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FMF vs EMHC

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and STATE STREET(R) SPDR(R) BLOOMBERG EMERGING MARKETS USD BOND ETF (EMHC, ETF).

5-Year PerformanceFMF has outperformed EMHC, delivering a return of +4.6% compared to +1.4%

FMF vs EMHC - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
FMF
$272M
EMHC
$272M
Expense Ratio
FMF
0.98%
Winner
EMHC
0.23%
Max Drawdown
Winner
FMF
24.79%
EMHC
31.53%
Sharpe Ratio
Winner
FMF
1.23
EMHC
0.96
5Y Beta
Winner
FMF
0.10
EMHC
0.24
5Y Dividends CAGR
Winner
FMF
227.06%
EMHC
43.77%

FMF vs EMHC - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FMF
-0.50%
EMHC
-0.66%
3M
FMF
-1.09%
Winner
EMHC
+0.40%
6M
Winner
FMF
+5.68%
EMHC
+1.36%
1Y
Winner
FMF
+14.98%
EMHC
+8.89%
5Y(CAGR)
Winner
FMF
+4.62%
EMHC
+1.38%
10Y(CAGR)
FMF
+2.73%
EMHC
N/A
Max(CAGR)
Winner
FMF
+1.89%
EMHC
+1.86%

FMF vs EMHC - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

YearFMFEMHC
2026+7.19%+1.53%
2025+4.23%+13.83%
2024+7.67%+4.52%
2023-0.38%+9.66%
2022+4.68%-16.98%
2021+3.45%+1.68%
2020+5.25%N/A
2019-5.32%N/A
2018-2.31%N/A
2017+2.33%N/A
2016-4.09%N/A
2015-0.47%N/A
2014-1.10%N/A
2013+3.46%N/A

FMF vs EMHC Drawdown Comparison

The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.

The maximum drawdown for EMHC was -28.03%, occurring on Oct 20, 2022. Recovery took 1005 trading sessions.

The current FMF drawdown is -2.66%. The current EMHC drawdown is -1.03%.

RankFMFEMHC
#1-22.22%
Apr 2, 2014 - Mar 14, 2022
-28.03%
Sep 2, 2021 - Sep 5, 2025
#2-14.98%
Jun 14, 2022 - Oct 6, 2025
-4.37%
Feb 25, 2026 - Jun 2, 2026
#3-7.98%
Mar 14, 2022 - Jun 9, 2022
-1.24%
May 7, 2021 - May 25, 2021
#4-4.51%
May 18, 2026 - Jul 2, 2026
-1.23%
Apr 15, 2021 - May 7, 2021
#5-3.58%
Dec 30, 2013 - Mar 27, 2014
-1.17%
Jun 11, 2021 - Jul 15, 2021
#6-3.42%
Mar 12, 2026 - Apr 2, 2026
-1.09%
Jun 18, 2026 - Jul 20, 2026
#7-3.12%
Oct 15, 2025 - Jan 9, 2026
-1.00%
Oct 27, 2025 - Nov 26, 2025
#8-2.31%
Feb 11, 2026 - Feb 19, 2026
-0.94%
Sep 11, 2025 - Sep 23, 2025
#9-2.22%
Aug 2, 2013 - Oct 10, 2013
-0.94%
Dec 30, 2025 - Jan 23, 2026
#10-1.69%
Feb 4, 2026 - Feb 6, 2026
-0.87%
Jun 2, 2026 - Jun 11, 2026
#11-1.56%
Jan 15, 2026 - Feb 3, 2026
-0.86%
Dec 3, 2025 - Dec 16, 2025
#12-1.47%
Oct 22, 2013 - Nov 14, 2013
-0.84%
Aug 4, 2021 - Aug 27, 2021
#13-1.28%
Apr 29, 2026 - May 12, 2026
-0.65%
Jul 20, 2021 - Aug 2, 2021
#14-1.27%
Mar 2, 2026 - Mar 4, 2026
-0.54%
Sep 24, 2025 - Oct 9, 2025
#15-1.18%
Oct 8, 2025 - Oct 13, 2025
-0.42%
Jun 2, 2021 - Jun 4, 2021

Correlation

Correlation between FMF and EMHC is 0.44 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.44
-101

Dividend Comparison (2013 - 2026)

FMF vs EMHC dividend yield comparison.

YearFMFEMHC
20260.83%2.83%
20255.60%6.16%
20244.85%5.95%
20233.09%5.13%
20220.41%5.11%
20213.29%2.97%
20200.02%0.00%
20191.05%0.00%
20181.56%0.00%
20170.82%0.00%
20132.38%0.00%

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