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MARB vs. GMMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARB vs. GMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Merger Arbitrage ETF (MARB) and iShares Government Money Market ETF (GMMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARB achieves a 1.28% return, which is significantly lower than GMMF's 1.47% return.


MARB

1D
0.02%
1M
0.17%
YTD
1.28%
6M
1.49%
1Y
6.28%
3Y*
4.32%
5Y*
2.64%
10Y*

GMMF

1D
0.00%
1M
0.28%
YTD
1.47%
6M
1.74%
1Y
3.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARB vs. GMMF - Yearly Performance Comparison


Correlation

The correlation between MARB and GMMF is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

-0.09

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Return for Risk

MARB vs. GMMF — Risk / Return Rank

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

MARB
MARB Risk / Return Rank: 5353
Overall Rank
MARB Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MARB Sortino Ratio Rank: 3636
Sortino Ratio Rank
MARB Omega Ratio Rank: 5353
Omega Ratio Rank
MARB Calmar Ratio Rank: 5353
Calmar Ratio Rank
MARB Martin Ratio Rank: 9191
Martin Ratio Rank

GMMF
GMMF Risk / Return Rank: 100100
Overall Rank
GMMF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GMMF Sortino Ratio Rank: 100100
Sortino Ratio Rank
GMMF Omega Ratio Rank: 100100
Omega Ratio Rank
GMMF Calmar Ratio Rank: 100100
Calmar Ratio Rank
GMMF Martin Ratio Rank: 100100
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.

MARB vs. GMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Merger Arbitrage ETF (MARB) and iShares Government Money Market ETF (GMMF). 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.


MARBGMMFDifference
Sharpe ratioReturn per unit of total volatility

-16.23

Sortino ratioReturn per unit of downside risk

-84.03

Omega ratioGain probability vs. loss probability

1.33

24.62

-23.29

Calmar ratioReturn relative to maximum drawdown

2.60

128.79

-126.19

Martin ratioReturn relative to average drawdown

21.32

1,307.33

-1,286.01

MARB vs. GMMF - Sharpe Ratio Comparison

The current MARB Sharpe Ratio is 1.19, which is lower than the GMMF Sharpe Ratio of 17.42. The chart below compares the historical Sharpe Ratios of MARB and GMMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MARBGMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

17.42

-16.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

16.31

-15.95

Drawdowns

MARB vs. GMMF - Drawdown Comparison

The maximum MARB drawdown since its inception was -11.99%, which is greater than GMMF's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for MARB and GMMF.


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Drawdown Indicators


MARBGMMFDifference

Max Drawdown

Largest peak-to-trough decline

-11.99%

-0.03%

-11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-0.03%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-3.67%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.40%

-0.00%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.00%

+0.30%

Volatility

MARB vs. GMMF - Volatility Comparison

First Trust Merger Arbitrage ETF (MARB) has a higher volatility of 0.47% compared to iShares Government Money Market ETF (GMMF) at 0.06%. This indicates that MARB's price experiences larger fluctuations and is considered to be riskier than GMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARBGMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

0.06%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

0.14%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.30%

0.22%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

0.24%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

0.24%

+5.36%

MARB vs. GMMF - Expense Ratio Comparison

MARB has a 2.30% expense ratio, which is higher than GMMF's 0.20% expense ratio.


Dividends

MARB vs. GMMF - Dividend Comparison

MARB's dividend yield for the trailing twelve months is around 2.98%, less than GMMF's 3.67% yield.


PositionTTM2025202420232022
GMMF
iShares Government Money Market ETF
3.67%3.45%0.00%0.00%0.00%
MARB
First Trust Merger Arbitrage ETF
2.98%3.01%2.11%2.20%0.99%

Frequently Asked Questions


MARB and GMMF have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARB has higher volatility (0.47%) compared to GMMF (0.06%). In terms of maximum drawdown, MARB dropped -11.99% vs GMMF's -0.03%.

On 1-year performance, MARB leads with 6.28% vs 3.84% for GMMF. On fees, GMMF is cheaper at 0.20% per year. On volatility, GMMF has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MARB has performed better with a 6.28% return vs 3.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMMF is cheaper with a 0.20% expense ratio, compared with 2.30% for MARB.

GMMF has the higher dividend yield at 3.67%, compared with 2.98% for MARB.

MARB is categorized as Long-Short, while GMMF is Money Market. They also come from different issuers: First Trust and iShares. Their fees differ too: 2.30% for MARB and 0.20% for GMMF.

GMMF currently has the higher Sharpe Ratio (17.42 vs 1.19), 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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