FLJP vs DBMF

Comparison between FRANKLIN FTSE JAPAN ETF (FLJP, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceFLJP has outperformed DBMF, delivering a return of +8.8% compared to +8.0%

FLJP vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FLJP(ETF)	DBMF(ETF)
Net Assets	$3.80B	$3.90B
Expense Ratio	0.09%	0.85%
Max Drawdown	33.92%	29.26%
Sharpe Ratio	1.33	1.76
5Y Beta	0.84	0.27
5Y Dividends CAGR	57.58%	51.19%

Net Assets

FLJP

$3.80B

Winner

DBMF

$3.90B

Expense Ratio

Winner

FLJP

0.09%

DBMF

0.85%

Max Drawdown

FLJP

33.92%

Winner

DBMF

29.26%

Sharpe Ratio

FLJP

1.33

Winner

DBMF

1.76

5Y Beta

FLJP

0.84

Winner

DBMF

0.27

5Y Dividends CAGR

Winner

FLJP

57.58%

DBMF

51.19%

FLJP vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	FLJP	DBMF
1 month	+0.25%	-0.64%
3 months	+9.80%	+0.13%
6 months	+14.58%	+11.24%
1 year	+30.88%	+27.33%
5 years(CAGR)	+8.83%	+7.97%
10 years(CAGR)	+7.81%	N/A
Max(CAGR)	+7.81%	+9.22%

Winner

FLJP

+0.25%

DBMF

-0.64%

Winner

FLJP

+9.80%

DBMF

+0.13%

Winner

FLJP

+14.58%

DBMF

+11.24%

Winner

FLJP

+30.88%

DBMF

+27.33%

5Y(CAGR)

Winner

FLJP

+8.83%

DBMF

+7.97%

10Y(CAGR)

FLJP

+7.81%

DBMF

N/A

Max(CAGR)

FLJP

+7.81%

Winner

DBMF

+9.22%

FLJP vs DBMF - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	FLJP	DBMF
2026	+13.91%	+9.91%
2025	+26.94%	+13.02%
2024	+7.87%	+7.00%
2023	+19.48%	-8.72%
2022	-16.44%	+20.44%
2021	+2.32%	+11.21%
2020	+14.69%	+0.47%
2019	+18.49%	+10.68%
2018	-14.43%	N/A
2017	+2.22%	N/A

FLJP vs DBMF Drawdown Comparison

The maximum drawdown for FLJP was -32.48%, occurring on Oct 14, 2022. Recovery took 621 trading sessions.

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

The current FLJP drawdown is -1.49%. The current DBMF drawdown is -1.91%.

Rank	FLJP	DBMF
#1	-32.48% Sep 15, 2021 - Mar 6, 2024	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-31.07% Jan 26, 2018 - Nov 5, 2020	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-14.17% Sep 26, 2024 - Apr 28, 2025	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-13.30% Feb 11, 2026 - Jun 4, 2026	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-11.41% Jul 16, 2024 - Aug 23, 2024	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-8.31% Feb 16, 2021 - Sep 3, 2021	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-7.63% Mar 22, 2024 - Jul 16, 2024	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-5.57% Oct 6, 2025 - Oct 20, 2025	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-5.51% Nov 12, 2025 - Dec 11, 2025	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-4.96% Aug 23, 2024 - Sep 26, 2024	-3.89% May 6, 2022 - Jun 8, 2022
#11	-4.73% Jun 4, 2026 - Jun 10, 2026	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-4.52% Jun 27, 2025 - Jul 23, 2025	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-3.74% Jan 14, 2021 - Feb 8, 2021	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-3.38% Jul 24, 2025 - Aug 7, 2025	-2.86% May 2, 2022 - May 6, 2022
#15	-3.35% Jun 2, 2025 - Jun 27, 2025	-2.74% Mar 23, 2022 - Apr 5, 2022