PortfoliosLab logoPortfoliosLab logo

First Trust Managed Futures Strategy Fund (FMF) belongs to the Hedge Fund category. Below you'll find alternative ETFs from the same category, ranked by key criteria, plus funds that investors commonly compare with FMF. Use the tables to find lower-cost options, better risk-adjusted returns, or a closer substitute for your current allocation.

Cheapest Alternatives to FMF

FMF charges 0.95% annually. There are 15 ETFs in the Hedge Fund category with lower expense ratios, going as low as 0.50%.


Best Risk-Adjusted Alternatives to FMF

FMF has a PortfoliosLab risk / return rank of 66. There are 3 ETFs in the Hedge Fund category with higher risk-adjusted ranks, going as high as 95.


Top Performing FMF Alternatives (YTD)

FMF is at 7.98% YTD. There are 5 ETFs in the Hedge Fund category with higher YTD returns, going as high as 13.25%.


Lowest Volatility Alternatives to FMF

FMF has 9.83% 1-year volatility. There are 4 ETFs in the Hedge Fund category with lower 1-year volatility, going as low as 3.40%.


Lowest Drawdown Alternatives to FMF

FMF has a 1-year max drawdown of -4.51%. There are 4 ETFs in the Hedge Fund category with shallower 1-year drawdowns, going as shallow as -1.29%.


Other ETFs from First Trust

The 10 most viewed First Trust ETFs shown here include CIBR, GRID, AIRR and span 14 categories. AUM among these funds goes as high as $14B.


Often Compared With FMF

Investors most often compare FMF with DBMF, KMLM, FTLS. These 20 comparison targets span 15 categories, based on PortfoliosLab usage data.


SymbolNameCategoryRisk / Return RankYTD ReturnAUMInception
iMGP DBi Managed Futures Strategy ETFSystematic Trend
87
11.44%
1.89BMay 2019FMF vs DBMF
KFA Mount Lucas Index Strategy ETFSystematic Trend
34
10.56%
318.74MDec 2020FMF vs KMLM
First Trust Long/Short Equity ETFLong-Short
73
5.50%
2.45BSep 2014FMF vs FTLS
Pacific Global Senior Loan ETFHigh Yield Bonds
87
2.10%
637.48MFeb 2015FMF vs FLRT
Simplify Managed Futures Strategy ETFSystematic Trend
9
0.33%
1.51BMar 2022FMF vs CTA
Invesco QQQ ETFNasdaq-100
58
16.13%
481.14BMar 1999FMF vs QQQ
SPDR Gold SharesGold, Precious Metals
22
-7.36%
132.10BNov 2004FMF vs GLD
JHancock Diversified Macro FundMacro Trading
17
9.74%
Jul 2019FMF vs JDJIX
State Street SPDR S&P 500 ETFS&P 500
66
10.45%
783.21BJan 1993FMF vs SPY
AQR Managed Futures Strategy HV FundSystematic Trend
85
12.18%
Jul 2013FMF vs QMHIX
Global X Russell 2000 Covered Call ETFDerivative Income, Small Cap Blend Equities
79
11.10%
1.36BApr 2019FMF vs RYLD
Agility Shares Managed Risk ETFHedge Fund
52
5.31%
320.77MJun 2020FMF vs MRSK
Strategy Shares Newfound/ReSolve Robust Momentum E...Momentum, Hedge Fund
36
6.03%
25.56MNov 2019FMF vs ROMO
Xtrackers MSCI EAFE Hedged Equity ETFForeign Large Cap Equities
79
13.12%
9.05BJun 2011FMF vs DBEF
NEOS Nasdaq-100 Hedged Equity Income ETFNasdaq-100, Hedge Fund
52
6.16%
388.10MDec 2019FMF vs QQQH
Alpha Architect Value Momentum Trend ETFMomentum, Global Equities
65
12.86%
22.05MMay 2017FMF vs VMOT
iShares Core S&P 500 ETFS&P 500
66
10.46%
894.38BMay 2000FMF vs IVV
Return Stacked Bonds & Managed Futures ETFNontraditional Bonds
55
6.36%
97.11MFeb 2023FMF vs RSBT
Gadsden Dynamic Multi-Asset ETFHedge Fund
56
7.92%
160.49MNov 2018FMF vs GDMA
Cambria Global Momentum ETFMomentum, Hedge Fund
55
7.75%
68.55MNov 2014FMF vs GMOM

Compare FMF with Any Fund or Stock

Compare FMF with any ETF, mutual fund, or stock using PortfoliosLab's comparison tool.


 

Diversifiers

Pair FMF with funds that move differently

First Trust Managed Futures Strategy Fund alternatives help with substitution. Diversifiers are the next step when you want funds with lower historical correlation to FMF.

Explore FMF Diversifiers