DBMF vs. VIRT
DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners, while VIRT (Virtu Financial, Inc.) is a stock. Over the past 5 years, DBMF returned 8.70%/yr vs 23.17%/yr for VIRT. Their -0.01 correlation means they have often moved in opposite directions in the past.
Performance
DBMF vs. VIRT - Performance Comparison
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Returns By Period
In the year-to-date period, DBMF achieves a 12.95% return, which is significantly lower than VIRT's 81.20% 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%
VIRT
- 1D
- 0.12%
- 1M
- -2.15%
- 6M
- 62.47%
- YTD
- 81.20%
- 1Y
- 38.30%
- 3Y*
- 52.81%
- 5Y*
- 23.17%
- 10Y*
- 18.05%
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.88M | $50.74M | $48.74M | |
| $75.83M | $74.91M | $74.80M |
DBMF vs. VIRT - 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% |
VIRT Virtu Financial, Inc. | 81.20% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -31.07% |
Correlation
The correlation between DBMF and VIRT is 0.05, 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. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | -0.01 |
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Return for Risk
DBMF vs. VIRT — Risk / Return Rank
DBMF
VIRT
DBMF vs. VIRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and Virtu Financial, Inc. (VIRT). 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 | VIRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.22 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 1.46 | +3.13 |
| Martin ratioReturn relative to average drawdown | 15.59 | 2.68 | +12.91 |
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Drawdowns
DBMF vs. VIRT - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum VIRT drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for DBMF and VIRT.
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Drawdown Indicators
| DBMF | VIRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -56.17% | +35.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -27.30% | +21.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -27.83% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -54.52% | +34.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.17% | — |
Current DrawdownCurrent decline from peak | -0.25% | -10.60% | +10.35% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -25.46% | +18.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 14.83% | -13.04% |
Volatility
DBMF vs. VIRT - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.42%, while Virtu Financial, Inc. (VIRT) has a volatility of 14.15%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than VIRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMF | VIRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 14.15% | -11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 27.24% | -17.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 32.11% | -19.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.43% | 32.78% | -20.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 36.06% | -23.69% |
Dividends
DBMF vs. VIRT - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.03%, more than VIRT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.03% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
VIRT Virtu Financial, Inc. | 1.61% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Frequently Asked Questions
DBMF and VIRT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (14.15%) compared to DBMF (2.42%). In terms of maximum drawdown, DBMF dropped -20.39% vs VIRT's -56.17%.
DBMF currently has the higher Sharpe Ratio (2.21 vs 1.24), 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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