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FFUT vs. ISMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFUT vs. ISMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Futures ETF (FFUT) and iShares Managed Futures Active ETF (ISMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFUT achieves a 9.23% return, which is significantly higher than ISMF's 6.76% return.


FFUT

1D
-0.52%
1M
-2.34%
YTD
9.23%
6M
9.36%
1Y
18.91%
3Y*
5Y*
10Y*

ISMF

1D
-0.14%
1M
-1.11%
YTD
6.76%
6M
6.76%
1Y
22.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFUT vs. ISMF - Yearly Performance Comparison


2026 (YTD)2025
FFUT
Fidelity Managed Futures ETF
9.23%8.58%
ISMF
iShares Managed Futures Active ETF
6.76%12.91%

Correlation

The correlation between FFUT and ISMF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

0.32

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Return for Risk

FFUT vs. ISMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFUT
FFUT Risk / Return Rank: 6464
Overall Rank
FFUT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 5151
Sortino Ratio Rank
FFUT Omega Ratio Rank: 5454
Omega Ratio Rank
FFUT Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFUT Martin Ratio Rank: 8080
Martin Ratio Rank

ISMF
ISMF Risk / Return Rank: 9090
Overall Rank
ISMF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9292
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISMF Martin Ratio Rank: 9090
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.

FFUT vs. ISMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and iShares Managed Futures Active ETF (ISMF). 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.


FFUTISMFDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.33

1.60

-0.28

Calmar ratioReturn relative to maximum drawdown

4.77

5.76

-1.00

Martin ratioReturn relative to average drawdown

15.04

19.42

-4.38

FFUT vs. ISMF - Sharpe Ratio Comparison

The current FFUT Sharpe Ratio is 1.69, which is lower than the ISMF Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of FFUT and ISMF, 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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Drawdowns

FFUT vs. ISMF - Drawdown Comparison

The maximum FFUT drawdown since its inception was -3.98%, smaller than the maximum ISMF drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for FFUT and ISMF.


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Drawdown Indicators


FFUTISMFDifference

Max Drawdown

Largest peak-to-trough decline

-3.98%

-4.23%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-3.94%

-0.04%

Current Drawdown

Current decline from peak

-3.98%

-1.49%

-2.49%

Average Drawdown

Average peak-to-trough decline

-0.94%

-1.28%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.17%

+0.09%

Volatility

FFUT vs. ISMF - Volatility Comparison

Fidelity Managed Futures ETF (FFUT) has a higher volatility of 2.92% compared to iShares Managed Futures Active ETF (ISMF) at 1.82%. This indicates that FFUT's price experiences larger fluctuations and is considered to be riskier than ISMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFUTISMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

1.82%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

6.38%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

7.98%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

7.73%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.03%

7.73%

+3.30%

FFUT vs. ISMF - Expense Ratio Comparison

Both FFUT and ISMF have an expense ratio of 0.80%.


Dividends

FFUT vs. ISMF - Dividend Comparison

FFUT's dividend yield for the trailing twelve months is around 1.91%, less than ISMF's 5.84% yield.


PositionTTM2025
FFUT
Fidelity Managed Futures ETF
1.91%2.09%
ISMF
iShares Managed Futures Active ETF
5.84%6.23%

Frequently Asked Questions


FFUT and ISMF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFUT has higher volatility (2.92%) compared to ISMF (1.82%). In terms of maximum drawdown, FFUT dropped -3.98% vs ISMF's -4.23%.

On 1-year performance, ISMF leads with 22.62% vs 18.91% for FFUT. Both ETFs have the same 0.80% expense ratio. On volatility, ISMF has been the lower-risk option at 1.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISMF has performed better with a 22.62% return vs 18.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FFUT and ISMF have the same expense ratio: 0.80% per year.

ISMF has the higher dividend yield at 5.84%, compared with 1.91% for FFUT.

They also come from different issuers: Fidelity and iShares.

ISMF currently has the higher Sharpe Ratio (2.85 vs 1.69), 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.

Portfolio Optimizer

Find the right allocation for FFUT and ISMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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