DBMF vs IMCG

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES MORNINGSTAR MID-CAP GROWTH ETF (IMCG, ETF).

5-Year PerformanceDBMF has outperformed IMCG, delivering a return of +7.9% compared to +7.9%

DBMF vs IMCG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	IMCG(ETF)
Net Assets	$3.50B	$3.50B
Expense Ratio	0.85%	0.06%
Max Drawdown	29.26%	59.05%
Sharpe Ratio	1.74	0.95
5Y Beta	0.27	1.02
P/E Ratio	N/A	38.69
Forward P/E	N/A	26.56
PEG Ratio	N/A	0.17
5Y Dividends CAGR	51.19%	66.35%
5Y EPS CAGR	N/A	16.65%
Debt to Equity	N/A	59.65%
P/S Ratio	N/A	3.37
P/B Ratio	N/A	6.60

Net Assets

DBMF

$3.50B

IMCG

$3.50B

Expense Ratio

DBMF

0.85%

Winner

IMCG

0.06%

Max Drawdown

Winner

DBMF

29.26%

IMCG

59.05%

Sharpe Ratio

Winner

DBMF

1.74

IMCG

0.95

5Y Beta

Winner

DBMF

0.27

IMCG

1.02

P/E Ratio

DBMF

N/A

IMCG

38.69

Forward P/E

DBMF

N/A

IMCG

26.56

PEG Ratio

DBMF

N/A

IMCG

0.17

5Y Dividends CAGR

DBMF

51.19%

Winner

IMCG

66.35%

5Y EPS CAGR

DBMF

N/A

IMCG

16.65%

Debt to Equity

DBMF

N/A

IMCG

59.65%

P/S Ratio

DBMF

N/A

IMCG

3.37

P/B Ratio

DBMF

N/A

IMCG

6.60

DBMF vs IMCG - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	IMCG
1 month	-0.26%	+3.26%
3 months	+1.75%	+12.13%
6 months	+11.78%	+14.23%
1 year	+27.81%	+19.29%
5 years(CAGR)	+7.89%	+7.88%
10 years(CAGR)	N/A	+14.03%
Max(CAGR)	+9.16%	+11.31%

DBMF

-0.26%

Winner

IMCG

+3.26%

DBMF

+1.75%

Winner

IMCG

+12.13%

DBMF

+11.78%

Winner

IMCG

+14.23%

Winner

DBMF

+27.81%

IMCG

+19.29%

5Y(CAGR)

Winner

DBMF

+7.89%

IMCG

+7.88%

10Y(CAGR)

DBMF

N/A

IMCG

+14.03%

Max(CAGR)

DBMF

+9.16%

Winner

IMCG

+11.31%

DBMF vs IMCG - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	DBMF	IMCG
2026	+9.34%	+14.75%
2025	+13.02%	+6.65%
2024	+7.00%	+19.72%
2023	-8.72%	+21.48%
2022	+20.44%	-25.08%
2021	+11.21%	+17.12%
2020	+0.47%	+44.03%
2019	+10.68%	+36.82%
2018	N/A	-4.35%
2017	N/A	+24.87%
2016	N/A	+8.75%
2015	N/A	+0.29%
2014	N/A	+11.58%
2013	N/A	+30.83%
2012	N/A	+14.19%
2011	N/A	-3.74%
2010	N/A	+25.95%
2009	N/A	+36.47%
2008	N/A	-45.99%
2007	N/A	+20.06%
2006	N/A	+7.72%
2005	N/A	+18.32%
2004	N/A	+14.09%

DBMF vs IMCG Drawdown Comparison

The maximum drawdown for DBMF was -20.44%, occurring on Mar 24, 2023. Recovery took 794 trading sessions.

The maximum drawdown for IMCG was -58.96%, occurring on Nov 20, 2008. Recovery took 827 trading sessions.

The current DBMF drawdown is -2.42%. The current IMCG drawdown is -3.83%.

Rank	DBMF	IMCG
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-58.96% Oct 31, 2007 - Feb 11, 2011
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-35.08% Nov 16, 2021 - Oct 14, 2024
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-34.05% Feb 19, 2020 - Jun 1, 2020
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-25.77% Jul 7, 2011 - Jan 4, 2013
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-24.44% Apr 23, 2015 - Jan 25, 2017
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-23.65% Sep 4, 2018 - Mar 21, 2019
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-21.91% Dec 6, 2024 - Jul 3, 2025
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-16.52% May 9, 2006 - Jan 31, 2007
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-14.23% Feb 12, 2021 - Jul 9, 2021
#10	-3.89% May 6, 2022 - Jun 8, 2022	-11.79% Jul 2, 2004 - Oct 1, 2004
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-10.54% Jul 19, 2007 - Oct 1, 2007
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-10.17% Feb 26, 2026 - Apr 13, 2026
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-9.88% Sep 3, 2014 - Nov 3, 2014
#14	-2.86% May 2, 2022 - May 6, 2022	-9.26% Jan 26, 2018 - Mar 9, 2018
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-9.20% Sep 2, 2020 - Oct 8, 2020

Correlation

Correlation between DBMF and IMCG is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2004 - 2026)

DBMF vs IMCG dividend yield comparison.

Year	DBMF	IMCG
2026	0.39%	0.13%
2025	5.91%	0.78%
2024	5.75%	0.78%
2023	2.91%	0.85%
2022	7.72%	0.91%
2021	10.38%	0.41%
2020	0.86%	0.09%
2019	9.35%	0.30%
2018	0.00%	0.35%
2017	0.00%	0.45%
2016	0.00%	0.52%
2015	0.00%	0.38%
2014	0.00%	0.60%
2013	0.00%	0.37%
2012	0.00%	0.80%
2011	0.00%	0.25%
2010	0.00%	0.33%
2009	0.00%	0.28%
2008	0.00%	0.45%
2007	0.00%	0.24%
2006	0.00%	0.46%
2005	0.00%	0.12%
2004	0.00%	0.01%