PortfoliosLab logoPortfoliosLab logo
ARBFX vs. AEDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARBFX vs. AEDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Arbitrage Fund (ARBFX) and Water Island Event-Driven Fund (AEDNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ARBFX vs. AEDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARBFX
The Arbitrage Fund
0.45%8.01%2.61%5.94%-1.02%0.85%5.42%3.57%2.12%2.59%
AEDNX
Water Island Event-Driven Fund
-0.23%8.67%2.26%5.90%-0.63%1.18%13.42%4.76%-0.15%3.89%

Returns By Period

In the year-to-date period, ARBFX achieves a 0.45% return, which is significantly higher than AEDNX's -0.23% return. Over the past 10 years, ARBFX has underperformed AEDNX with an annualized return of 3.20%, while AEDNX has yielded a comparatively higher 4.13% annualized return.


ARBFX

1D
0.00%
1M
-0.37%
YTD
0.45%
6M
2.38%
1Y
5.95%
3Y*
5.57%
5Y*
3.01%
10Y*
3.20%

AEDNX

1D
0.08%
1M
-1.24%
YTD
-0.23%
6M
1.67%
1Y
5.75%
3Y*
5.34%
5Y*
2.90%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARBFX vs. AEDNX - Expense Ratio Comparison

ARBFX has a 1.43% expense ratio, which is lower than AEDNX's 1.44% expense ratio.


Return for Risk

ARBFX vs. AEDNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARBFX
ARBFX Risk / Return Rank: 9696
Overall Rank
ARBFX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ARBFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ARBFX Omega Ratio Rank: 9696
Omega Ratio Rank
ARBFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ARBFX Martin Ratio Rank: 9797
Martin Ratio Rank

AEDNX
AEDNX Risk / Return Rank: 9494
Overall Rank
AEDNX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AEDNX Sortino Ratio Rank: 9595
Sortino Ratio Rank
AEDNX Omega Ratio Rank: 9595
Omega Ratio Rank
AEDNX Calmar Ratio Rank: 9292
Calmar Ratio Rank
AEDNX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARBFX vs. AEDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Arbitrage Fund (ARBFX) and Water Island Event-Driven Fund (AEDNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ARBFXAEDNXDifference

Sharpe ratio

Return per unit of total volatility

2.45

2.22

+0.23

Sortino ratio

Return per unit of downside risk

3.79

3.09

+0.70

Omega ratio

Gain probability vs. loss probability

1.59

1.54

+0.05

Calmar ratio

Return relative to maximum drawdown

3.28

2.76

+0.51

Martin ratio

Return relative to average drawdown

16.11

12.89

+3.22

ARBFX vs. AEDNX - Sharpe Ratio Comparison

The current ARBFX Sharpe Ratio is 2.45, which is comparable to the AEDNX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ARBFX and AEDNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ARBFXAEDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.22

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.72

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.81

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.62

-0.28

Correlation

The correlation between ARBFX and AEDNX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ARBFX vs. AEDNX - Dividend Comparison

ARBFX's dividend yield for the trailing twelve months is around 3.57%, more than AEDNX's 0.95% yield.


TTM20252024202320222021202020192018201720162015
ARBFX
The Arbitrage Fund
3.57%3.59%0.94%1.92%3.67%0.53%6.94%2.12%1.71%3.55%0.96%2.36%
AEDNX
Water Island Event-Driven Fund
0.95%0.95%0.20%0.72%0.00%0.00%0.24%0.46%1.78%0.62%0.00%2.79%

Drawdowns

ARBFX vs. AEDNX - Drawdown Comparison

The maximum ARBFX drawdown since its inception was -38.01%, which is greater than AEDNX's maximum drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for ARBFX and AEDNX.


Loading graphics...

Drawdown Indicators


ARBFXAEDNXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-13.03%

-24.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-2.05%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-7.64%

-8.94%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-11.90%

-12.24%

+0.34%

Current Drawdown

Current decline from peak

-0.44%

-1.24%

+0.80%

Average Drawdown

Average peak-to-trough decline

-2.38%

-2.73%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.44%

-0.07%

Volatility

ARBFX vs. AEDNX - Volatility Comparison

The current volatility for The Arbitrage Fund (ARBFX) is 0.61%, while Water Island Event-Driven Fund (AEDNX) has a volatility of 1.07%. This indicates that ARBFX experiences smaller price fluctuations and is considered to be less risky than AEDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ARBFXAEDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.07%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

1.71%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

2.65%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.66%

4.02%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.13%

-0.71%