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.
Correlation
The correlation between MAFIX and DBMF is 0.16, 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.
Performance
MAFIX vs. DBMF - Performance Comparison
Key characteristics
MAFIX:
-0.92
DBMF:
-0.82
MAFIX:
-1.15
DBMF:
-1.03
MAFIX:
0.85
DBMF:
0.87
MAFIX:
-0.65
DBMF:
-0.52
MAFIX:
-1.63
DBMF:
-0.93
MAFIX:
8.56%
DBMF:
9.26%
MAFIX:
15.18%
DBMF:
10.58%
MAFIX:
-21.52%
DBMF:
-20.39%
MAFIX:
-18.37%
DBMF:
-13.73%
Returns By Period
In the year-to-date period, MAFIX achieves a -11.13% return, which is significantly lower than DBMF's -2.03% return.
MAFIX
-11.13%
-7.07%
-11.44%
-14.32%
3.01%
N/A
DBMF
-2.03%
0.39%
-2.78%
-8.73%
5.02%
N/A
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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.
Risk-Adjusted Performance
MAFIX vs. DBMF — Risk-Adjusted Performance Rank
MAFIX
DBMF
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 1.79%, less than DBMF's 5.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 1.79% | 1.59% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% |
DBMF iM DBi Managed Futures Strategy ETF | 5.99% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.34% | 0.00% |
Drawdowns
MAFIX vs. DBMF - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -21.52%, which is greater than DBMF's maximum 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 8.16% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 3.00%. 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.