PortfoliosLab logoPortfoliosLab logo
VEA vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEA vs. DBMF - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VEA achieves a 16.08% return, which is significantly higher than DBMF's 10.48% return.


VEA

1D
1.17%
1M
4.79%
YTD
16.08%
6M
17.35%
1Y
32.96%
3Y*
19.14%
5Y*
9.87%
10Y*
10.67%

DBMF

1D
0.19%
1M
-1.12%
YTD
10.48%
6M
11.61%
1Y
27.18%
3Y*
9.37%
5Y*
8.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEA vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEA
Vanguard FTSE Developed Markets ETF
16.08%35.16%3.15%17.93%-15.34%11.66%9.71%10.54%
DBMF
iMGP DBi Managed Futures Strategy ETF
10.48%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between VEA and DBMF is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.27

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

0.09

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

0.18

Over the past year, VEA and DBMF have become more correlated (0.43) than their long-term average of 0.18, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEA vs. DBMF — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 6767
Overall Rank
VEA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6767
Sortino Ratio Rank
VEA Omega Ratio Rank: 6969
Omega Ratio Rank
VEA Calmar Ratio Rank: 6363
Calmar Ratio Rank
VEA Martin Ratio Rank: 6666
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 8282
Overall Rank
DBMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7272
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8686
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8787
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8686
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.

VEA vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.


VEADBMFDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

2.85

4.48

-1.63

Martin ratioReturn relative to average drawdown

10.96

16.18

-5.22

VEA vs. DBMF - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 2.00, which is comparable to the DBMF Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VEA 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.


Loading charts...

Drawdowns

VEA vs. DBMF - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for VEA and DBMF.


Loading charts...

Drawdown Indicators


VEADBMFDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-20.39%

-40.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-6.10%

-5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-15.60%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-20.39%

-9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

0.00%

-1.72%

+1.72%

Average Drawdown

Average peak-to-trough decline

-13.27%

-6.56%

-6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.68%

+1.33%

Volatility

VEA vs. DBMF - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 6.92% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.68%. This indicates that VEA'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.


Loading charts...

Volatility by Period


VEADBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

2.68%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

10.00%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

12.37%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

12.55%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

12.41%

+5.00%

VEA vs. DBMF - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

VEA vs. DBMF - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.59%, less than DBMF's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.18%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.59%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VEA and DBMF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEA has higher volatility (6.92%) compared to DBMF (2.68%). In terms of maximum drawdown, VEA dropped -60.68% vs DBMF's -20.39%.

On 5-year performance, VEA leads with 9.87% vs 8.18% for DBMF. On fees, VEA is cheaper at 0.03% per year. On volatility, DBMF has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VEA has performed better with a 9.87% return vs 8.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA is cheaper with a 0.03% expense ratio, compared with 0.85% for DBMF.

DBMF has the higher dividend yield at 5.18%, compared with 2.59% for VEA.

VEA is categorized as Foreign Large Cap Equities, while DBMF is Systematic Trend. They also come from different issuers: Vanguard and iM Global Partners. Their fees differ too: 0.03% for VEA and 0.85% for DBMF.

DBMF currently has the higher Sharpe Ratio (2.21 vs 2.00), 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

Find the right allocation for VEA and DBMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer