RISR vs. DBMF
Compare and contrast key facts about FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and iM DBi Managed Futures Strategy ETF (DBMF).
RISR and DBMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021. 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: RISR or DBMF.
Key characteristics
| RISR | DBMF | |
|---|---|---|
| YTD Return | 19.78% | 7.79% |
| 1Y Return | 13.19% | 1.29% |
| 3Y Return (Ann) | 19.01% | 5.39% |
| Sharpe Ratio | 1.18 | 0.13 |
| Sortino Ratio | 1.85 | 0.24 |
| Omega Ratio | 1.22 | 1.03 |
| Calmar Ratio | 1.58 | 0.08 |
| Martin Ratio | 6.16 | 0.26 |
| Ulcer Index | 2.07% | 5.54% |
| Daily Std Dev | 10.83% | 11.38% |
| Max Drawdown | -14.31% | -20.39% |
| Current Drawdown | -0.52% | -11.49% |
Correlation
The correlation between RISR and DBMF is 0.30, 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
RISR vs. DBMF - Performance Comparison
In the year-to-date period, RISR achieves a 19.78% return, which is significantly higher than DBMF's 7.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RISR vs. DBMF - Expense Ratio Comparison
RISR has a 1.13% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
RISR vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) 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
RISR vs. DBMF - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 7.05%, more than DBMF's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 7.05% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% |
DBMF iM DBi Managed Futures Strategy ETF | 5.20% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Drawdowns
RISR vs. DBMF - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for RISR and DBMF. For additional features, visit the drawdowns tool.
Volatility
RISR vs. DBMF - Volatility Comparison
FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and iM DBi Managed Futures Strategy ETF (DBMF) have volatilities of 2.28% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.