FMF vs GEME

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and PACIFIC NOS GLOBAL EM EQUITY ACTIVE ETF (GEME, ETF).

FMF vs GEME - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	GEME(ETF)
Net Assets	$266M	$265M
Expense Ratio	0.98%	0.75%
Max Drawdown	24.79%	16.86%
Sharpe Ratio	1.52	2.24
5Y Beta	0.10	0.91
5Y Dividends CAGR	228.25%	N/A

Net Assets

Winner

FMF

$266M

GEME

$265M

Expense Ratio

FMF

0.98%

Winner

GEME

0.75%

Max Drawdown

FMF

24.79%

Winner

GEME

16.86%

Sharpe Ratio

FMF

1.52

Winner

GEME

2.24

5Y Beta

Winner

FMF

0.10

GEME

0.91

5Y Dividends CAGR

FMF

228.25%

GEME

N/A

FMF vs GEME - Holdings Comparison

FMF and GEME have 0 common holdings. Overlap is 0.00%

FMF's top 25 holdings weight is 14.80%. GEME's top 25 holdings weight is 69.13%.

Rank	FMF	GEME
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 14.80%	TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD (n/a) - 9.85%
#2	N/A	SK SQUARE (n/a) - 5.31%
#3	N/A	SAMSUNG ELECTRONICS CO LTD PARTICIPATING PREFERRED (n/a) - 5.19%
#4	N/A	ALIBABA GROUP HOLDING LTD ORDINARY SHARES (n/a) - 4.14%
#5	N/A	MEDIATEK INC (n/a) - 3.88%
#6	N/A	CONTEMPORARY AMPEREX TECHNOLOGY CO LTD CLASS A (n/a) - 3.86%
#7	N/A	UNITED MICROELECTRONICS CORP (n/a) - 3.78%
#8	N/A	SAMSUNG ELECTRONICS CO LTD (n/a) - 3.65%
#9	N/A	SK INC (n/a) - 3.36%
#10	N/A	YPF SA ADR (YPF) - 3.29%
#11	N/A	LOTES CO LTD (n/a) - 2.92%
#12	N/A	ICICI BANK LTD ADR (IBN) - 2.79%
#13	N/A	KIA CORP (n/a) - 2.45%
#14	N/A	JD.COM INC ADR (JD) - 2.31%
#15	N/A	NASPERS LTD CLASS N (n/a) - 2.24%
#16	N/A	CP ALL PCL (n/a) - 2.15%
#17	N/A	NINGBO DEYE TECHNOLOGY CORP CLASS A (n/a) - 2.10%
#18	N/A	MALAYAN BANKING BHD (n/a) - 2.07%
#19	N/A	MINTH GROUP LTD (n/a) - 1.90%
#20	N/A	PKO BANK POLSKI SA (n/a) - 1.89%
#21	N/A	N/A
#22	N/A	N/A
#23	N/A	N/A
#24	N/A	N/A
#25	N/A	N/A
Total Holdings	1	20

FMF vs GEME - Historical Returns

Returns include dividend reinvestment.

Period	FMF	GEME
1 month	-1.07%	+0.89%
3 months	+1.23%	+15.53%
6 months	+9.42%	+32.57%
1 year	+18.71%	+65.17%
5 years(CAGR)	+4.23%	N/A
10 years(CAGR)	+2.80%	N/A
Max(CAGR)	+1.97%	+51.42%

FMF

-1.07%

Winner

GEME

+0.89%

FMF

+1.23%

Winner

GEME

+15.53%

FMF

+9.42%

Winner

GEME

+32.57%

FMF

+18.71%

Winner

GEME

+65.17%

5Y(CAGR)

FMF

+4.23%

GEME

N/A

10Y(CAGR)

FMF

+2.80%

GEME

N/A

Max(CAGR)

FMF

+1.97%

Winner

GEME

+51.42%

FMF vs GEME - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	FMF	GEME
2026	+8.02%	+26.06%
2025	+4.23%	+37.24%
2024	+7.67%	N/A
2023	-0.38%	N/A
2022	+4.68%	N/A
2021	+3.45%	N/A
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 GEME Drawdown Comparison

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

The maximum drawdown for GEME was -16.86%, occurring on Apr 7, 2025. Recovery took 58 trading sessions.

The current FMF drawdown is -1.91%. The current GEME drawdown is -8.52%.

Rank	FMF	GEME
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-16.86% Mar 17, 2025 - Jun 9, 2025
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-13.46% Feb 25, 2026 - Apr 22, 2026
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-8.52% Jun 2, 2026 - Jun 5, 2026
#4	-3.58% Dec 30, 2013 - Mar 27, 2014	-5.68% Oct 27, 2025 - Dec 8, 2025
#5	-3.42% Mar 12, 2026 - Apr 2, 2026	-5.29% Feb 21, 2025 - Mar 17, 2025
#6	-3.12% Oct 15, 2025 - Jan 9, 2026	-5.08% May 11, 2026 - May 26, 2026
#7	-2.31% Feb 11, 2026 - Feb 19, 2026	-4.69% Oct 3, 2025 - Oct 24, 2025
#8	-2.22% Aug 2, 2013 - Oct 10, 2013	-4.18% Jul 23, 2025 - Aug 13, 2025
#9	-1.91% May 18, 2026 - Jun 5, 2026	-2.75% Jan 28, 2026 - Feb 9, 2026
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-2.65% Jan 30, 2025 - Feb 10, 2025
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-2.35% Feb 20, 2026 - Feb 25, 2026
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-2.32% Jul 2, 2025 - Jul 15, 2025
#13	-1.28% Apr 29, 2026 - May 12, 2026	-2.21% Jun 12, 2025 - Jun 24, 2025
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-1.90% Aug 28, 2025 - Sep 8, 2025
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-1.89% Aug 13, 2025 - Aug 22, 2025

Correlation

Correlation between FMF and GEME is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2013 - 2026)

FMF vs GEME dividend yield comparison.

Year	FMF	GEME
2026	0.37%	0.00%
2025	5.60%	7.01%
2024	4.85%	0.00%
2023	3.09%	0.00%
2022	0.41%	0.00%
2021	3.29%	0.00%
2020	0.02%	0.00%
2019	1.05%	0.00%
2018	1.56%	0.00%
2017	0.82%	0.00%
2013	2.38%	0.00%