FTS.TO vs. DBMF
FTS.TO (Fortis 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, FTS.TO returned 11.27%/yr vs 11.17%/yr for DBMF. At a correlation of -0.03, they often move in opposite directions.
Performance
FTS.TO vs. DBMF - Performance Comparison
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Different Trading Currencies
FTS.TO is traded in CAD, while DBMF is traded in USD. To make them comparable, the DBMF values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTS.TO achieves a 13.43% return, which is significantly higher than DBMF's 12.50% return.
FTS.TO
- 1D
- 0.99%
- 1M
- 5.79%
- YTD
- 13.43%
- 6M
- 15.37%
- 1Y
- 25.87%
- 3Y*
- 16.29%
- 5Y*
- 11.27%
- 10Y*
- 10.80%
DBMF
- 1D
- 0.44%
- 1M
- 0.58%
- YTD
- 12.50%
- 6M
- 12.83%
- 1Y
- 30.45%
- 3Y*
- 11.28%
- 5Y*
- 11.17%
- 10Y*
- —
FTS.TO vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTS.TO Fortis Inc. | 13.43% | 23.93% | 14.24% | 4.76% | -7.87% | 21.81% | 0.04% | 11.24% |
DBMF iMGP DBi Managed Futures Strategy ETF | 12.50% | 8.65% | 16.32% | -11.10% | 29.31% | 11.44% | -0.61% | 7.16% |
Correlation
The correlation between FTS.TO and DBMF is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | -0.03 |
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Return for Risk
FTS.TO vs. DBMF — Risk / Return Rank
FTS.TO
DBMF
FTS.TO vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortis Inc. (FTS.TO) 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.
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.
| FTS.TO | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.44 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 5.17 | -0.84 |
| Martin ratioReturn relative to average drawdown | 10.47 | 18.92 | -8.45 |
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Drawdowns
FTS.TO vs. DBMF - Drawdown Comparison
The maximum FTS.TO drawdown since its inception was -28.27%, which is greater than DBMF's maximum drawdown of -21.87%. Use the drawdown chart below to compare losses from any high point for FTS.TO and DBMF.
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Drawdown Indicators
| FTS.TO | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.27% | -21.87% | -6.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.87% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -13.28% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.01% | -21.87% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -28.27% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.00% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.44% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.60% | +0.91% |
Volatility
FTS.TO vs. DBMF - Volatility Comparison
Fortis Inc. (FTS.TO) has a higher volatility of 4.96% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.95%. This indicates that FTS.TO'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
| FTS.TO | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 2.95% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 10.89% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 13.21% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 14.04% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 14.05% | +2.81% |
Dividends
FTS.TO vs. DBMF - Dividend Comparison
FTS.TO's dividend yield for the trailing twelve months is around 3.18%, less than DBMF's 5.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
FTS.TO Fortis Inc. | 3.18% | 3.48% | 3.99% | 4.19% | 4.01% | 3.36% | 3.73% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% |
Frequently Asked Questions
FTS.TO and DBMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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