ROE vs FMF

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

ROE vs FMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

ROE

$260M

FMF

$260M

Expense Ratio

Winner

ROE

0.49%

FMF

0.98%

Max Drawdown

Winner

ROE

19.46%

FMF

24.79%

Sharpe Ratio

Winner

ROE

1.92

FMF

1.39

5Y Beta

ROE

0.95

Winner

FMF

0.10

P/E Ratio

ROE

20.89

FMF

N/A

Forward P/E

ROE

16.71

FMF

N/A

PEG Ratio

ROE

0.11

FMF

N/A

5Y Dividends CAGR

ROE

N/A

FMF

228.25%

5Y EPS CAGR

ROE

22.45%

FMF

N/A

Debt to Equity

ROE

-17.25%

FMF

N/A

P/S Ratio

ROE

2.03

FMF

N/A

P/B Ratio

ROE

4.95

FMF

N/A

ROE vs FMF - Holdings Comparison

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

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

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

ROE vs FMF - Historical Returns

Returns include dividend reinvestment.

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

Winner

ROE

+5.63%

FMF

-1.52%

Winner

ROE

+17.80%

FMF

+0.35%

Winner

ROE

+19.84%

FMF

+10.39%

Winner

ROE

+35.19%

FMF

+18.03%

5Y(CAGR)

ROE

N/A

FMF

+4.29%

10Y(CAGR)

ROE

N/A

FMF

+2.70%

Max(CAGR)

Winner

ROE

+21.24%

FMF

+1.98%

ROE vs FMF - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	ROE	FMF
2026	+18.43%	+8.20%
2025	+17.17%	+4.23%
2024	+18.59%	+7.67%
2023	+4.30%	-0.38%
2022	N/A	+4.68%
2021	N/A	+3.45%
2020	N/A	+5.25%
2019	N/A	-5.32%
2018	N/A	-2.31%
2017	N/A	+2.33%
2016	N/A	-4.09%
2015	N/A	-0.47%
2014	N/A	-1.10%
2013	N/A	+3.46%

ROE vs FMF Drawdown Comparison

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

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

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

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

Correlation

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

0.86

-101

Dividend Comparison (2013 - 2026)

ROE vs FMF dividend yield comparison.

Year	ROE	FMF
2026	0.24%	0.37%
2025	0.97%	5.60%
2024	1.18%	4.85%
2023	0.68%	3.09%
2022	0.00%	0.41%
2021	0.00%	3.29%
2020	0.00%	0.02%
2019	0.00%	1.05%
2018	0.00%	1.56%
2017	0.00%	0.82%
2013	0.00%	2.38%

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ROE vs FMF

ROE vs FMF - Performance Comparison

Key Characteristics

ROE vs FMF - Holdings Comparison

ROE vs FMF - Historical Returns

ROE vs FMF - Annual Returns (2013 - 2026)

ROE vs FMF Drawdown Comparison

Correlation

Dividend Comparison (2013 - 2026)

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