MAFIX vs. DBMF
Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and iM DBi Managed Futures Strategy ETF (DBMF).
MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. 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: MAFIX or DBMF.
Performance
MAFIX vs. DBMF - Performance Comparison
Returns By Period
In the year-to-date period, MAFIX achieves a 8.66% return, which is significantly higher than DBMF's 7.75% return.
MAFIX
8.66%
1.42%
-3.26%
10.62%
11.63%
N/A
DBMF
7.75%
-1.06%
-6.81%
3.34%
6.41%
N/A
Key characteristics
| MAFIX | DBMF | |
|---|---|---|
| Sharpe Ratio | 0.83 | 0.38 |
| Sortino Ratio | 1.17 | 0.58 |
| Omega Ratio | 1.16 | 1.08 |
| Calmar Ratio | 0.86 | 0.23 |
| Martin Ratio | 2.34 | 0.75 |
| Ulcer Index | 4.79% | 5.59% |
| Daily Std Dev | 13.47% | 11.07% |
| Max Drawdown | -13.28% | -20.39% |
| Current Drawdown | -5.73% | -11.52% |
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MAFIX vs. DBMF - Expense Ratio Comparison
MAFIX has a 1.79% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Correlation
The correlation between MAFIX and DBMF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MAFIX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) 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.
Dividends
MAFIX vs. DBMF - Dividend Comparison
MAFIX's dividend yield for the trailing twelve months is around 0.91%, less than DBMF's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 0.91% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% |
DBMF iM DBi Managed Futures Strategy ETF | 5.20% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% |
Drawdowns
MAFIX vs. DBMF - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -13.28%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for MAFIX and DBMF. For additional features, visit the drawdowns tool.
Volatility
MAFIX vs. DBMF - Volatility Comparison
Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 4.01% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.01%. This indicates that MAFIX'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.