LRN vs. DBMF
LRN (Stride, 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, LRN returned 22.60%/yr vs 8.53%/yr for DBMF. At a 0.10 correlation, their price movements are largely independent.
Performance
LRN vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, LRN achieves a 34.95% return, which is significantly higher than DBMF's 11.04% return.
LRN
- 1D
- 5.07%
- 1M
- 5.11%
- 6M
- 25.55%
- YTD
- 34.95%
- 1Y
- -34.17%
- 3Y*
- 32.85%
- 5Y*
- 22.60%
- 10Y*
- 20.64%
DBMF
- 1D
- -0.35%
- 1M
- 1.33%
- 6M
- 7.97%
- YTD
- 11.04%
- 1Y
- 26.89%
- 3Y*
- 9.54%
- 5Y*
- 8.53%
- 10Y*
- —
LRN vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LRN Stride, Inc. | 34.95% | -37.53% | 75.05% | 89.80% | -6.15% | 56.99% | 4.32% | -34.33% |
DBMF iMGP DBi Managed Futures Strategy ETF | 11.04% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between LRN and DBMF is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.10 |
The correlation between LRN and DBMF shifts across timeframes, from -0.02 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LRN vs. DBMF — Risk / Return Rank
LRN
DBMF
LRN vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stride, Inc. (LRN) 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.
| LRN | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.44 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 4.43 | -4.96 |
| Martin ratioReturn relative to average drawdown | -0.77 | 15.00 | -15.78 |
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Drawdowns
LRN vs. DBMF - Drawdown Comparison
The maximum LRN drawdown since its inception was -81.41%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for LRN and DBMF.
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Drawdown Indicators
| LRN | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.41% | -20.39% | -61.02% |
Max Drawdown (1Y)Largest decline over 1 year | -64.07% | -6.10% | -57.97% |
Max Drawdown (3Y)Largest decline over 3 years | -64.07% | -15.60% | -48.47% |
Max Drawdown (5Y)Largest decline over 5 years | -64.07% | -20.39% | -43.68% |
Max Drawdown (10Y)Largest decline over 10 years | -64.07% | — | — |
Current DrawdownCurrent decline from peak | -48.40% | -1.22% | -47.18% |
Average DrawdownAverage peak-to-trough decline | -36.33% | -6.51% | -29.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.40% | 1.80% | +42.60% |
Volatility
LRN vs. DBMF - Volatility Comparison
Stride, Inc. (LRN) has a higher volatility of 10.49% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.83%. This indicates that LRN'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
| LRN | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 2.83% | +7.66% |
Volatility (6M)Calculated over the trailing 6-month period | 29.96% | 10.06% | +19.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.79% | 12.61% | +56.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.51% | 12.52% | +38.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.40% | 12.38% | +37.02% |
Dividends
LRN vs. DBMF - Dividend Comparison
LRN has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.12% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
LRN Stride, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LRN and DBMF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRN has higher volatility (10.49%) compared to DBMF (2.83%). In terms of maximum drawdown, LRN dropped -81.41% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.14 vs -0.50), 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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