ASMF vs SEPM
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and FT VEST U.S. EQUITY MAX BUFFER ETF - SEPTEMBER (SEPM, ETF).
ASMF vs SEPM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ASMF
$31M
Winner
SEPM
$31M
Expense Ratio
Winner
ASMF
0.80%
SEPM
0.85%
Max Drawdown
ASMF
16.69%
Winner
SEPM
3.88%
Sharpe Ratio
ASMF
0.95
Winner
SEPM
1.22
5Y Beta
ASMF
0.31
Winner
SEPM
0.19
ASMF vs SEPM - Historical Returns
Returns include dividend reinvestment.
1M
ASMF
-2.70%
Winner
SEPM
+0.43%
3M
ASMF
+0.16%
Winner
SEPM
+2.95%
6M
Winner
ASMF
+9.01%
SEPM
+3.20%
1Y
Winner
ASMF
+15.25%
SEPM
+7.10%
Max(CAGR)
ASMF
+2.35%
Winner
SEPM
+6.00%
ASMF vs SEPM - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | SEPM |
|---|---|---|
| 2026 | +6.90% | +2.78% |
| 2025 | +0.64% | +6.52% |
| 2024 | -3.56% | +0.82% |
ASMF vs SEPM Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for SEPM was -3.88%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current ASMF drawdown is -2.99%. The current SEPM drawdown is -0.18%.
| Rank | ASMF | SEPM |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -3.88% Feb 19, 2025 - May 14, 2025 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -1.82% Feb 25, 2026 - Apr 9, 2026 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -1.07% Oct 28, 2025 - Dec 3, 2025 |
| #4 | -3.52% May 19, 2026 - Jun 10, 2026 | -0.68% Dec 4, 2024 - Jan 15, 2025 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -0.62% May 19, 2025 - Jun 2, 2025 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -0.56% Oct 8, 2025 - Oct 20, 2025 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -0.55% Jan 28, 2026 - Feb 9, 2026 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -0.54% Jan 9, 2026 - Jan 27, 2026 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -0.52% Jun 2, 2026 - Jun 10, 2026 |
| #10 | N/A | -0.50% Oct 18, 2024 - Nov 6, 2024 |
| #11 | N/A | -0.40% Dec 11, 2025 - Dec 19, 2025 |
| #12 | N/A | -0.40% Nov 8, 2024 - Nov 22, 2024 |
| #13 | N/A | -0.39% Feb 9, 2026 - Feb 25, 2026 |
| #14 | N/A | -0.37% Jul 28, 2025 - Aug 6, 2025 |
| #15 | N/A | -0.31% Jun 12, 2025 - Jun 23, 2025 |
Correlation
Correlation between ASMF and SEPM is 0.62 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.62
-101
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