FMFFX vs. DBMF
Compare and contrast key facts about FS Managed Futures Fund (FMFFX) and iM DBi Managed Futures Strategy ETF (DBMF).
FMFFX is managed by FS Investments. It was launched on Dec 30, 2018. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMFFX or DBMF.
Correlation
The correlation between FMFFX and DBMF is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FMFFX vs. DBMF - Performance Comparison
Key characteristics
Returns By Period
FMFFX
N/A
N/A
N/A
N/A
N/A
N/A
DBMF
1.49%
0.38%
-1.12%
4.23%
5.29%
N/A
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FMFFX vs. DBMF - Expense Ratio Comparison
FMFFX has a 0.51% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
FMFFX vs. DBMF — Risk-Adjusted Performance Rank
FMFFX
DBMF
FMFFX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Managed Futures Fund (FMFFX) and iM 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.
Dividends
FMFFX vs. DBMF - Dividend Comparison
FMFFX has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.66%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
FMFFX FS Managed Futures Fund | 3.45% | 3.45% | 0.00% | 8.17% | 0.73% | 6.34% | 0.35% |
DBMF iM DBi Managed Futures Strategy ETF | 5.66% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Drawdowns
FMFFX vs. DBMF - Drawdown Comparison
Volatility
FMFFX vs. DBMF - Volatility Comparison
The current volatility for FS Managed Futures Fund (FMFFX) is 0.00%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.72%. This indicates that FMFFX experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.