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FFUT vs. RSSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFUT vs. RSSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Futures ETF (FFUT) and Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

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FFUT vs. RSSB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FFUT achieves a 7.30% return, which is significantly higher than RSSB's -2.26% return.


FFUT

1D
-0.11%
1M
1.91%
YTD
7.30%
6M
11.63%
1Y
3Y*
5Y*
10Y*

RSSB

1D
1.01%
1M
-6.51%
YTD
-2.26%
6M
0.11%
1Y
20.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFUT vs. RSSB - Expense Ratio Comparison

FFUT has a 0.80% expense ratio, which is higher than RSSB's 0.41% expense ratio.


Return for Risk

FFUT vs. RSSB — Risk / Return Rank

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

FFUT

RSSB
RSSB Risk / Return Rank: 6262
Overall Rank
RSSB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 6262
Sortino Ratio Rank
RSSB Omega Ratio Rank: 5858
Omega Ratio Rank
RSSB Calmar Ratio Rank: 6464
Calmar Ratio Rank
RSSB Martin Ratio Rank: 6565
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. RSSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and Return Stacked Global Stocks & Bonds ETF (RSSB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFUT vs. RSSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFUTRSSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

1.04

+0.79

Correlation

The correlation between FFUT and RSSB is 0.10, 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

FFUT vs. RSSB - Dividend Comparison

FFUT's dividend yield for the trailing twelve months is around 1.95%, less than RSSB's 3.56% yield.


TTM202520242023
FFUT
Fidelity Managed Futures ETF
1.95%2.09%0.00%0.00%
RSSB
Return Stacked Global Stocks & Bonds ETF
3.56%3.48%1.10%0.61%

Drawdowns

FFUT vs. RSSB - Drawdown Comparison

The maximum FFUT drawdown since its inception was -2.84%, smaller than the maximum RSSB drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for FFUT and RSSB.


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Drawdown Indicators


FFUTRSSBDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-16.21%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

Current Drawdown

Current decline from peak

-1.70%

-7.89%

+6.19%

Average Drawdown

Average peak-to-trough decline

-0.89%

-2.31%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

FFUT vs. RSSB - Volatility Comparison


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Volatility by Period


FFUTRSSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

19.17%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

16.57%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

16.57%

-5.58%