BLNDX vs. DBMF
Compare and contrast key facts about Standpoint Multi-Asset Fund Institutional (BLNDX) and iM DBi Managed Futures Strategy ETF (DBMF).
BLNDX is managed by Ultimus Fund. It was launched on Dec 30, 2019. 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: BLNDX or DBMF.
Performance
BLNDX vs. DBMF - Performance Comparison
Returns By Period
In the year-to-date period, BLNDX achieves a 14.36% return, which is significantly higher than DBMF's 8.23% return.
BLNDX
14.36%
1.59%
-0.26%
15.18%
N/A
N/A
DBMF
8.23%
0.33%
-6.59%
3.79%
6.49%
N/A
Key characteristics
| BLNDX | DBMF | |
|---|---|---|
| Sharpe Ratio | 1.27 | 0.34 |
| Sortino Ratio | 1.76 | 0.53 |
| Omega Ratio | 1.23 | 1.07 |
| Calmar Ratio | 1.54 | 0.21 |
| Martin Ratio | 5.05 | 0.68 |
| Ulcer Index | 3.00% | 5.61% |
| Daily Std Dev | 11.99% | 11.05% |
| Max Drawdown | -9.84% | -20.39% |
| Current Drawdown | -4.20% | -11.13% |
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BLNDX vs. DBMF - Expense Ratio Comparison
BLNDX has a 1.27% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Correlation
The correlation between BLNDX and DBMF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BLNDX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Institutional (BLNDX) 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
BLNDX vs. DBMF - Dividend Comparison
BLNDX's dividend yield for the trailing twelve months is around 0.77%, less than DBMF's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% |
DBMF iM DBi Managed Futures Strategy ETF | 5.18% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Drawdowns
BLNDX vs. DBMF - Drawdown Comparison
The maximum BLNDX drawdown since its inception was -9.84%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for BLNDX and DBMF. For additional features, visit the drawdowns tool.
Volatility
BLNDX vs. DBMF - Volatility Comparison
Standpoint Multi-Asset Fund Institutional (BLNDX) has a higher volatility of 3.26% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.02%. This indicates that BLNDX'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.