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V vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V vs. DBMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, V achieves a -7.69% return, which is significantly lower than DBMF's 10.27% return.


V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%

DBMF

1D
0.26%
1M
-1.34%
YTD
10.27%
6M
11.24%
1Y
26.94%
3Y*
9.64%
5Y*
8.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%17.83%
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 V and DBMF is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.12

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Return for Risk

V vs. DBMF — Risk / Return Rank

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

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
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.

V vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.


VDBMFDifference
Sharpe ratioReturn per unit of total volatility

-2.79

Sortino ratioReturn per unit of downside risk

-3.61

Omega ratioGain probability vs. loss probability

0.92

1.47

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.73

4.50

-5.23

Martin ratioReturn relative to average drawdown

-1.57

16.30

-17.87

V vs. DBMF - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.56, which is lower than the DBMF Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of V 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.


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Drawdowns

V vs. DBMF - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for V and DBMF.


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Drawdown Indicators


VDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-20.39%

-31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-6.10%

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-15.60%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-20.39%

-8.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

-12.96%

-1.91%

-11.05%

Average Drawdown

Average peak-to-trough decline

-8.26%

-6.56%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

1.68%

+9.05%

Volatility

V vs. DBMF - Volatility Comparison

Visa Inc. (V) has a higher volatility of 5.57% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.71%. This indicates that V'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.


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Volatility by Period


VDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

2.71%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

10.00%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

12.35%

+10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

12.55%

+10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

12.41%

+12.04%

Dividends

V vs. DBMF - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, less than DBMF's 5.19% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions


V and DBMF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

V has higher volatility (5.57%) compared to DBMF (2.71%). In terms of maximum drawdown, V dropped -51.90% vs DBMF's -20.39%.

DBMF currently has the higher Sharpe Ratio (2.22 vs -0.56), 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.

Portfolio Optimizer

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