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GNT vs. DBMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GNT vs. DBMF

Last updated May 12, 2025

Compare and contrast key facts about GAMCO Natural Resources, Gold & Income Trust (GNT) and iM DBi Managed Futures Strategy ETF (DBMF).

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: GNT or DBMF.

Correlation

The correlation between GNT and DBMF is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GNT vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GAMCO Natural Resources, Gold & Income Trust (GNT) and iM DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GNT:

17.30%

DBMF:

10.73%

Max Drawdown

GNT:

-0.33%

DBMF:

-0.71%

Current Drawdown

GNT:

0.00%

DBMF:

-0.28%

Returns By Period

GNT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DBMF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GNT vs. DBMF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GNT
The Risk-Adjusted Performance Rank of GNT is 8787
Overall Rank
The Sharpe Ratio Rank of GNT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GNT is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GNT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GNT is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GNT is 9090
Martin Ratio Rank
DBMF
The Risk-Adjusted Performance Rank of DBMF is 22
Overall Rank
The Sharpe Ratio Rank of DBMF is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of DBMF is 11
Sortino Ratio Rank
The Omega Ratio Rank of DBMF is 11
Omega Ratio Rank
The Calmar Ratio Rank of DBMF is 22
Calmar Ratio Rank
The Martin Ratio Rank of DBMF is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GNT vs. DBMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GAMCO Natural Resources, Gold & Income Trust (GNT) 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.

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Dividends

GNT vs. DBMF - Dividend Comparison

GNT's dividend yield for the trailing twelve months is around 6.99%, more than DBMF's 6.03% yield.

TTM20242023202220212020201920182017201620152014
GNT
GAMCO Natural Resources, Gold & Income Trust		6.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF		6.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GNT vs. DBMF - Drawdown Comparison

The maximum GNT drawdown since its inception was -0.33%, smaller than the maximum DBMF drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for GNT and DBMF. For additional features, visit the drawdowns tool.

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Volatility

GNT vs. DBMF - Volatility Comparison

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