DBMF vs. ASFYX
Compare and contrast key facts about iM DBi Managed Futures Strategy ETF (DBMF) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019. ASFYX is managed by Blackrock. It was launched on Jul 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBMF or ASFYX.
Correlation
The correlation between DBMF and ASFYX is 0.12, 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
DBMF vs. ASFYX - Performance Comparison
Key characteristics
DBMF:
-0.82
ASFYX:
-1.93
DBMF:
-1.03
ASFYX:
-2.49
DBMF:
0.87
ASFYX:
0.67
DBMF:
-0.52
ASFYX:
-0.76
DBMF:
-0.93
ASFYX:
-1.92
DBMF:
9.26%
ASFYX:
13.75%
DBMF:
10.58%
ASFYX:
13.69%
DBMF:
-20.39%
ASFYX:
-34.81%
DBMF:
-13.73%
ASFYX:
-34.45%
Returns By Period
In the year-to-date period, DBMF achieves a -2.03% return, which is significantly higher than ASFYX's -16.36% return.
DBMF
-2.03%
0.08%
-2.78%
-10.90%
5.05%
N/A
ASFYX
-16.36%
-12.11%
-15.63%
-27.79%
1.30%
-0.02%
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DBMF vs. ASFYX - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Risk-Adjusted Performance
DBMF vs. ASFYX — Risk-Adjusted Performance Rank
DBMF
ASFYX
DBMF vs. ASFYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iM DBi Managed Futures Strategy ETF (DBMF) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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
DBMF vs. ASFYX - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.99%, more than ASFYX's 1.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iM DBi Managed Futures Strategy ETF | 5.99% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.75% | 1.47% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
Drawdowns
DBMF vs. ASFYX - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum ASFYX drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for DBMF and ASFYX. For additional features, visit the drawdowns tool.
Volatility
DBMF vs. ASFYX - Volatility Comparison
The current volatility for iM DBi Managed Futures Strategy ETF (DBMF) is 3.00%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 6.72%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.