AQMIX vs. DBMF
Compare and contrast key facts about AQR Managed Futures Strategy Fund (AQMIX) and iM DBi Managed Futures Strategy ETF (DBMF).
AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQMIX or DBMF.
Correlation
The correlation between AQMIX and DBMF is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
AQMIX vs. DBMF - Performance Comparison
Key characteristics
AQMIX:
-0.07
DBMF:
-0.95
AQMIX:
0.11
DBMF:
-1.08
AQMIX:
1.01
DBMF:
0.86
AQMIX:
0.03
DBMF:
-0.52
AQMIX:
0.06
DBMF:
-0.90
AQMIX:
5.73%
DBMF:
9.57%
AQMIX:
10.65%
DBMF:
10.02%
AQMIX:
-27.99%
DBMF:
-20.39%
AQMIX:
-3.60%
DBMF:
-14.57%
Returns By Period
In the year-to-date period, AQMIX achieves a 1.76% return, which is significantly higher than DBMF's -2.99% return.
AQMIX
1.76%
1.16%
5.66%
-0.74%
7.65%
1.97%
DBMF
-2.99%
2.40%
-4.05%
-9.50%
5.20%
N/A
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AQMIX vs. DBMF - Expense Ratio Comparison
AQMIX has a 1.25% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
AQMIX vs. DBMF — Risk-Adjusted Performance Rank
AQMIX
DBMF
AQMIX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and iM DBi Managed Futures Strategy ETF (DBMF). 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.
Dividends
AQMIX vs. DBMF - Dividend Comparison
AQMIX's dividend yield for the trailing twelve months is around 3.76%, less than DBMF's 6.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQMIX AQR Managed Futures Strategy Fund | 3.76% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% |
DBMF iM DBi Managed Futures Strategy ETF | 6.05% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AQMIX vs. DBMF - Drawdown Comparison
The maximum AQMIX drawdown since its inception was -27.99%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for AQMIX and DBMF. For additional features, visit the drawdowns tool.
Volatility
AQMIX vs. DBMF - Volatility Comparison
AQR Managed Futures Strategy Fund (AQMIX) and iM DBi Managed Futures Strategy ETF (DBMF) have volatilities of 2.79% and 2.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.