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BLNDX vs. DBMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

BLNDX vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Institutional (BLNDX) and iM DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-3.42%
-3.67%
BLNDX
DBMF

Key characteristics

Sharpe Ratio

BLNDX:

0.21

DBMF:

0.08

Sortino Ratio

BLNDX:

0.35

DBMF:

0.18

Omega Ratio

BLNDX:

1.05

DBMF:

1.02

Calmar Ratio

BLNDX:

0.24

DBMF:

0.07

Martin Ratio

BLNDX:

0.67

DBMF:

0.12

Ulcer Index

BLNDX:

3.49%

DBMF:

7.40%

Daily Std Dev

BLNDX:

11.01%

DBMF:

11.07%

Max Drawdown

BLNDX:

-9.84%

DBMF:

-20.39%

Current Drawdown

BLNDX:

-6.50%

DBMF:

-12.65%

Returns By Period

In the year-to-date period, BLNDX achieves a -1.33% return, which is significantly lower than DBMF's -0.80% return.


BLNDX

YTD

-1.33%

1M

-4.08%

6M

-3.97%

1Y

1.93%

5Y*

11.19%

10Y*

N/A

DBMF

YTD

-0.80%

1M

-1.63%

6M

-3.11%

1Y

0.71%

5Y*

6.14%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for BLNDX: current value at 1.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.27%
Expense ratio chart for DBMF: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BLNDX vs. DBMF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLNDX
The Risk-Adjusted Performance Rank of BLNDX is 1515
Overall Rank
The Sharpe Ratio Rank of BLNDX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BLNDX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BLNDX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of BLNDX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of BLNDX is 1515
Martin Ratio Rank

DBMF
The Risk-Adjusted Performance Rank of DBMF is 99
Overall Rank
The Sharpe Ratio Rank of DBMF is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DBMF is 88
Sortino Ratio Rank
The Omega Ratio Rank of DBMF is 99
Omega Ratio Rank
The Calmar Ratio Rank of DBMF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of DBMF is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BLNDX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.210.08
The chart of Sortino ratio for BLNDX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.000.350.18
The chart of Omega ratio for BLNDX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.02
The chart of Calmar ratio for BLNDX, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.240.07
The chart of Martin ratio for BLNDX, currently valued at 0.67, compared to the broader market0.0020.0040.0060.0080.000.670.12
BLNDX
DBMF

The current BLNDX Sharpe Ratio is 0.21, which is higher than the DBMF Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BLNDX and DBMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.21
0.08
BLNDX
DBMF

Dividends

BLNDX vs. DBMF - Dividend Comparison

BLNDX's dividend yield for the trailing twelve months is around 5.81%, which matches DBMF's 5.79% yield.


TTM202420232022202120202019
BLNDX
Standpoint Multi-Asset Fund Institutional
5.81%5.74%0.88%0.53%4.70%1.21%0.00%
DBMF
iM DBi Managed Futures Strategy ETF
5.79%5.75%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%SeptemberOctoberNovemberDecember2025February
-6.50%
-12.65%
BLNDX
DBMF

Volatility

BLNDX vs. DBMF - Volatility Comparison

Standpoint Multi-Asset Fund Institutional (BLNDX) has a higher volatility of 3.66% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.98%. 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.66%
2.98%
BLNDX
DBMF