ASMF vs DDTO
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and Innovator Equity Dual Directional 10 Buffer ETF October (DDTO, ETF).
ASMF vs DDTO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
ASMF
$31M
DDTO
$31M
Expense Ratio
ASMF
0.80%
Winner
DDTO
0.79%
Max Drawdown
ASMF
16.69%
Winner
DDTO
4.98%
Sharpe Ratio
Winner
ASMF
0.94
DDTO
0.90
5Y Beta
Winner
ASMF
0.31
DDTO
0.53
ASMF vs DDTO - Historical Returns
Returns include dividend reinvestment.
1M
ASMF
-1.28%
Winner
DDTO
+1.00%
3M
ASMF
+1.24%
Winner
DDTO
+4.63%
6M
Winner
ASMF
+9.09%
DDTO
+5.32%
1Y
ASMF
+14.77%
DDTO
N/A
Max(CAGR)
ASMF
+2.21%
Winner
DDTO
+10.39%
ASMF vs DDTO - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | DDTO |
|---|---|---|
| 2026 | +6.55% | +4.94% |
| 2025 | +0.64% | +1.87% |
| 2024 | -3.56% | N/A |
ASMF vs DDTO Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for DDTO was -4.98%, occurring on Mar 30, 2026. Recovery took 33 trading sessions.
The current ASMF drawdown is -3.31%. The current DDTO drawdown is -0.83%.
| Rank | ASMF | DDTO |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -4.98% Feb 25, 2026 - Apr 14, 2026 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -2.71% Oct 27, 2025 - Dec 4, 2025 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -1.46% Oct 6, 2025 - Oct 20, 2025 |
| #4 | -3.31% May 19, 2026 - Jun 5, 2026 | -1.31% Jan 28, 2026 - Feb 25, 2026 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -1.14% Jan 9, 2026 - Jan 27, 2026 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -1.02% Dec 11, 2025 - Dec 22, 2025 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -0.83% Jun 2, 2026 - Jun 5, 2026 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -0.54% Dec 26, 2025 - Jan 6, 2026 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -0.48% May 14, 2026 - May 22, 2026 |
| #10 | N/A | -0.44% Apr 27, 2026 - Apr 30, 2026 |
| #11 | N/A | -0.43% Apr 17, 2026 - Apr 22, 2026 |
| #12 | N/A | -0.33% Oct 21, 2025 - Oct 23, 2025 |
| #13 | N/A | -0.26% Dec 5, 2025 - Dec 10, 2025 |
| #14 | N/A | -0.18% Apr 22, 2026 - Apr 24, 2026 |
| #15 | N/A | -0.15% May 1, 2026 - May 5, 2026 |
Correlation
Correlation between ASMF and DDTO is 0.58 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.58
-101
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