ARCM vs. GYLD
Compare and contrast key facts about Arrow Reserve Capital Management ETF (ARCM) and Arrow Dow Jones Global Yield ETF (GYLD).
ARCM and GYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARCM is an actively managed fund by Arrow Funds. It was launched on Mar 31, 2017. GYLD is a passively managed fund by Arrow Funds that tracks the performance of the DJ Brookfield Global Infrastructure Composite Yield. It was launched on May 8, 2012.
Performance
ARCM vs. GYLD - Performance Comparison
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ARCM vs. GYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCM Arrow Reserve Capital Management ETF | 0.71% | 4.11% | 5.24% | 4.72% | 0.69% | -0.26% | 0.95% | 2.70% | 1.33% | 0.82% |
GYLD Arrow Dow Jones Global Yield ETF | 3.35% | 19.85% | 3.83% | 10.36% | -7.73% | 18.03% | -11.17% | 13.29% | -9.97% | 1.71% |
Returns By Period
In the year-to-date period, ARCM achieves a 0.71% return, which is significantly lower than GYLD's 3.35% return.
ARCM
- 1D
- 0.03%
- 1M
- 0.12%
- YTD
- 0.71%
- 6M
- 1.67%
- 1Y
- 3.77%
- 3Y*
- 4.60%
- 5Y*
- 3.03%
- 10Y*
- —
GYLD
- 1D
- 1.29%
- 1M
- -2.12%
- YTD
- 3.35%
- 6M
- 6.86%
- 1Y
- 15.35%
- 3Y*
- 12.02%
- 5Y*
- 6.98%
- 10Y*
- 4.92%
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ARCM vs. GYLD - Expense Ratio Comparison
ARCM has a 0.50% expense ratio, which is lower than GYLD's 0.75% expense ratio.
Return for Risk
ARCM vs. GYLD — Risk / Return Rank
ARCM
GYLD
ARCM vs. GYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Reserve Capital Management ETF (ARCM) and Arrow Dow Jones Global Yield ETF (GYLD). 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.
| ARCM | GYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 8.72 | 1.19 | +7.53 |
Sortino ratioReturn per unit of downside risk | 18.04 | 1.61 | +16.43 |
Omega ratioGain probability vs. loss probability | 4.62 | 1.22 | +3.40 |
Calmar ratioReturn relative to maximum drawdown | 30.46 | 1.87 | +28.58 |
Martin ratioReturn relative to average drawdown | 243.95 | 7.27 | +236.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARCM | GYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.72 | 1.19 | +7.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.52 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.19 | -0.19 |
Correlation
The correlation between ARCM and GYLD is 0.03, 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.
Dividends
ARCM vs. GYLD - Dividend Comparison
ARCM's dividend yield for the trailing twelve months is around 3.88%, less than GYLD's 7.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCM Arrow Reserve Capital Management ETF | 3.88% | 4.13% | 4.87% | 4.26% | 0.90% | 0.02% | 0.84% | 2.32% | 1.91% | 0.62% | 0.00% | 0.00% |
GYLD Arrow Dow Jones Global Yield ETF | 7.78% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
Drawdowns
ARCM vs. GYLD - Drawdown Comparison
The maximum ARCM drawdown since its inception was -96.02%, which is greater than GYLD's maximum drawdown of -55.03%. Use the drawdown chart below to compare losses from any high point for ARCM and GYLD.
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Drawdown Indicators
| ARCM | GYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.02% | -55.03% | -40.99% |
Max Drawdown (1Y)Largest decline over 1 year | -0.12% | -8.10% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -3.46% | -20.24% | +16.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.89% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.19% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -14.58% | +13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 2.09% | -2.07% |
Volatility
ARCM vs. GYLD - Volatility Comparison
The current volatility for Arrow Reserve Capital Management ETF (ARCM) is 0.18%, while Arrow Dow Jones Global Yield ETF (GYLD) has a volatility of 4.07%. This indicates that ARCM experiences smaller price fluctuations and is considered to be less risky than GYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCM | GYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | 4.07% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 0.31% | 8.26% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.43% | 12.97% | -12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.02% | 13.57% | -10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 835.19% | 16.59% | +818.60% |