ASMF vs NOVP
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and PGIM S&P 500 BUFFER 12 ETF - NOVEMBER (NOVP, ETF).
ASMF vs NOVP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ASMF
$31M
Winner
NOVP
$31M
Expense Ratio
ASMF
0.80%
Winner
NOVP
0.50%
Max Drawdown
ASMF
16.69%
Winner
NOVP
11.79%
Sharpe Ratio
ASMF
0.95
Winner
NOVP
1.18
5Y Beta
Winner
ASMF
0.30
NOVP
0.57
ASMF vs NOVP - Historical Returns
Returns include dividend reinvestment.
1M
ASMF
-0.40%
Winner
NOVP
+0.77%
3M
ASMF
+2.18%
Winner
NOVP
+4.75%
6M
ASMF
+4.85%
Winner
NOVP
+7.17%
1Y
Winner
ASMF
+14.86%
NOVP
+13.44%
Max(CAGR)
ASMF
+2.64%
Winner
NOVP
+13.27%
ASMF vs NOVP - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | NOVP |
|---|---|---|
| 2026 | +7.83% | +7.39% |
| 2025 | +0.64% | +12.20% |
| 2024 | -3.56% | +8.67% |
ASMF vs NOVP Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for NOVP was -11.79%, occurring on Apr 8, 2025. Recovery took 76 trading sessions.
The current ASMF drawdown is -2.14%. The current NOVP drawdown is -0.41%.
| Rank | ASMF | NOVP |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -11.79% Feb 19, 2025 - Jun 9, 2025 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -5.74% Feb 2, 2026 - Apr 14, 2026 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -3.76% Jul 16, 2024 - Aug 19, 2024 |
| #4 | -4.16% May 19, 2026 - Jun 26, 2026 | -2.65% Jun 2, 2026 - Jul 6, 2026 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -2.58% Nov 12, 2025 - Nov 28, 2025 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -1.85% Dec 4, 2024 - Jan 21, 2025 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -1.81% Aug 30, 2024 - Sep 13, 2024 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -1.63% Jan 12, 2026 - Jan 27, 2026 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -1.54% Dec 11, 2025 - Dec 22, 2025 |
| #10 | N/A | -1.24% Nov 8, 2024 - Nov 26, 2024 |
| #11 | N/A | -1.22% Jul 28, 2025 - Aug 8, 2025 |
| #12 | N/A | -1.10% Jan 23, 2025 - Feb 13, 2025 |
| #13 | N/A | -1.08% Jul 15, 2026 - Jul 17, 2026 |
| #14 | N/A | -1.02% Nov 3, 2025 - Nov 10, 2025 |
| #15 | N/A | -0.94% Oct 8, 2025 - Oct 20, 2025 |
Correlation
Correlation between ASMF and NOVP is 0.42 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.42
-101
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