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FAAR vs ASMF
First Trust Alternative Absolute Return Strategy ETF vs Virtus AlphaSimplex Managed Futures ETF
Key differences
- ASMF costs 0.18% less per year.
- FAAR is significantly larger than ASMF — larger funds tend to be more liquid and less likely to close.
- FAAR covers north america markets; ASMF covers global.
- FAAR follows a long short strategy; ASMF uses managed futures.
- FAAR has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| FAAR | ASMF | |
|---|---|---|
| Annual cost (TER) | 0.98% | 0.80% |
| Fund size (AUM) | $168M | $31M |
| Since | 2016 | 2024 |
| Dividend yield | 9.07% | 0.20% |
| Asset class | alternative | alternative |
| Region | north america | global |
| Strategy | long short | managed futures |
| CAGR 1Y | +41.1% | +17.3% |
| CAGR 3Y | +12.0% | N/A |
| CAGR 5Y | +8.5% | N/A |
| Sharpe 3Y | 0.74 | N/A |
| Volatility 1Y | 13.44% | 11.10% |
| Max drawdown | -18.03% | -15.30% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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