PQTPX vs. DBMF
Compare and contrast key facts about PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and iM DBi Managed Futures Strategy ETF (DBMF).
PQTPX is managed by PIMCO. It was launched on Dec 30, 2013. 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: PQTPX or DBMF.
Correlation
The correlation between PQTPX and DBMF is 0.45, 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.
Performance
PQTPX vs. DBMF - Performance Comparison
Key characteristics
PQTPX:
-0.25
DBMF:
0.69
PQTPX:
-0.28
DBMF:
0.98
PQTPX:
0.97
DBMF:
1.13
PQTPX:
-0.09
DBMF:
0.44
PQTPX:
-0.30
DBMF:
1.14
PQTPX:
6.99%
DBMF:
6.54%
PQTPX:
8.47%
DBMF:
10.83%
PQTPX:
-23.96%
DBMF:
-20.39%
PQTPX:
-19.61%
DBMF:
-11.37%
Returns By Period
In the year-to-date period, PQTPX achieves a -0.19% return, which is significantly lower than DBMF's 0.65% return.
PQTPX
-0.19%
0.98%
-3.27%
-3.00%
4.68%
2.06%
DBMF
0.65%
-0.63%
-9.81%
6.82%
5.98%
N/A
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PQTPX vs. DBMF - Expense Ratio Comparison
PQTPX has a 1.51% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
PQTPX vs. DBMF — Risk-Adjusted Performance Rank
PQTPX
DBMF
PQTPX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) 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
PQTPX vs. DBMF - Dividend Comparison
PQTPX has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.71%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 13.52% | 1.29% | 4.18% | 2.49% | 0.31% | 0.21% | 0.00% | 6.79% | 7.28% |
DBMF iM DBi Managed Futures Strategy ETF | 5.71% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PQTPX vs. DBMF - Drawdown Comparison
The maximum PQTPX drawdown since its inception was -23.96%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for PQTPX and DBMF. For additional features, visit the drawdowns tool.
Volatility
PQTPX vs. DBMF - Volatility Comparison
PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) has a higher volatility of 2.23% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.00%. This indicates that PQTPX'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.