PortfoliosLab logo
CPIEX vs. DBMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPIEX 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.


-0.50.00.51.0
Correlation: 0.2

Performance

CPIEX vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Equity Fund (CPIEX) and iM DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
76.25%
45.40%
CPIEX
DBMF

Key characteristics

Sharpe Ratio

CPIEX:

1.74

DBMF:

-0.87

Sortino Ratio

CPIEX:

2.30

DBMF:

-1.10

Omega Ratio

CPIEX:

1.31

DBMF:

0.86

Calmar Ratio

CPIEX:

2.93

DBMF:

-0.55

Martin Ratio

CPIEX:

7.76

DBMF:

-0.99

Ulcer Index

CPIEX:

2.94%

DBMF:

9.29%

Daily Std Dev

CPIEX:

13.17%

DBMF:

10.32%

Max Drawdown

CPIEX:

-50.21%

DBMF:

-20.39%

Current Drawdown

CPIEX:

-2.32%

DBMF:

-14.17%

Returns By Period

In the year-to-date period, CPIEX achieves a 4.98% return, which is significantly higher than DBMF's -2.53% return.


CPIEX

YTD

4.98%

1M

1.09%

6M

6.41%

1Y

22.46%

5Y*

16.09%

10Y*

N/A

DBMF

YTD

-2.53%

1M

-0.04%

6M

-3.63%

1Y

-11.36%

5Y*

4.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CPIEX vs. DBMF - Expense Ratio Comparison

CPIEX has a 1.75% expense ratio, which is higher than DBMF's 0.85% expense ratio.


Expense ratio chart for CPIEX: current value is 1.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CPIEX: 1.75%
Expense ratio chart for DBMF: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBMF: 0.85%

Risk-Adjusted Performance

CPIEX vs. DBMF — Risk-Adjusted Performance Rank

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

CPIEX
The Risk-Adjusted Performance Rank of CPIEX is 9090
Overall Rank
The Sharpe Ratio Rank of CPIEX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CPIEX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CPIEX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of CPIEX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CPIEX is 9191
Martin Ratio Rank

DBMF
The Risk-Adjusted Performance Rank of DBMF is 22
Overall Rank
The Sharpe Ratio Rank of DBMF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of DBMF is 11
Sortino Ratio Rank
The Omega Ratio Rank of DBMF is 11
Omega Ratio Rank
The Calmar Ratio Rank of DBMF is 11
Calmar Ratio Rank
The Martin Ratio Rank of DBMF is 66
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.

CPIEX vs. DBMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) 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 CPIEX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.00
CPIEX: 1.74
DBMF: -0.87
The chart of Sortino ratio for CPIEX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.00
CPIEX: 2.30
DBMF: -1.10
The chart of Omega ratio for CPIEX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.00
CPIEX: 1.31
DBMF: 0.86
The chart of Calmar ratio for CPIEX, currently valued at 2.93, compared to the broader market0.002.004.006.008.0010.00
CPIEX: 2.93
DBMF: -0.55
The chart of Martin ratio for CPIEX, currently valued at 7.76, compared to the broader market0.0010.0020.0030.0040.0050.00
CPIEX: 7.76
DBMF: -0.99

The current CPIEX Sharpe Ratio is 1.74, which is higher than the DBMF Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CPIEX 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.74
-0.87
CPIEX
DBMF

Dividends

CPIEX vs. DBMF - Dividend Comparison

CPIEX's dividend yield for the trailing twelve months is around 0.07%, less than DBMF's 6.02% yield.


TTM202420232022202120202019
CPIEX
Counterpoint Tactical Equity Fund
0.07%0.08%2.44%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF
6.02%5.75%2.91%7.72%10.38%0.86%9.35%

Drawdowns

CPIEX vs. DBMF - Drawdown Comparison

The maximum CPIEX drawdown since its inception was -50.21%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for CPIEX and DBMF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.32%
-14.17%
CPIEX
DBMF

Volatility

CPIEX vs. DBMF - Volatility Comparison

The current volatility for Counterpoint Tactical Equity Fund (CPIEX) is 2.15%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 3.03%. This indicates that CPIEX experiences smaller price fluctuations and is considered to be less risky 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%6.00%NovemberDecember2025FebruaryMarchApril
2.15%
3.03%
CPIEX
DBMF