DBMF vs. VOO
Compare and contrast key facts about iM DBi Managed Futures Strategy ETF (DBMF) and Vanguard S&P 500 ETF (VOO).
DBMF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DBMF vs. VOO - Performance Comparison
Loading graphics...
DBMF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iM DBi Managed Futures Strategy ETF | 7.87% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.67% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 13.67% |
Returns By Period
In the year-to-date period, DBMF achieves a 7.87% return, which is significantly higher than VOO's -4.42% return.
DBMF
- 1D
- -0.20%
- 1M
- -3.82%
- YTD
- 7.87%
- 6M
- 15.44%
- 1Y
- 26.29%
- 3Y*
- 9.90%
- 5Y*
- 8.63%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBMF vs. VOO - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DBMF vs. VOO — Risk / Return Rank
DBMF
VOO
DBMF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iM DBi Managed Futures Strategy ETF (DBMF) and Vanguard S&P 500 ETF (VOO). 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.
| DBMF | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.98 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.98 | 1.50 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.23 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 4.25 | 1.53 | +2.72 |
Martin ratioReturn relative to average drawdown | 18.51 | 7.29 | +11.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBMF | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.98 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.83 | -0.09 |
Correlation
The correlation between DBMF and VOO is 0.18, 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.
Dividends
DBMF vs. VOO - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.30%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iM DBi Managed Futures Strategy ETF | 5.30% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DBMF vs. VOO - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBMF and VOO.
Loading graphics...
Drawdown Indicators
| DBMF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -33.99% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -11.98% | +5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -24.52% | +4.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -3.82% | -6.29% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -3.72% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.52% | -1.12% |
Volatility
DBMF vs. VOO - Volatility Comparison
iM DBi Managed Futures Strategy ETF (DBMF) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.24% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DBMF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.29% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 9.44% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 18.10% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 16.82% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 17.99% | -5.51% |