratio since inception (Lighthorse, daily, composite)

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1.19

Sharpe ratio since inception (Lighthorse, daily, live)

0.50

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Sharpe ratio, last 365 days (Lighthorse, daily, composite)

—

0.85

Sharpe ratio, last 365 days (Lighthorse, daily, live)

0.34

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Sharpe ratio, last 365 days (live account)

-0.01

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Sortino ratio, last 365 days (Lighthorse, daily, composite)

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1.22

Sortino ratio, last 365 days (Lighthorse, daily, live)

0.48

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Sortino ratio, last 365 days (live account)

-0.02

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Value-at-risk 95% 1-week, last 365 days (live account)

-3.40%

—

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

16.03%

Volatility since inception (Lighthorse, daily, composite)

—

18.96%

Volatility since inception (Lighthorse, daily, live)

21.50%

—

Volatility, last 365 days (Lighthorse, daily, composite)

—

20.55%

Volatility, last 365 days (Lighthorse, daily, live)

13.75%

—

Volatility, last 365 days (live account)

14.50%

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Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

0.20%

1.00%

Minimum investment

$100

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

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2026-10-08

Rebalancing (methodology text)

rebalances quarterly; rebalances on a quarterly

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Disclosure

Metrics calculated through

2026-10-09

2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

—

Risk label (Interactive Advisors)

Growth plus

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Risk score 0-5 (Quantbase)

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2.46

Risk score 1-5 (Interactive Advisors)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources