ARCM vs. FXAIX
Compare and contrast key facts about Arrow Reserve Capital Management ETF (ARCM) and Fidelity 500 Index Fund (FXAIX).
ARCM is an actively managed fund by Arrow Funds. It was launched on Mar 31, 2017. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARCM or FXAIX.
Key characteristics
| ARCM | FXAIX | |
|---|---|---|
| YTD Return | 1.80% | 7.98% |
| 1Y Return | 5.49% | 28.23% |
| 3Y Return (Ann) | 2.32% | 8.87% |
| 5Y Return (Ann) | 1.85% | 13.61% |
| Sharpe Ratio | 0.84 | 2.33 |
| Daily Std Dev | 6.52% | 11.70% |
| Max Drawdown | -4.08% | -33.79% |
| Current Drawdown | 0.00% | -2.32% |
Correlation
The correlation between ARCM and FXAIX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ARCM vs. FXAIX - Performance Comparison
In the year-to-date period, ARCM achieves a 1.80% return, which is significantly lower than FXAIX's 7.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCM vs. FXAIX - Expense Ratio Comparison
ARCM has a 0.50% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
ARCM vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Reserve Capital Management ETF (ARCM) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
ARCM vs. FXAIX - Dividend Comparison
ARCM's dividend yield for the trailing twelve months is around 4.69%, more than FXAIX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCM Arrow Reserve Capital Management ETF | 4.69% | 4.26% | 0.90% | 0.02% | 0.84% | 2.32% | 1.90% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.36% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
ARCM vs. FXAIX - Drawdown Comparison
The maximum ARCM drawdown since its inception was -4.08%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for ARCM and FXAIX. For additional features, visit the drawdowns tool.
Volatility
ARCM vs. FXAIX - Volatility Comparison
The current volatility for Arrow Reserve Capital Management ETF (ARCM) is 0.13%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.10%. This indicates that ARCM experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.