IBP vs. DBMF
IBP (Installed Building Products, Inc.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iMGP. Over the past 5 years, IBP returned 15.77%/yr vs 8.42%/yr for DBMF. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
IBP vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, IBP achieves a -11.05% return, which is significantly lower than DBMF's 10.15% return.
IBP
- 1D
- 2.47%
- 1M
- 0.08%
- 6M
- -19.58%
- YTD
- -11.05%
- 1Y
- 12.04%
- 3Y*
- 15.48%
- 5Y*
- 15.77%
- 10Y*
- 22.64%
- ALL TIME*
- 27.27%
DBMF
- 1D
- -0.94%
- 1M
- 0.99%
- 6M
- 6.32%
- YTD
- 10.15%
- 1Y
- 27.24%
- 3Y*
- 8.98%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 9.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.65M | $57.85M | $54.28M | |
| $86.18M | $87.53M | $109.10M |
IBP vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBP Installed Building Products, Inc. | -11.05% | 50.59% | -3.53% | 117.57% | -37.31% | 38.43% | 48.00% | 25.54% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.15% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between IBP and DBMF is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.03 |
The correlation between IBP and DBMF shifts across timeframes, from -0.05 (5 years) to 0.08 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBP vs. DBMF — Risk / Return Rank
IBP
DBMF
IBP vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) 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.
| IBP | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.44 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 4.49 | -4.20 |
| Martin ratioReturn relative to average drawdown | 0.61 | 15.18 | -14.57 |
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Drawdowns
IBP vs. DBMF - Drawdown Comparison
The maximum IBP drawdown since its inception was -61.75%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for IBP and DBMF.
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Drawdown Indicators
| IBP | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.75% | -20.39% | -41.36% |
Max Drawdown (1Y)Largest decline over 1 year | -42.70% | -6.10% | -36.60% |
Max Drawdown (3Y)Largest decline over 3 years | -42.70% | -15.60% | -27.10% |
Max Drawdown (5Y)Largest decline over 5 years | -48.38% | -20.39% | -27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -61.75% | — | — |
Current DrawdownCurrent decline from peak | -32.96% | -2.73% | -30.23% |
Average DrawdownAverage peak-to-trough decline | -17.09% | -6.47% | -10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.91% | 1.80% | +18.11% |
Volatility
IBP vs. DBMF - Volatility Comparison
Installed Building Products, Inc. (IBP) has a higher volatility of 10.95% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.43%. This indicates that IBP'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
| IBP | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.95% | 2.43% | +8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 46.01% | 9.25% | +36.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.49% | 12.72% | +41.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.11% | 12.45% | +33.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.03% | 12.36% | +36.67% |
Dividends
IBP vs. DBMF - Dividend Comparison
IBP's dividend yield for the trailing twelve months is around 1.45%, less than DBMF's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.16% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
IBP Installed Building Products, Inc. | 1.45% | 1.23% | 0.80% | 1.21% | 2.52% | 0.86% | 0.00% | 0.00% |
Frequently Asked Questions
IBP and DBMF have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBP has higher volatility (10.95%) compared to DBMF (2.43%). In terms of maximum drawdown, IBP dropped -61.75% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.16 vs 0.22), 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.
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