DBMF vs. V
DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners, while V (Visa Inc.) is a stock. Over the past 5 years, DBMF returned 8.01%/yr vs 7.33%/yr for V. At a 0.12 correlation, their price movements are largely independent.
Performance
DBMF vs. V - Performance Comparison
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Returns By Period
In the year-to-date period, DBMF achieves a 10.27% return, which is significantly higher than V's -7.69% return.
DBMF
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
V
- 1D
- 1.05%
- 1M
- -0.04%
- YTD
- -7.69%
- 6M
- -6.93%
- 1Y
- -7.91%
- 3Y*
- 13.87%
- 5Y*
- 7.33%
- 10Y*
- 15.98%
DBMF vs. V - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
V Visa Inc. | -7.69% | 11.76% | 22.32% | 26.31% | -3.40% | -0.31% | 17.12% | 17.83% |
Correlation
The correlation between DBMF and V is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.12 |
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Return for Risk
DBMF vs. V — Risk / Return Rank
DBMF
V
DBMF vs. V - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and Visa Inc. (V). 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 | V | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.79 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.92 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | -0.73 | +5.23 |
| Martin ratioReturn relative to average drawdown | 16.30 | -1.57 | +17.87 |
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Drawdowns
DBMF vs. V - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for DBMF and V.
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Drawdown Indicators
| DBMF | V | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -51.90% | +31.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -17.18% | +11.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -20.38% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -28.60% | +8.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | -1.91% | -12.96% | +11.05% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -8.26% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 10.73% | -9.05% |
Volatility
DBMF vs. V - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while Visa Inc. (V) has a volatility of 5.57%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMF | V | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 5.57% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 17.57% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 22.35% | -10.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 22.82% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 24.45% | -12.04% |
Dividends
DBMF vs. V - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.19%, more than V's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.81% | 0.70% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% |
Frequently Asked Questions
DBMF and V have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
V has higher volatility (5.57%) compared to DBMF (2.71%). In terms of maximum drawdown, DBMF dropped -20.39% vs V's -51.90%.
DBMF currently has the higher Sharpe Ratio (2.22 vs -0.56), 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.
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