ARCIX vs. DBMF
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and iM DBi Managed Futures Strategy ETF (DBMF).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. 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: ARCIX or DBMF.
Correlation
The correlation between ARCIX and DBMF is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ARCIX vs. DBMF - Performance Comparison
Key characteristics
ARCIX:
0.26
DBMF:
-0.95
ARCIX:
0.37
DBMF:
-1.08
ARCIX:
1.05
DBMF:
0.86
ARCIX:
0.22
DBMF:
-0.52
ARCIX:
0.46
DBMF:
-0.90
ARCIX:
6.66%
DBMF:
9.57%
ARCIX:
14.73%
DBMF:
10.02%
ARCIX:
-54.25%
DBMF:
-20.39%
ARCIX:
-5.64%
DBMF:
-14.57%
Returns By Period
In the year-to-date period, ARCIX achieves a 3.56% return, which is significantly higher than DBMF's -2.99% return.
ARCIX
3.56%
5.61%
2.82%
3.74%
22.09%
7.84%
DBMF
-2.99%
2.40%
-4.05%
-9.50%
5.20%
N/A
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ARCIX vs. DBMF - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
ARCIX vs. DBMF — Risk-Adjusted Performance Rank
ARCIX
DBMF
ARCIX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) 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
ARCIX vs. DBMF - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 2.04%, less than DBMF's 6.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 2.04% | 2.11% | 7.56% | 9.52% | 18.23% | 0.00% | 5.19% | 0.67% | 0.01% | 4.82% |
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% |
Drawdowns
ARCIX vs. DBMF - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for ARCIX and DBMF. For additional features, visit the drawdowns tool.
Volatility
ARCIX vs. DBMF - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund (ARCIX) has a higher volatility of 3.79% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.83%. This indicates that ARCIX's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.