MEDP vs. DBMF

Last updated Jun 13, 2026

MEDP (Medpace Holdings, 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, MEDP returned 21.69%/yr vs 8.01%/yr for DBMF. At a 0.08 correlation, their price movements are largely independent.

Performance

MEDP vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medpace Holdings, Inc. (MEDP) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MEDP achieves a -16.79% return, which is significantly lower than DBMF's 10.27% return.

MEDP

• 1D: -1.63%
• 1M: 10.28%
• YTD: -16.79%
• 6M: -16.23%
• 1Y: 53.73%
• 3Y*: 28.75%
• 5Y*: 21.69%
• 10Y*: —

DBMF

• 1D: 0.26%
• 1M: -0.96%
• YTD: 10.27%
• 6M: 11.24%
• 1Y: 27.33%
• 3Y*: 9.64%
• 5Y*: 8.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDP vs. DBMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MEDP Medpace Holdings, Inc.	-16.79%	69.05%	8.38%	44.31%	-2.40%	56.35%	65.60%	46.86%
DBMF iMGP DBi Managed Futures Strategy ETF	10.27%	13.85%	7.24%	-8.94%	21.61%	11.49%	1.80%	10.51%

Correlation

The correlation between MEDP and DBMF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.08

The correlation between MEDP and DBMF shifts across timeframes, from 0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MEDP vs. DBMF — Risk / Return Rank

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

MEDP

MEDP Risk / Return Rank: 73
MEDP Sharpe Ratio Rank: 68
MEDP Sortino Ratio Rank: 74
MEDP Omega Ratio Rank: 83
MEDP Calmar Ratio Rank: 71
MEDP Martin Ratio Rank: 69

DBMF

DBMF Risk / Return Rank: 84
DBMF Sharpe Ratio Rank: 81
DBMF Sortino Ratio Rank: 76
DBMF Omega Ratio Rank: 87
DBMF Calmar Ratio Rank: 88
DBMF Martin Ratio Rank: 87

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.

MEDP vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medpace Holdings, Inc. (MEDP) 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.

	MEDP	DBMF	Difference
Sharpe ratio: Return per unit of total volatility	0.78	2.22	-1.44
Sortino ratio: Return per unit of downside risk	1.84	2.92	-1.08
Omega ratio: Gain probability vs. loss probability	1.32	1.47	-0.15
Calmar ratio: Return relative to maximum drawdown	1.48	4.50	-3.03
Martin ratio: Return relative to average drawdown	3.28	16.30	-13.03

MEDP vs. DBMF - Sharpe Ratio Comparison

The current MEDP Sharpe Ratio is 0.78, which is lower than the DBMF Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of MEDP and DBMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MEDP vs. DBMF - Drawdown Comparison

The maximum MEDP drawdown since its inception was -42.87%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for MEDP and DBMF.

Drawdown Indicators

	MEDP	DBMF	Difference
Max Drawdown Largest peak-to-trough decline	-42.87%	-20.39%	-22.48%
Max Drawdown (1Y) Largest decline over 1 year	-36.61%	-6.10%	-30.51%
Max Drawdown (3Y) Largest decline over 3 years	-39.38%	-15.60%	-23.78%
Max Drawdown (5Y) Largest decline over 5 years	-42.87%	-20.39%	-22.48%
Current Drawdown Current decline from peak	-24.69%	-1.91%	-22.78%
Average Drawdown Average peak-to-trough decline	-12.92%	-6.56%	-6.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.45%	1.68%	+14.77%

Volatility

MEDP vs. DBMF - Volatility Comparison

Medpace Holdings, Inc. (MEDP) has a higher volatility of 6.83% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.71%. This indicates that MEDP'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.

Volatility by Period

	MEDP	DBMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.83%	2.71%	+4.12%
Volatility (6M) Calculated over the trailing 6-month period	37.78%	10.00%	+27.78%
Volatility (1Y) Calculated over the trailing 1-year period	68.99%	12.35%	+56.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.61%	12.55%	+39.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.76%	12.41%	+37.35%

Dividends

MEDP vs. DBMF - Dividend Comparison

MEDP has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.19%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DBMF iMGP DBi Managed Futures Strategy ETF	5.19%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%
MEDP Medpace Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MEDP and DBMF in my portfolio?

MEDP and DBMF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MEDP or DBMF?

MEDP has higher volatility (6.83%) compared to DBMF (2.71%). In terms of maximum drawdown, MEDP dropped -42.87% vs DBMF's -20.39%.

Which has better risk-adjusted returns?

DBMF currently has the higher Sharpe Ratio (2.22 vs 0.78), 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.