DBMF vs. BJ
DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners, while BJ (BJ's Wholesale Club Holdings, Inc.) is a stock. Over the past 5 years, DBMF returned 8.70%/yr vs 12.93%/yr for BJ. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
DBMF vs. BJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBMF achieves a 12.95% return, which is significantly higher than BJ's 3.23% return.
DBMF
- 1D
- -0.25%
- 1M
- 3.44%
- 6M
- 7.95%
- YTD
- 12.95%
- 1Y
- 27.97%
- 3Y*
- 10.07%
- 5Y*
- 8.70%
- 10Y*
- —
- ALL TIME*
- 9.43%
BJ
- 1D
- 1.81%
- 1M
- 7.68%
- 6M
- -4.63%
- YTD
- 3.23%
- 1Y
- -10.81%
- 3Y*
- 12.53%
- 5Y*
- 12.93%
- 10Y*
- —
- ALL TIME*
- 20.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.84M | $164.52M | $193.09M | |
| $48.88M | $50.74M | $48.74M |
DBMF vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 12.95% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
BJ BJ's Wholesale Club Holdings, Inc. | 3.23% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | -13.04% |
Correlation
The correlation between DBMF and BJ is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBMF vs. BJ — Risk / Return Rank
DBMF
BJ
DBMF vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBMF | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.56 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.97 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | -0.43 | +5.02 |
| Martin ratioReturn relative to average drawdown | 15.59 | -0.69 | +16.29 |
Loading charts...
Drawdowns
DBMF vs. BJ - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum BJ drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for DBMF and BJ.
Loading charts...
Drawdown Indicators
| DBMF | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -38.76% | +18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -23.79% | +17.69% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -30.12% | +14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -30.12% | +9.73% |
Current DrawdownCurrent decline from peak | -0.25% | -22.51% | +22.26% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -12.67% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 14.84% | -13.05% |
Volatility
DBMF vs. BJ - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.42%, while BJ's Wholesale Club Holdings, Inc. (BJ) has a volatility of 7.97%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBMF | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 7.97% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 22.54% | -12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 29.99% | -17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.43% | 32.42% | -19.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 37.04% | -24.67% |
Dividends
DBMF vs. BJ - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.03%, while BJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.03% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Frequently Asked Questions
DBMF and BJ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (7.97%) compared to DBMF (2.42%). In terms of maximum drawdown, DBMF dropped -20.39% vs BJ's -38.76%.
DBMF currently has the higher Sharpe Ratio (2.21 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DBMF and BJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer