FMF vs ROE

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and ASTORIA US EQUAL WEIGHT QUALITY KINGS ETF (ROE, ETF).

FMF vs ROE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	ROE(ETF)
Net Assets	$260M	$260M
Expense Ratio	0.98%	0.49%
Max Drawdown	24.79%	19.46%
Sharpe Ratio	1.39	1.92
5Y Beta	0.10	0.95
P/E Ratio	N/A	20.89
Forward P/E	N/A	16.71
PEG Ratio	N/A	0.11
5Y Dividends CAGR	228.25%	N/A
5Y EPS CAGR	N/A	22.45%
Debt to Equity	N/A	-17.25%
P/S Ratio	N/A	2.03
P/B Ratio	N/A	4.95

Net Assets

FMF

$260M

Winner

ROE

$260M

Expense Ratio

FMF

0.98%

Winner

ROE

0.49%

Max Drawdown

FMF

24.79%

Winner

ROE

19.46%

Sharpe Ratio

FMF

1.39

Winner

ROE

1.92

5Y Beta

Winner

FMF

0.10

ROE

0.95

P/E Ratio

FMF

N/A

ROE

20.89

Forward P/E

FMF

N/A

ROE

16.71

PEG Ratio

FMF

N/A

ROE

0.11

5Y Dividends CAGR

FMF

228.25%

ROE

N/A

5Y EPS CAGR

FMF

N/A

ROE

22.45%

Debt to Equity

FMF

N/A

ROE

-17.25%

P/S Ratio

FMF

N/A

ROE

2.03

P/B Ratio

FMF

N/A

ROE

4.95

FMF vs ROE - Holdings Comparison

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

FMF's top 25 holdings weight is 15.01%. ROE's top 25 holdings weight is 35.01%.

Rank	FMF	ROE
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 15.01%	n/a (DELL) - 2.25%
#2	N/A	MICRON TECHNOLOGY INC (MU) - 1.78%
#3	N/A	CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 1.64%
#4	N/A	QUALCOMM INC (QCOM) - 1.55%
#5	N/A	SANMINA CORP (SANM) - 1.52%
#6	N/A	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.51%
#7	N/A	FORTINET INC (FTNT) - 1.51%
#8	N/A	WESTERN DIGITAL CORP (WDC) - 1.51%
#9	N/A	MARVELL TECHNOLOGY INC (MRVL) - 1.43%
#10	N/A	NETAPP INC (NTAP) - 1.43%
#11	N/A	ORACLE CORP (ORCL) - 1.39%
#12	N/A	CISCO SYSTEMS INC (CSCO) - 1.37%
#13	N/A	NXP SEMICONDUCTORS NV (NXPI) - 1.37%
#14	N/A	FIRST SOLAR INC (FSLR) - 1.32%
#15	N/A	LAM RESEARCH CORP (LRCX) - 1.31%
#16	N/A	TEXAS INSTRUMENTS INC (TXN) - 1.31%
#17	N/A	APPLOVIN CORP ORDINARY SHARES CLASS A (APP) - 1.29%
#18	N/A	BROADCOM INC (AVGO) - 1.29%
#19	N/A	MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.24%
#20	N/A	APPLIED MATERIALS INC (AMAT) - 1.20%
#21	N/A	ARISTA NETWORKS INC (ANET) - 1.18%
#22	N/A	JABIL INC (JBL) - 1.18%
#23	N/A	KLA CORP (KLAC) - 1.16%
#24	N/A	COMFORT SYSTEMS USA INC (FIX) - 1.14%
#25	N/A	UNITED RENTALS INC (URI) - 1.13%
Total Holdings	1	103

FMF vs ROE - Historical Returns

Returns include dividend reinvestment.

Period	FMF	ROE
1 month	-1.52%	+5.63%
3 months	+0.35%	+17.80%
6 months	+10.39%	+19.84%
1 year	+18.03%	+35.19%
5 years(CAGR)	+4.29%	N/A
10 years(CAGR)	+2.70%	N/A
Max(CAGR)	+1.98%	+21.24%

FMF

-1.52%

Winner

ROE

+5.63%

FMF

+0.35%

Winner

ROE

+17.80%

FMF

+10.39%

Winner

ROE

+19.84%

FMF

+18.03%

Winner

ROE

+35.19%

5Y(CAGR)

FMF

+4.29%

ROE

N/A

10Y(CAGR)

FMF

+2.70%

ROE

N/A

Max(CAGR)

FMF

+1.98%

Winner

ROE

+21.24%

FMF vs ROE - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	FMF	ROE
2026	+8.20%	+18.43%
2025	+4.23%	+17.17%
2024	+7.67%	+18.59%
2023	-0.38%	+4.30%
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 ROE Drawdown Comparison

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

The maximum drawdown for ROE was -19.10%, occurring on Apr 8, 2025. Recovery took 142 trading sessions.

The current FMF drawdown is -1.75%. The current ROE drawdown is -0.89%.

Rank	FMF	ROE
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-19.10% Dec 2, 2024 - Jun 30, 2025
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-11.48% Aug 1, 2023 - Dec 11, 2023
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-8.65% Feb 25, 2026 - Apr 14, 2026
#4	-3.58% Dec 30, 2013 - Mar 27, 2014	-7.11% Jul 16, 2024 - Aug 23, 2024
#5	-3.42% Mar 12, 2026 - Apr 2, 2026	-6.89% Mar 28, 2024 - Jun 18, 2024
#6	-3.12% Oct 15, 2025 - Jan 9, 2026	-5.58% Oct 27, 2025 - Nov 28, 2025
#7	-2.51% May 18, 2026 - Jun 10, 2026	-4.39% Jun 4, 2026 - Jun 10, 2026
#8	-2.31% Feb 11, 2026 - Feb 19, 2026	-4.21% Aug 30, 2024 - Sep 19, 2024
#9	-2.22% Aug 2, 2013 - Oct 10, 2013	-3.82% Oct 14, 2024 - Nov 7, 2024
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-3.66% Oct 8, 2025 - Oct 27, 2025
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-3.37% Dec 11, 2025 - Jan 6, 2026
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-2.67% Nov 8, 2024 - Nov 22, 2024
#13	-1.28% Apr 29, 2026 - May 12, 2026	-2.33% Jul 28, 2025 - Aug 12, 2025
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-2.27% Jul 3, 2025 - Jul 23, 2025
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-2.23% Jan 28, 2026 - Feb 6, 2026

Correlation

Correlation between FMF and ROE is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2013 - 2026)

FMF vs ROE dividend yield comparison.

Year	FMF	ROE
2026	0.37%	0.24%
2025	5.60%	0.97%
2024	4.85%	1.18%
2023	3.09%	0.68%
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%

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FMF vs ROE

FMF vs ROE - Performance Comparison

Key Characteristics

FMF vs ROE - Holdings Comparison

FMF vs ROE - Historical Returns

FMF vs ROE - Annual Returns (2013 - 2026)

FMF vs ROE Drawdown Comparison

Correlation

Dividend Comparison (2013 - 2026)

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