FMF vs SIO
Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and TOUCHSTONE STRATEGIC INCOME ETF (SIO, ETF).
FMF vs SIO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FMF
$260M
SIO
$260M
Expense Ratio
FMF
0.98%
Winner
SIO
0.50%
Max Drawdown
FMF
24.79%
Winner
SIO
8.43%
Sharpe Ratio
Winner
FMF
1.39
SIO
0.62
5Y Beta
FMF
0.10
Winner
SIO
0.06
5Y Dividends CAGR
FMF
228.25%
SIO
N/A
FMF vs SIO - Historical Returns
Returns include dividend reinvestment.
1M
FMF
-1.52%
Winner
SIO
+0.39%
3M
FMF
+0.35%
Winner
SIO
+0.69%
6M
Winner
FMF
+10.39%
SIO
+1.52%
1Y
Winner
FMF
+18.03%
SIO
+6.16%
5Y(CAGR)
FMF
+4.29%
SIO
N/A
10Y(CAGR)
FMF
+2.70%
SIO
N/A
Max(CAGR)
FMF
+1.98%
Winner
SIO
+6.59%
FMF vs SIO - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | FMF | SIO |
|---|---|---|
| 2026 | +8.20% | +1.13% |
| 2025 | +4.23% | +9.20% |
| 2024 | +7.67% | +6.44% |
| 2023 | -0.38% | +8.06% |
| 2022 | +4.68% | +0.71% |
| 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 SIO Drawdown Comparison
The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.
The maximum drawdown for SIO was -6.95%, occurring on Oct 20, 2022. Recovery took 101 trading sessions.
The current FMF drawdown is -1.75%. The current SIO drawdown is -0.84%.
| Rank | FMF | SIO |
|---|---|---|
| #1 | -22.22% Apr 2, 2014 - Mar 14, 2022 | -6.95% Aug 12, 2022 - Jan 6, 2023 |
| #2 | -14.98% Jun 14, 2022 - Oct 6, 2025 | -4.86% Feb 2, 2023 - Nov 29, 2023 |
| #3 | -7.98% Mar 14, 2022 - Jun 9, 2022 | -3.18% Sep 20, 2024 - Feb 26, 2025 |
| #4 | -3.58% Dec 30, 2013 - Mar 27, 2014 | -2.62% Feb 27, 2026 - Mar 27, 2026 |
| #5 | -3.42% Mar 12, 2026 - Apr 2, 2026 | -2.38% Mar 28, 2024 - May 15, 2024 |
| #6 | -3.12% Oct 15, 2025 - Jan 9, 2026 | -2.26% Apr 3, 2025 - Apr 29, 2025 |
| #7 | -2.51% May 18, 2026 - Jun 10, 2026 | -1.46% Feb 1, 2024 - Mar 6, 2024 |
| #8 | -2.31% Feb 11, 2026 - Feb 19, 2026 | -1.30% Oct 27, 2025 - Dec 26, 2025 |
| #9 | -2.22% Aug 2, 2013 - Oct 10, 2013 | -1.19% May 16, 2024 - Jun 4, 2024 |
| #10 | -1.69% Feb 4, 2026 - Feb 6, 2026 | -1.06% Dec 26, 2025 - Feb 10, 2026 |
| #11 | -1.56% Jan 15, 2026 - Feb 3, 2026 | -1.04% Jun 30, 2025 - Jul 28, 2025 |
| #12 | -1.47% Oct 22, 2013 - Nov 14, 2013 | -1.03% Dec 27, 2023 - Jan 12, 2024 |
| #13 | -1.28% Apr 29, 2026 - May 12, 2026 | -1.00% Apr 30, 2025 - May 30, 2025 |
| #14 | -1.27% Mar 2, 2026 - Mar 4, 2026 | -0.95% Mar 8, 2024 - Mar 27, 2024 |
| #15 | -1.18% Oct 8, 2025 - Oct 13, 2025 | -0.81% Mar 3, 2025 - Apr 1, 2025 |
Correlation
Correlation between FMF and SIO is 0.72 which considered as a strong positive correlation - the stocks tend to move together.
0.72
-101
Dividend Comparison (2013 - 2026)
FMF vs SIO dividend yield comparison.
| Year | FMF | SIO |
|---|---|---|
| 2026 | 0.37% | 2.00% |
| 2025 | 5.60% | 6.80% |
| 2024 | 4.85% | 5.30% |
| 2023 | 3.09% | 5.37% |
| 2022 | 0.41% | 3.12% |
| 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% |
Select Stocks to Compare
Popular: FMF vs SPYSIO vs SPY
More Comparisons
Compare with similar stocks