VUS vs. ASMF

Last updated Jun 4, 2026

VUS (Virtus U.S. Dividend ETF) and ASMF (Virtus AlphaSimplex Managed Futures ETF) are both exchange-traded funds - VUS is a Large Cap Blend Equities fund actively managed by Virtus, while ASMF is a Systematic Trend fund actively managed by Virtus. Both are actively managed. At a 0.44 correlation, their price movements are largely independent. VUS charges 0.25%/yr vs 0.80%/yr for ASMF.

Performance

VUS vs. ASMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus U.S. Dividend ETF (VUS) and Virtus AlphaSimplex Managed Futures ETF (ASMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUS achieves a 19.93% return, which is significantly higher than ASMF's 9.39% return.

VUS

• 1D: -0.58%
• 1M: 4.84%
• YTD: 19.93%
• 6M: 20.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ASMF

• 1D: 0.01%
• 1M: 1.73%
• YTD: 9.39%
• 6M: 11.45%
• 1Y: 17.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS vs. ASMF - Yearly Performance Comparison

	2026 (YTD)	2025
VUS Virtus U.S. Dividend ETF	19.93%	0.81%
ASMF Virtus AlphaSimplex Managed Futures ETF	9.39%	1.88%

Correlation

The correlation between VUS and ASMF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 4, 2025	0.44

VUS vs. ASMF - Sectors Allocation Comparison

Sectors	VUS	ASMF
Technology	34.7%	23.3%
Industrials	11.5%	12.7%
Real Estate	10.4%	1.2%
Financial Services	9.5%	23.9%
Healthcare	8.3%	4.4%
Energy	6.0%	4.4%
Communication Services	5.3%	5.5%
Consumer Cyclical	5.2%	10.2%
Utilities	3.3%	3.1%
Consumer Defensive	3.2%	4.2%
Basic Materials	2.7%	7.3%

Return for Risk

VUS vs. ASMF — Risk / Return Rank

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

ASMF

ASMF Risk / Return Rank: 51
ASMF Sharpe Ratio Rank: 44
ASMF Sortino Ratio Rank: 42
ASMF Omega Ratio Rank: 46
ASMF Calmar Ratio Rank: 69
ASMF Martin Ratio Rank: 54

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.

VUS vs. ASMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus U.S. Dividend ETF (VUS) and Virtus AlphaSimplex Managed Futures ETF (ASMF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VUS	ASMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.23	0.30	+2.93

Drawdowns

VUS vs. ASMF - Drawdown Comparison

The maximum VUS drawdown since its inception was -9.45%, smaller than the maximum ASMF drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for VUS and ASMF.

Drawdown Indicators

	VUS	ASMF	Difference
Max Drawdown Largest peak-to-trough decline	-9.45%	-15.31%	+5.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.02%	—
Current Drawdown Current decline from peak	-0.58%	-1.34%	+0.76%
Average Drawdown Average peak-to-trough decline	-1.46%	-7.61%	+6.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.90%	—

Volatility

Volatility by Period

	VUS	ASMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.63%	11.16%	+3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.63%	10.97%	+3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.63%	10.97%	+3.66%

VUS vs. ASMF - Expense Ratio Comparison

VUS has a 0.25% expense ratio, which is lower than ASMF's 0.80% expense ratio.

Dividends

VUS vs. ASMF - Dividend Comparison

VUS's dividend yield for the trailing twelve months is around 0.73%, more than ASMF's 0.20% yield.

Position	TTM	2025	2024
ASMF Virtus AlphaSimplex Managed Futures ETF	0.20%	0.22%	1.66%
VUS Virtus U.S. Dividend ETF	0.73%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VUS and ASMF in my portfolio?

VUS and ASMF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUS or ASMF?

On fees, VUS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUS or ASMF?

VUS is cheaper with a 0.25% expense ratio, compared with 0.80% for ASMF.

Which ETF pays a higher dividend yield, VUS or ASMF?

VUS has the higher dividend yield at 0.73%, compared with 0.20% for ASMF.

What is the main difference between VUS and ASMF?

VUS is categorized as Large Cap Blend Equities, while ASMF is Systematic Trend. Their fees differ too: 0.25% for VUS and 0.80% for ASMF.