EMLP vs DBMF

Comparison between FIRST TRUST NORTH AMERICAN ENERGY INFRASTRUCTURE FUND (EMLP, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceEMLP has outperformed DBMF, delivering a return of +15.7% compared to +8.7%

EMLP vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMLP(ETF)	DBMF(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.95%	0.85%
Max Drawdown	48.01%	29.26%
Sharpe Ratio	1.48	1.73
5Y Beta	0.37	0.27
P/E Ratio	18.50	N/A
Forward P/E	16.15	N/A
PEG Ratio	0.10	N/A
5Y Dividends CAGR	4.58%	51.19%
5Y EPS CAGR	12.08%	N/A

Net Assets

EMLP

$3.90B

DBMF

$3.90B

Expense Ratio

EMLP

0.95%

Winner

DBMF

0.85%

Max Drawdown

EMLP

48.01%

Winner

DBMF

29.26%

Sharpe Ratio

EMLP

1.48

Winner

DBMF

1.73

5Y Beta

EMLP

0.37

Winner

DBMF

0.27

P/E Ratio

EMLP

18.50

DBMF

N/A

Forward P/E

EMLP

16.15

DBMF

N/A

PEG Ratio

EMLP

0.10

DBMF

N/A

5Y Dividends CAGR

EMLP

4.58%

Winner

DBMF

51.19%

5Y EPS CAGR

EMLP

12.08%

DBMF

N/A

EMLP vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	EMLP	DBMF
1 month	-2.36%	-1.25%
3 months	-0.82%	+0.75%
6 months	+14.82%	+11.71%
1 year	+19.04%	+27.54%
5 years(CAGR)	+15.74%	+8.65%
10 years(CAGR)	+10.15%	N/A
Max(CAGR)	+9.60%	+9.25%

EMLP

-2.36%

Winner

DBMF

-1.25%

EMLP

-0.82%

Winner

DBMF

+0.75%

Winner

EMLP

+14.82%

DBMF

+11.71%

EMLP

+19.04%

Winner

DBMF

+27.54%

5Y(CAGR)

Winner

EMLP

+15.74%

DBMF

+8.65%

10Y(CAGR)

EMLP

+10.15%

DBMF

N/A

Max(CAGR)

Winner

EMLP

+9.60%

DBMF

+9.25%

EMLP vs DBMF - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	EMLP	DBMF
2026	+13.14%	+10.27%
2025	+9.02%	+13.02%
2024	+32.40%	+7.00%
2023	+9.13%	-8.72%
2022	+9.95%	+20.44%
2021	+25.39%	+11.21%
2020	-12.95%	+0.47%
2019	+23.62%	+10.68%
2018	-9.37%	N/A
2017	+0.83%	N/A
2016	+29.40%	N/A
2015	-25.87%	N/A
2014	+25.38%	N/A
2013	+13.77%	N/A
2012	+6.34%	N/A

EMLP vs DBMF Drawdown Comparison

The maximum drawdown for EMLP was -43.61%, occurring on Mar 23, 2020. Recovery took 324 trading sessions.

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

The current EMLP drawdown is -3.96%. The current DBMF drawdown is -1.59%.

Rank	EMLP	DBMF
#1	-43.61% Feb 20, 2020 - Jun 3, 2021	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-35.59% Dec 29, 2014 - Mar 11, 2019	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-14.59% Jun 7, 2022 - Aug 18, 2022	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-14.40% Aug 25, 2022 - Jul 21, 2023	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-11.47% Jan 21, 2025 - Jul 18, 2025	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-9.73% Sep 5, 2014 - Nov 18, 2014	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-8.84% Jul 24, 2023 - Dec 1, 2023	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-8.83% Oct 17, 2012 - Jan 10, 2013	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-8.75% Nov 29, 2024 - Jan 21, 2025	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-8.38% May 21, 2013 - Feb 10, 2014	-3.89% May 6, 2022 - Jun 8, 2022
#11	-8.35% Apr 20, 2022 - Jun 7, 2022	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-7.35% Nov 26, 2014 - Dec 26, 2014	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-7.09% Jun 15, 2021 - Oct 19, 2021	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-6.72% Oct 20, 2021 - Jan 7, 2022	-2.86% May 2, 2022 - May 6, 2022
#15	-5.69% Sep 23, 2019 - Dec 24, 2019	-2.74% Mar 23, 2022 - Apr 5, 2022

Correlation

Correlation between EMLP and DBMF is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2012 - 2026)

EMLP vs DBMF dividend yield comparison.

Year	EMLP	DBMF
2026	0.70%	0.38%
2025	3.18%	5.91%
2024	3.19%	5.75%
2023	3.92%	2.91%
2022	3.15%	7.72%
2021	3.29%	10.38%
2020	4.70%	0.86%
2019	3.71%	9.35%
2018	4.71%	0.00%
2017	3.80%	0.00%
2016	3.62%	0.00%
2015	4.63%	0.00%
2014	3.08%	0.00%
2013	3.30%	0.00%
2012	1.20%	0.00%