FMF vs RSPS

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and INVESCO S&P 500 EQUAL WEIGHT CONSUMER STAPLES ETF (RSPS, ETF).

5-Year PerformanceFMF has outperformed RSPS, delivering a return of +4.7% compared to +2.7%

FMF vs RSPS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	RSPS(ETF)
Net Assets	$258M	$256M
Expense Ratio	0.98%	0.40%
Max Drawdown	24.79%	37.50%
Sharpe Ratio	0.80	0.25
5Y Beta	0.10	0.17
P/E Ratio	N/A	40.96
Forward P/E	N/A	17.15
PEG Ratio	N/A	0.97
5Y Dividends CAGR	227.06%	7.11%
5Y EPS CAGR	N/A	4.15%
Debt to Equity	N/A	13.16%
P/S Ratio	N/A	1.09
P/B Ratio	N/A	3.18

Net Assets

Winner

FMF

$258M

RSPS

$256M

Expense Ratio

FMF

0.98%

Winner

RSPS

0.40%

Max Drawdown

Winner

FMF

24.79%

RSPS

37.50%

Sharpe Ratio

Winner

FMF

0.80

RSPS

0.25

5Y Beta

Winner

FMF

0.10

RSPS

0.17

P/E Ratio

FMF

N/A

RSPS

40.96

Forward P/E

FMF

N/A

RSPS

17.15

PEG Ratio

FMF

N/A

RSPS

0.97

5Y Dividends CAGR

Winner

FMF

227.06%

RSPS

7.11%

5Y EPS CAGR

FMF

N/A

RSPS

4.15%

Debt to Equity

FMF

N/A

RSPS

13.16%

P/S Ratio

FMF

N/A

RSPS

1.09

P/B Ratio

FMF

N/A

RSPS

3.18

FMF vs RSPS - Holdings Comparison

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

FMF's top 25 holdings weight is 32.95%. RSPS's top 25 holdings weight is 75.77%.

Rank	FMF	RSPS
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 32.95%	KIMBERLY-CLARK CORP (KMB) - 3.29%
#2	N/A	DOLLAR TREE INC (DLTR) - 3.28%
#3	N/A	GENERAL MILLS INC (GIS) - 3.24%
#4	N/A	KENVUE INC (KVUE) - 3.20%
#5	N/A	SYSCO CORP (SYY) - 3.15%
#6	N/A	DOLLAR GENERAL CORP (DG) - 3.13%
#7	N/A	MCCORMICK & CO INC ORDINARY SHARES (NON VOTING) (MKC) - 3.13%
#8	N/A	MONSTER BEVERAGE CORP (MNST) - 3.12%
#9	N/A	COLGATE-PALMOLIVE CO (CL) - 3.08%
#10	N/A	THE KRAFT HEINZ CO (KHC) - 3.07%
#11	N/A	KEURIG DR PEPPER INC (KDP) - 3.06%
#12	N/A	TYSON FOODS INC CLASS A (TSN) - 3.06%
#13	N/A	THE HERSHEY CO (HSY) - 3.00%
#14	N/A	HORMEL FOODS CORP (HRL) - 3.00%
#15	N/A	TARGET CORP (TGT) - 2.96%
#16	N/A	PROCTER & GAMBLE CO (PG) - 2.96%
#17	N/A	COCA-COLA CO (KO) - 2.93%
#18	N/A	CHURCH & DWIGHT CO INC (CHD) - 2.93%
#19	N/A	PEPSICO INC (PEP) - 2.91%
#20	N/A	ALTRIA GROUP INC (MO) - 2.90%
#21	N/A	PHILIP MORRIS INTERNATIONAL INC (PM) - 2.90%
#22	N/A	JM SMUCKER CO (SJM) - 2.89%
#23	N/A	BROWN-FORMAN CORP REGISTERED SHS -B- NON VTG (BF-B) - 2.87%
#24	N/A	THE ESTEE LAUDER COMPANIES INC CLASS A (EL) - 2.86%
#25	N/A	CLOROX CO (CLX) - 2.85%
Total Holdings	1	36

FMF vs RSPS - Historical Returns

Returns include dividend reinvestment.

Period	FMF	RSPS
1 month	-0.21%	+5.24%
3 months	-2.65%	+7.73%
6 months	+1.05%	-1.93%
1 year	+10.49%	+7.46%
5 years(CAGR)	+4.70%	+2.75%
10 years(CAGR)	+2.71%	+4.85%
Max(CAGR)	+1.85%	+8.71%

FMF

-0.21%

Winner

RSPS

+5.24%

FMF

-2.65%

Winner

RSPS

+7.73%

Winner

FMF

+1.05%

RSPS

-1.93%

Winner

FMF

+10.49%

RSPS

+7.46%

5Y(CAGR)

Winner

FMF

+4.70%

RSPS

+2.75%

10Y(CAGR)

FMF

+2.71%

Winner

RSPS

+4.85%

Max(CAGR)

FMF

+1.85%

Winner

RSPS

+8.71%

FMF vs RSPS - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	FMF	RSPS
2026	+6.90%	+12.04%
2025	+4.23%	-0.71%
2024	+7.67%	-2.88%
2023	-0.38%	-5.16%
2022	+4.68%	+2.73%
2021	+3.45%	+15.63%
2020	+5.25%	+7.35%
2019	-5.32%	+28.79%
2018	-2.31%	-10.39%
2017	+2.33%	+13.65%
2016	-4.09%	+6.16%
2015	-0.47%	+13.71%
2014	-1.10%	+19.13%
2013	+3.46%	+29.36%
2012	N/A	+11.84%
2011	N/A	+13.49%
2010	N/A	+17.18%
2009	N/A	+26.22%
2008	N/A	-20.45%
2007	N/A	+8.92%
2006	N/A	+3.64%

FMF vs RSPS Drawdown Comparison

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

The maximum drawdown for RSPS was -35.93%, occurring on Mar 5, 2009. Recovery took 551 trading sessions.

The current FMF drawdown is -2.92%. The current RSPS drawdown is -1.93%.

Rank	FMF	RSPS
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-35.93% Dec 10, 2007 - Feb 18, 2010
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-25.40% Feb 14, 2020 - Aug 17, 2020
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-18.61% May 1, 2023 - Feb 11, 2026
#4	-4.51% May 18, 2026 - Jul 2, 2026	-16.40% Jan 29, 2018 - Apr 26, 2019
#5	-3.58% Dec 30, 2013 - Mar 27, 2014	-13.94% May 19, 2011 - Feb 9, 2012
#6	-3.42% Mar 12, 2026 - Apr 2, 2026	-13.75% Apr 21, 2022 - May 1, 2023
#7	-3.12% Oct 15, 2025 - Jan 9, 2026	-11.72% Feb 24, 2026 - Mar 20, 2026
#8	-2.31% Feb 11, 2026 - Feb 19, 2026	-10.86% Jul 8, 2016 - May 26, 2017
#9	-2.22% Aug 2, 2013 - Oct 10, 2013	-9.30% Aug 5, 2015 - Oct 22, 2015
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-9.13% Apr 21, 2010 - Oct 5, 2010
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-8.09% Sep 2, 2020 - Nov 13, 2020
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-7.67% Jan 14, 2022 - Apr 7, 2022
#13	-1.28% Apr 29, 2026 - May 12, 2026	-7.03% Jun 5, 2017 - Nov 29, 2017
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-6.99% Jun 4, 2021 - Dec 15, 2021
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-6.50% May 15, 2013 - Jul 15, 2013

Correlation

Correlation between FMF and RSPS is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2006 - 2026)

FMF vs RSPS dividend yield comparison.

Year	FMF	RSPS
2026	0.83%	1.43%
2025	5.60%	2.82%
2024	4.85%	2.86%
2023	3.09%	2.78%
2022	0.41%	2.31%
2021	3.29%	2.07%
2020	0.02%	2.14%
2019	1.05%	2.12%
2018	1.56%	2.43%
2017	0.82%	1.90%
2016	0.00%	1.76%
2015	0.00%	1.78%
2014	0.00%	1.74%
2013	2.38%	1.54%
2012	0.00%	2.37%
2011	0.00%	2.40%
2010	0.00%	1.97%
2009	0.00%	2.14%
2008	0.00%	2.32%
2007	0.00%	1.97%
2006	0.00%	0.30%