SRDBX Performance — Stone Ridge Diversified Alternatives Fund, Class J
Data updated: 2026-09-29
SRDBX returned +5.19% year to date and +8.71% over one year to Jul 2026. Annualised returns are +6.71% over 3 years and +7.75% over 5 years. The fund beat its Global Ultrashort Core Bond category average: $100 invested three years ago grew to $122, against $121 for the category, and to $109 over one year, against $107. Volatility over the past three years was 5.63% a year. In the 12 months to Jul 2026 the fund took in a net $635.4M, and assets reached $2.46B.
SRDBX Growth of $100
What $100 invested in Stone Ridge Diversified Alternatives Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Ultrashort Core Bond category average over the same months.
| Period | SRDBX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $109 | $107 |
| 3 years (Aug 2023 – Jul 2026) | $122 | $121 |
| 5 years (Aug 2021 – Jul 2026) | $145 | $128 |
| Since data start (May 2020 – Jul 2026) | $160 | $139 |
SRDBX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.19% |
| 1 year | +8.71% |
| 3 years (annualised) | +6.71% |
| 5 years (annualised) | +7.75% |
SRDBX Annual Returns
Calendar-year total returns of Stone Ridge Diversified Alternatives Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +5.19% |
| 2025 | +0.04% |
| 2024 | +8.14% |
| 2023 | +19.23% |
| 2022 | +1.78% |
| 2021 | +10.21% |
| 2020 (May–Dec) | +5.19% |
SRDBX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −2.1% | +2.3% | +2.6% | +1.0% | +0.6% | −0.3% | +1.1% | — | — | — | — | — |
| 2025 | −0.3% | −0.6% | +1.3% | −6.0% | +1.0% | 0.0% | +1.5% | +1.1% | +1.8% | −0.6% | +1.1% | −0.1% |
| 2024 | +0.9% | −1.3% | +0.8% | +0.3% | −0.8% | 0.0% | +1.0% | +2.1% | +2.2% | +0.4% | +0.2% | +2.1% |
| 2023 | +2.2% | +2.8% | +0.6% | +1.7% | +1.4% | +0.4% | +2.1% | +2.7% | +2.2% | +2.2% | −0.9% | +0.4% |
| 2022 | +0.2% | +1.0% | −1.5% | 0.0% | +0.8% | −2.3% | +0.1% | +1.0% | −3.6% | +1.7% | +2.7% | +2.0% |
| 2021 | +0.3% | +0.9% | +1.3% | +0.2% | +0.1% | +1.1% | +0.9% | +1.1% | +1.7% | +1.4% | −0.8% | +1.8% |
| 2020 | — | — | — | — | +2.0% | +0.4% | +1.4% | −1.1% | −1.1% | +2.6% | +0.6% | +0.4% |
SRDBX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.63%
- 3-year Sharpe ratio: 0.39 (vs 4.5% risk-free rate)
- Best month: +2.72% (Aug 2023)
- Worst month: −6.00% (Apr 2025)
SRDBX Fund Flows
Monthly money in and out of Stone Ridge Diversified Alternatives Fund, from SEC Form N-PORT.
- 12-month net flow: $635.4M
- 12-month gross sales (incl. reinvestments): $1.3B
- Sales ÷ redemptions: 2.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $117.1M | $28.6M | $88.4M |
| Jun 2026 | $151.3M | $89.3M | $61.9M |
| May 2026 | $124.3M | $36.2M | $88.1M |
| Apr 2026 | $50.2M | $27.5M | $22.7M |
| Mar 2026 | $59.7M | $49.3M | $10.3M |
| Feb 2026 | $62.5M | $60.0M | $2.5M |
| Jan 2026 | $270.0M | $49.5M | $220.5M |
| Dec 2025 | $143.7M | $96.0M | $47.7M |
| Nov 2025 | $76.2M | $79.3M | −$3.1M |
| Oct 2025 | $48.8M | $38.9M | $9.8M |
| Sep 2025 | $52.2M | $35.4M | $16.9M |
| Aug 2025 | $99.1M | $29.5M | $69.6M |
SRDBX Assets Under Management
Net assets of Stone Ridge Diversified Alternatives Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.46B |
| 2026-04-30 | $2.18B |
| 2026-01-31 | $2.02B |
| 2025-10-31 | $1.93B |
| 2025-07-31 | $1.79B |
| 2025-04-30 | $1.66B |
| 2025-01-31 | $1.62B |
| 2024-10-31 | $1.42B |
| 2024-07-31 | $1.25B |
| 2024-04-30 | $1.18B |
| 2024-01-31 | $1.10B |
| 2023-10-31 | $1.04B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.