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FCFS vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FCFS vs. DBMF

Last updated Jun 4, 2026

FCFS (FirstCash, Inc.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, FCFS returned 23.45%/yr vs 8.46%/yr for DBMF. At a 0.10 correlation, their price movements are largely independent.

Performance

FCFS vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FirstCash, Inc. (FCFS) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCFS achieves a 38.75% return, which is significantly higher than DBMF's 12.42% return.

FCFS

1D
5.24%
1M
-0.40%
YTD
38.75%
6M
36.27%
1Y
75.73%
3Y*
31.59%
5Y*
23.45%
10Y*
18.83%

DBMF

1D
0.03%
1M
2.35%
YTD
12.42%
6M
14.20%
1Y
31.40%
3Y*
10.81%
5Y*
8.46%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCFS vs. DBMF - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FCFS
FirstCash, Inc.		38.75%55.68%-3.20%26.45%18.03%8.47%-11.74%-16.61%
DBMF
iMGP DBi Managed Futures Strategy ETF		12.42%13.85%7.24%-8.94%21.61%11.49%1.80%10.67%

Correlation

The correlation between FCFS and DBMF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.10

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

FirstCash, Inc.

iMGP DBi Managed Futures Strategy ETF

Often compared with FCFS:
FCFS vs. EZPWFCFS vs. OMFFCFS vs. TRVFCFS vs. GDOTFCFS vs. SPYFCFS vs. VOOFCFS vs. LLY
Often compared with DBMF:
DBMF vs. KMLMDBMF vs. CTADBMF vs. SPYDBMF vs. VOODBMF vs. AQMIXDBMF vs. WTMFDBMF vs. FMF

Return for Risk

FCFS vs. DBMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCFS
FCFS Risk / Return Rank: 9393
Overall Rank
FCFS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FCFS Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCFS Omega Ratio Rank: 9090
Omega Ratio Rank
FCFS Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCFS Martin Ratio Rank: 9797
Martin Ratio Rank
DBMF
DBMF Risk / Return Rank: 8383
Overall Rank
DBMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCFS vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstCash, Inc. (FCFS) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.

FCFSDBMFDifference
Sharpe ratioReturn per unit of total volatility
2.67
2.59

+0.07

Sortino ratioReturn per unit of downside risk
3.23
3.39

-0.16

Omega ratioGain probability vs. loss probability

1.45

1.55

-0.11

Calmar ratioReturn relative to maximum drawdown

5.97

5.17

+0.80

Martin ratioReturn relative to average drawdown

25.71

19.07

+6.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCFS vs. DBMF - Sharpe Ratio Comparison

The current FCFS Sharpe Ratio is 2.67, which is comparable to the DBMF Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FCFS and DBMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FCFSDBMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.59

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.68

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.77

-0.43

Drawdowns

FCFS vs. DBMF - Drawdown Comparison

The maximum FCFS drawdown since its inception was -90.26%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for FCFS and DBMF.

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Drawdown Indicators

FCFSDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-90.26%

-20.39%

-69.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-6.10%

-6.65%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

-15.60%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-35.70%

-20.39%

-15.31%

Max Drawdown (10Y)

Largest decline over 10 years

-50.16%

—

—

Current Drawdown

Current decline from peak

-5.31%

0.00%

-5.31%

Average Drawdown

Average peak-to-trough decline

-24.26%

-6.59%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.65%

+1.31%

Volatility

FCFS vs. DBMF - Volatility Comparison

FirstCash, Inc. (FCFS) has a higher volatility of 9.13% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.12%. This indicates that FCFS's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FCFSDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

2.12%

+7.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

9.76%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

28.56%

12.17%

+16.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.36%

12.52%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.53%

12.41%

+18.12%

Dividends

FCFS vs. DBMF - Dividend Comparison

FCFS's dividend yield for the trailing twelve months is around 0.76%, less than DBMF's 5.09% yield.

PositionTTM2025202420232022202120202019201820172016
DBMF
iMGP DBi Managed Futures Strategy ETF		5.09%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%
FCFS
FirstCash, Inc.		0.76%1.00%1.41%1.25%1.45%1.56%1.54%1.27%1.26%1.14%1.20%

Frequently Asked Questions

FCFS and DBMF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCFS has higher volatility (9.13%) compared to DBMF (2.12%). In terms of maximum drawdown, FCFS dropped -90.26% vs DBMF's -20.39%.

FCFS currently has the higher Sharpe Ratio (2.67 vs 2.59), 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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