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