FMF vs RTH

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and VANECK RETAIL ETF (RTH, ETF).

5-Year PerformanceRTH has outperformed FMF, delivering a return of +9.5% compared to +4.2%

FMF vs RTH - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	RTH(ETF)
Net Assets	$266M	$265M
Expense Ratio	0.98%	0.35%
Max Drawdown	24.79%	43.40%
Sharpe Ratio	1.52	0.47
5Y Beta	0.10	0.63
P/E Ratio	N/A	28.02
Forward P/E	N/A	22.57
PEG Ratio	N/A	0.77
5Y Dividends CAGR	228.25%	14.69%
5Y EPS CAGR	N/A	25.35%
Debt to Equity	N/A	-25.72%
P/S Ratio	N/A	0.52
P/B Ratio	N/A	6.46

Net Assets

Winner

FMF

$266M

RTH

$265M

Expense Ratio

FMF

0.98%

Winner

RTH

0.35%

Max Drawdown

Winner

FMF

24.79%

RTH

43.40%

Sharpe Ratio

Winner

FMF

1.52

RTH

0.47

5Y Beta

Winner

FMF

0.10

RTH

0.63

P/E Ratio

FMF

N/A

RTH

28.02

Forward P/E

FMF

N/A

RTH

22.57

PEG Ratio

FMF

N/A

RTH

0.77

5Y Dividends CAGR

Winner

FMF

228.25%

RTH

14.69%

5Y EPS CAGR

FMF

N/A

RTH

25.35%

Debt to Equity

FMF

N/A

RTH

-25.72%

P/S Ratio

FMF

N/A

RTH

0.52

P/B Ratio

FMF

N/A

RTH

6.46

FMF vs RTH - Holdings Comparison

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

FMF's top 25 holdings weight is 14.80%. RTH's top 25 holdings weight is 99.94%.

Rank	FMF	RTH
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 14.80%	AMAZON.COM INC (AMZN) - 24.79%
#2	N/A	WALMART INC (WMT) - 11.00%
#3	N/A	COSTCO WHOLESALE CORP (COST) - 8.50%
#4	N/A	CVS HEALTH CORP (CVS) - 5.04%
#5	N/A	TJX COMPANIES INC (TJX) - 5.00%
#6	N/A	THE HOME DEPOT INC (HD) - 4.40%
#7	N/A	O'REILLY AUTOMOTIVE INC (ORLY) - 4.08%
#8	N/A	ROSS STORES INC (ROST) - 4.01%
#9	N/A	LOWE'S COMPANIES INC (LOW) - 3.84%
#10	N/A	MCKESSON CORP (MCK) - 3.61%
#11	N/A	AUTOZONE INC (AZO) - 2.71%
#12	N/A	TARGET CORP (TGT) - 2.63%
#13	N/A	FASTENAL CO (FAST) - 2.60%
#14	N/A	CENCORA INC (COR) - 2.47%
#15	N/A	JD.COM INC ADR (JD) - 2.40%
#16	N/A	CARDINAL HEALTH INC (CAH) - 2.37%
#17	N/A	CARVANA CO CLASS A (CVNA) - 2.35%
#18	N/A	SYSCO CORP (SYY) - 1.72%
#19	N/A	THE KROGER CO (KR) - 1.58%
#20	N/A	ULTA BEAUTY INC (ULTA) - 1.18%
#21	N/A	DOLLAR GENERAL CORP (DG) - 1.07%
#22	N/A	TRACTOR SUPPLY CO (TSCO) - 0.72%
#23	N/A	LULULEMON ATHLETICA INC (LULU) - 0.68%
#24	N/A	DOLLAR TREE INC (DLTR) - 0.64%
#25	N/A	BEST BUY CO INC (BBY) - 0.55%
Total Holdings	1	26

FMF vs RTH - Historical Returns

Returns include dividend reinvestment.

Period	FMF	RTH
1 month	-1.07%	-4.48%
3 months	+1.23%	-1.92%
6 months	+9.42%	+1.69%
1 year	+18.71%	+9.41%
5 years(CAGR)	+4.23%	+9.54%
10 years(CAGR)	+2.80%	+14.01%
Max(CAGR)	+1.97%	+9.71%

Winner

FMF

-1.07%

RTH

-4.48%

Winner

FMF

+1.23%

RTH

-1.92%

Winner

FMF

+9.42%

RTH

+1.69%

Winner

FMF

+18.71%

RTH

+9.41%

5Y(CAGR)

FMF

+4.23%

Winner

RTH

+9.54%

10Y(CAGR)

FMF

+2.80%

Winner

RTH

+14.01%

Max(CAGR)

FMF

+1.97%

Winner

RTH

+9.71%

FMF vs RTH - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	FMF	RTH
2026	+8.02%	+2.79%
2025	+4.23%	+12.67%
2024	+7.67%	+20.14%
2023	-0.38%	+19.40%
2022	+4.68%	-17.57%
2021	+3.45%	+25.47%
2020	+5.25%	+30.86%
2019	-5.32%	+28.18%
2018	-2.31%	+2.49%
2017	+2.33%	+21.66%
2016	-4.09%	+1.05%
2015	-0.47%	+11.40%
2014	-1.10%	+18.76%
2013	+3.46%	+38.77%
2012	N/A	+18.95%
2011	N/A	+6.15%
2010	N/A	+15.19%
2009	N/A	+23.19%
2008	N/A	-16.95%
2007	N/A	-6.40%
2006	N/A	+6.04%
2005	N/A	-3.69%
2004	N/A	+11.30%
2003	N/A	+25.44%
2002	N/A	-27.01%
2001	N/A	-1.18%

FMF vs RTH Drawdown Comparison

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

The maximum drawdown for RTH was -42.33%, occurring on Mar 9, 2009. Recovery took 693 trading sessions.

The current FMF drawdown is -1.91%. The current RTH drawdown is -5.06%.

Rank	FMF	RTH
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-42.33% Jul 13, 2007 - Apr 14, 2010
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-37.22% Mar 19, 2002 - Nov 15, 2004
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-28.40% May 22, 2001 - Feb 26, 2002
#4	-3.58% Dec 30, 2013 - Mar 27, 2014	-24.99% Nov 18, 2021 - Feb 1, 2024
#5	-3.42% Mar 12, 2026 - Apr 2, 2026	-24.86% Feb 20, 2020 - May 27, 2020
#6	-3.12% Oct 15, 2025 - Jan 9, 2026	-21.16% Sep 12, 2018 - Jul 3, 2019
#7	-2.31% Feb 11, 2026 - Feb 19, 2026	-19.89% Apr 26, 2010 - Dec 16, 2010
#8	-2.22% Aug 2, 2013 - Oct 10, 2013	-16.66% May 12, 2011 - Nov 11, 2011
#9	-1.91% May 18, 2026 - Jun 5, 2026	-14.37% Nov 15, 2004 - Jul 19, 2005
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-13.89% Dec 29, 2015 - Jul 8, 2016
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-13.80% Feb 4, 2025 - Aug 6, 2025
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-13.16% Jul 28, 2005 - Jan 11, 2007
#13	-1.28% Apr 29, 2026 - May 12, 2026	-12.77% Jan 29, 2018 - Jul 17, 2018
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-10.50% Aug 15, 2016 - Apr 24, 2017
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-9.68% Aug 5, 2015 - Dec 4, 2015

Correlation

Correlation between FMF and RTH is 0.70 which considered as a strong positive correlation - the stocks tend to move together.

0.70

-101

Dividend Comparison (2001 - 2026)

FMF vs RTH dividend yield comparison.

Year	FMF	RTH
2026	0.37%	0.00%
2025	5.60%	0.97%
2024	4.85%	0.77%
2023	3.09%	1.07%
2022	0.41%	1.16%
2021	3.29%	0.78%
2020	0.02%	0.64%
2019	1.05%	0.91%
2018	1.56%	1.05%
2017	0.82%	1.56%
2016	0.00%	1.84%
2015	0.00%	2.25%
2014	0.00%	0.41%
2013	2.38%	1.00%
2012	0.00%	1.98%
2011	0.00%	1.91%
2010	0.00%	1.64%
2009	0.00%	1.19%
2008	0.00%	1.54%
2007	0.00%	0.80%
2006	0.00%	2.19%
2001	0.00%	0.21%