SDMF vs FARX
Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and FRONTIER ASSET ABSOLUTE RETURN ETF (FARX, ETF).
SDMF vs FARX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SDMF
$13M
Winner
FARX
$13M
Expense Ratio
Winner
SDMF
0.35%
FARX
0.95%
Max Drawdown
SDMF
6.23%
Winner
FARX
6.15%
Sharpe Ratio
SDMF
0.02
Winner
FARX
1.83
5Y Beta
Winner
SDMF
0.09
FARX
0.22
SDMF vs FARX - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SDMF
-0.30%
FARX
-0.81%
3M
SDMF
+1.95%
Winner
FARX
+2.41%
6M
SDMF
N/A
FARX
+8.84%
1Y
SDMF
N/A
FARX
+18.10%
Max(CAGR)
SDMF
+3.12%
Winner
FARX
+13.06%
SDMF vs FARX - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | FARX |
|---|---|---|
| 2026 | +0.89% | +7.43% |
| 2025 | N/A | +10.24% |
| 2024 | N/A | +0.35% |
SDMF vs FARX Drawdown Comparison
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The maximum drawdown for FARX was -5.83%, occurring on Apr 7, 2025. Recovery took 105 trading sessions.
The current SDMF drawdown is -2.40%. The current FARX drawdown is -2.00%.
| Rank | SDMF | FARX |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -5.83% Feb 18, 2025 - Jul 21, 2025 |
| #2 | -2.40% Jun 3, 2026 - Jun 5, 2026 | -2.80% Jan 29, 2026 - Feb 25, 2026 |
| #3 | -0.23% Feb 25, 2026 - Feb 27, 2026 | -2.34% Mar 2, 2026 - Apr 1, 2026 |
| #4 | -0.03% Feb 20, 2026 - Feb 24, 2026 | -2.31% Jul 23, 2025 - Sep 2, 2025 |
| #5 | N/A | -2.00% Nov 12, 2025 - Nov 28, 2025 |
| #6 | N/A | -2.00% May 12, 2026 - Jun 5, 2026 |
| #7 | N/A | -1.93% Oct 8, 2025 - Oct 16, 2025 |
| #8 | N/A | -1.36% Oct 20, 2025 - Nov 11, 2025 |
| #9 | N/A | -1.23% Dec 26, 2025 - Jan 6, 2026 |
| #10 | N/A | -0.95% Jan 23, 2025 - Jan 30, 2025 |
| #11 | N/A | -0.76% Dec 11, 2025 - Dec 19, 2025 |
| #12 | N/A | -0.67% Jan 6, 2026 - Jan 12, 2026 |
| #13 | N/A | -0.54% Dec 26, 2024 - Jan 2, 2025 |
| #14 | N/A | -0.52% Apr 30, 2026 - May 8, 2026 |
| #15 | N/A | -0.51% Jan 14, 2026 - Jan 21, 2026 |
Correlation
Correlation between SDMF and FARX is 0.37 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.37
-101
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