VMOT vs. DBMF
VMOT (Alpha Architect Value Momentum Trend ETF) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while DBMF is a Systematic Trend fund actively managed by iMGP. VMOT is passively managed, while DBMF is actively managed. Over the past 5 years, VMOT returned 6.32%/yr vs 8.42%/yr for DBMF. Their 0.31 correlation means their historical movements had little consistent relationship. VMOT charges 1.75%/yr vs 0.85%/yr for DBMF.
Performance
VMOT vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, VMOT achieves a 13.93% return, which is significantly higher than DBMF's 10.15% return.
VMOT
- 1D
- 0.25%
- 1M
- 0.02%
- 6M
- 6.39%
- YTD
- 13.93%
- 1Y
- 28.99%
- 3Y*
- 16.72%
- 5Y*
- 6.32%
- 10Y*
- —
- ALL TIME*
- 4.81%
DBMF
- 1D
- -0.94%
- 1M
- 0.99%
- 6M
- 6.32%
- YTD
- 10.15%
- 1Y
- 27.24%
- 3Y*
- 8.98%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 9.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.65M | $57.85M | $54.28M | |
| $66.38K | $54.09K | $71.17K |
VMOT vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 13.93% | 18.54% | 12.07% | -0.74% | -7.00% | 3.52% | 4.69% | 2.28% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.15% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between VMOT and DBMF is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.31 |
The correlation between VMOT and DBMF shifts across timeframes, from 0.25 (5 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VMOT vs. DBMF — Risk / Return Rank
VMOT
DBMF
VMOT vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) 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.
| VMOT | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 4.49 | -1.80 |
| Martin ratioReturn relative to average drawdown | 10.01 | 15.18 | -5.17 |
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Drawdowns
VMOT vs. DBMF - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for VMOT and DBMF.
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Drawdown Indicators
| VMOT | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -20.39% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -6.10% | -4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -15.60% | -4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -20.39% | -3.34% |
Current DrawdownCurrent decline from peak | -3.40% | -2.73% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -13.13% | -6.47% | -6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.80% | +1.10% |
Volatility
VMOT vs. DBMF - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 4.03% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.43%. This indicates that VMOT'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
| VMOT | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.43% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 9.25% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 12.72% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 12.45% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 12.36% | +2.57% |
VMOT vs. DBMF - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Dividends
VMOT vs. DBMF - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 1.80%, less than DBMF's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.16% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% |
VMOT Alpha Architect Value Momentum Trend ETF | 1.80% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% |
Frequently Asked Questions
VMOT and DBMF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VMOT has higher volatility (4.03%) compared to DBMF (2.43%). In terms of maximum drawdown, VMOT dropped -34.71% vs DBMF's -20.39%.
On 5-year performance, DBMF leads with 8.42% vs 6.32% for VMOT. On fees, DBMF is cheaper at 0.85% per year. On volatility, DBMF has been the lower-risk option at 2.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DBMF has performed better with a 8.42% return vs 6.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBMF is cheaper with a 0.85% expense ratio, compared with 1.75% for VMOT.
DBMF has the higher dividend yield at 5.16%, compared with 1.80% for VMOT.
VMOT is categorized as Momentum, while DBMF is Systematic Trend. They also come from different issuers: Alpha Architect and iMGP. Their fees differ too: 1.75% for VMOT and 0.85% for DBMF.
DBMF currently has the higher Sharpe Ratio (2.16 vs 1.81), 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.
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