DBMF vs. VTI
Compare and contrast key facts about iM DBi Managed Futures Strategy ETF (DBMF) and Vanguard Total Stock Market ETF (VTI).
DBMF and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBMF or VTI.
Key characteristics
| DBMF | VTI | |
|---|---|---|
| YTD Return | 13.48% | 5.99% |
| 1Y Return | 13.43% | 25.64% |
| 3Y Return (Ann) | 8.32% | 6.43% |
| Sharpe Ratio | 1.31 | 2.07 |
| Daily Std Dev | 9.90% | 12.02% |
| Max Drawdown | -20.39% | -55.45% |
| Current Drawdown | -6.82% | -3.59% |
Correlation
The correlation between DBMF and VTI 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. VTI - Performance Comparison
In the year-to-date period, DBMF achieves a 13.48% return, which is significantly higher than VTI's 5.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DBMF vs. VTI - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
DBMF vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iM DBi Managed Futures Strategy ETF (DBMF) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 3.12%, more than VTI's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iM DBi Managed Futures Strategy ETF | 3.12% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.41% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DBMF vs. VTI - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DBMF and VTI. For additional features, visit the drawdowns tool.
Volatility
DBMF vs. VTI - Volatility Comparison
iM DBi Managed Futures Strategy ETF (DBMF) has a higher volatility of 5.37% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that DBMF's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.