QMHIX vs. DBMF

In the year-to-date period, QMHIX achieves a 4.42% return, which is significantly higher than DBMF's -2.91% return.

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QMHIX has a 1.65% expense ratio, which is higher than DBMF's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy HV Fund (QMHIX) 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.

The current QMHIX Sharpe Ratio is -0.10, which is higher than the DBMF Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of QMHIX and DBMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QMHIX's dividend yield for the trailing twelve months is around 2.21%, less than DBMF's 6.05% yield.

The maximum QMHIX drawdown since its inception was -39.41%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for QMHIX and DBMF.

AQR Managed Futures Strategy HV Fund (QMHIX) has a higher volatility of 5.03% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 1.81%. This indicates that QMHIX'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.