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IMST vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMST vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Funds Trust (IMST) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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IMST vs. LQTI - Yearly Performance Comparison


2026 (YTD)2025
IMST
Bitwise Funds Trust
-6.63%-44.26%
LQTI
FT Vest Investment Grade & Target Income ETF
-0.52%4.79%

Returns By Period

In the year-to-date period, IMST achieves a -6.63% return, which is significantly lower than LQTI's -0.52% return.


IMST

1D
2.70%
1M
-2.43%
YTD
-6.63%
6M
-52.50%
1Y
3Y*
5Y*
10Y*

LQTI

1D
0.51%
1M
-1.92%
YTD
-0.52%
6M
0.25%
1Y
4.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMST vs. LQTI - Expense Ratio Comparison

IMST has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

IMST vs. LQTI — Risk / Return Rank

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

IMST

LQTI
LQTI Risk / Return Rank: 4040
Overall Rank
LQTI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3434
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3232
Omega Ratio Rank
LQTI Calmar Ratio Rank: 5353
Calmar Ratio Rank
LQTI Martin Ratio Rank: 4444
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.

IMST vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Funds Trust (IMST) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.

IMST vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IMSTLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

0.89

-1.68

Correlation

The correlation between IMST and LQTI is 0.13, 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

IMST vs. LQTI - Dividend Comparison

IMST's dividend yield for the trailing twelve months is around 256.65%, more than LQTI's 9.45% yield.


Drawdowns

IMST vs. LQTI - Drawdown Comparison

The maximum IMST drawdown since its inception was -69.86%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for IMST and LQTI.


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Drawdown Indicators


IMSTLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-69.86%

-3.41%

-66.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-63.47%

-2.11%

-61.36%

Average Drawdown

Average peak-to-trough decline

-31.01%

-0.78%

-30.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

IMST vs. LQTI - Volatility Comparison


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Volatility by Period


IMSTLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

61.92%

6.23%

+55.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.92%

6.12%

+55.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.92%

6.12%

+55.80%