ASMF vs FTDS
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and FIRST TRUST DIVIDEND STRENGTH ETF (FTDS, ETF).
ASMF vs FTDS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ASMF
$31M
Winner
FTDS
$31M
Expense Ratio
ASMF
0.80%
Winner
FTDS
0.70%
Max Drawdown
Winner
ASMF
16.69%
FTDS
57.79%
Sharpe Ratio
ASMF
0.94
Winner
FTDS
1.19
5Y Beta
Winner
ASMF
0.31
FTDS
0.67
P/E Ratio
ASMF
N/A
FTDS
14.88
Forward P/E
ASMF
N/A
FTDS
12.82
PEG Ratio
ASMF
N/A
FTDS
0.38
5Y Dividends CAGR
ASMF
N/A
FTDS
20.16%
5Y EPS CAGR
ASMF
N/A
FTDS
10.33%
Debt to Equity
ASMF
N/A
FTDS
55.23%
P/S Ratio
ASMF
N/A
FTDS
1.90
P/B Ratio
ASMF
N/A
FTDS
2.49
ASMF vs FTDS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ASMF
-1.28%
FTDS
-1.67%
3M
Winner
ASMF
+1.24%
FTDS
-1.09%
6M
Winner
ASMF
+9.09%
FTDS
+7.69%
1Y
ASMF
+14.77%
Winner
FTDS
+20.76%
5Y(CAGR)
ASMF
N/A
FTDS
+6.50%
10Y(CAGR)
ASMF
N/A
FTDS
+10.85%
Max(CAGR)
ASMF
+2.21%
Winner
FTDS
+6.38%
ASMF vs FTDS - Annual Returns (2004 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | FTDS |
|---|---|---|
| 2026 | +6.55% | +6.44% |
| 2025 | +0.64% | +14.07% |
| 2024 | -3.56% | +10.99% |
| 2023 | N/A | +12.27% |
| 2022 | N/A | -13.33% |
| 2021 | N/A | +26.46% |
| 2020 | N/A | +13.73% |
| 2019 | N/A | +23.95% |
| 2018 | N/A | -10.51% |
| 2017 | N/A | +19.34% |
| 2016 | N/A | +14.74% |
| 2015 | N/A | -5.05% |
| 2014 | N/A | +3.40% |
| 2013 | N/A | +37.32% |
| 2012 | N/A | +4.68% |
| 2011 | N/A | -10.22% |
| 2010 | N/A | +18.10% |
| 2009 | N/A | +35.40% |
| 2008 | N/A | -35.08% |
| 2007 | N/A | +5.23% |
| 2006 | N/A | -1.34% |
| 2005 | N/A | +0.35% |
| 2004 | N/A | -0.79% |
ASMF vs FTDS Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for FTDS was -56.53%, occurring on Mar 9, 2009. Recovery took 1822 trading sessions.
The current ASMF drawdown is -3.31%. The current FTDS drawdown is -3.61%.
| Rank | ASMF | FTDS |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -56.53% Dec 15, 2005 - Mar 15, 2013 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -42.47% Feb 19, 2020 - Nov 11, 2020 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -23.36% Nov 16, 2021 - Mar 21, 2024 |
| #4 | -3.31% May 19, 2026 - Jun 5, 2026 | -22.60% Sep 20, 2018 - Dec 18, 2019 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -21.84% Sep 3, 2014 - Nov 14, 2016 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -19.90% Apr 28, 2004 - Feb 11, 2005 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -18.04% Nov 25, 2024 - Jul 23, 2025 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -9.32% Mar 7, 2005 - Aug 2, 2005 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -8.93% Jan 26, 2018 - Jun 6, 2018 |
| #10 | N/A | -8.45% Sep 30, 2005 - Dec 2, 2005 |
| #11 | N/A | -7.24% Jan 15, 2014 - Mar 5, 2014 |
| #12 | N/A | -6.57% Mar 2, 2026 - May 13, 2026 |
| #13 | N/A | -6.46% Jul 31, 2024 - Aug 23, 2024 |
| #14 | N/A | -5.50% Jun 8, 2021 - Aug 9, 2021 |
| #15 | N/A | -5.33% Sep 3, 2021 - Oct 20, 2021 |
Correlation
Correlation between ASMF and FTDS is 0.58 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.58
-101
Dividend Comparison (2007 - 2026)
ASMF vs FTDS dividend yield comparison.
| Year | ASMF | FTDS |
|---|---|---|
| 2026 | 0.00% | 0.51% |
| 2025 | 0.22% | 1.59% |
| 2024 | 1.66% | 2.05% |
| 2023 | 0.00% | 2.15% |
| 2022 | 0.00% | 2.31% |
| 2021 | 0.00% | 0.72% |
| 2020 | 0.00% | 0.99% |
| 2019 | 0.00% | 1.13% |
| 2018 | 0.00% | 1.14% |
| 2017 | 0.00% | 0.79% |
| 2016 | 0.00% | 1.24% |
| 2015 | 0.00% | 0.95% |
| 2014 | 0.00% | 1.07% |
| 2013 | 0.00% | 0.84% |
| 2012 | 0.00% | 2.12% |
| 2011 | 0.00% | 1.14% |
| 2010 | 0.00% | 1.45% |
| 2009 | 0.00% | 1.02% |
| 2008 | 0.00% | 1.96% |
| 2007 | 0.00% | 1.23% |
Select Stocks to Compare
Popular: ASMF vs SPYFTDS vs SPY
More Comparisons
Compare with similar stocks