PortfoliosLab logoPortfoliosLab logo
DWTFX vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWTFX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow DWA Tactical: Macro Fund (DWTFX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DWTFX vs. GIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWTFX
Arrow DWA Tactical: Macro Fund
-2.19%27.93%12.86%-0.79%2.23%12.69%8.96%17.10%-12.11%16.05%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%7.94%11.09%15.68%-6.52%11.63%

Returns By Period

In the year-to-date period, DWTFX achieves a -2.19% return, which is significantly higher than GIPIX's -2.44% return. Over the past 10 years, DWTFX has outperformed GIPIX with an annualized return of 8.09%, while GIPIX has yielded a comparatively lower 5.45% annualized return.


DWTFX

1D
-0.28%
1M
-12.61%
YTD
-2.19%
6M
7.06%
1Y
24.21%
3Y*
13.05%
5Y*
9.35%
10Y*
8.09%

GIPIX

1D
0.09%
1M
-5.43%
YTD
-2.44%
6M
-0.36%
1Y
8.91%
3Y*
8.13%
5Y*
3.82%
10Y*
5.45%
*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.


DWTFX vs. GIPIX - Expense Ratio Comparison

DWTFX has a 1.69% expense ratio, which is higher than GIPIX's 0.19% expense ratio.


Return for Risk

DWTFX vs. GIPIX — Risk / Return Rank

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

DWTFX
DWTFX Risk / Return Rank: 6363
Overall Rank
DWTFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DWTFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DWTFX Omega Ratio Rank: 7171
Omega Ratio Rank
DWTFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DWTFX Martin Ratio Rank: 5454
Martin Ratio Rank

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
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.

DWTFX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow DWA Tactical: Macro Fund (DWTFX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.


DWTFXGIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.14

+0.05

Sortino ratio

Return per unit of downside risk

1.53

1.60

-0.07

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

1.41

0.93

+0.48

Martin ratio

Return relative to average drawdown

5.29

4.10

+1.19

DWTFX vs. GIPIX - Sharpe Ratio Comparison

The current DWTFX Sharpe Ratio is 1.19, which is comparable to the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DWTFX and GIPIX, 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


DWTFXGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.14

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.49

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.68

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.64

-0.32

Correlation

The correlation between DWTFX and GIPIX is 0.82, 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

DWTFX vs. GIPIX - Dividend Comparison

DWTFX's dividend yield for the trailing twelve months is around 10.84%, more than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
DWTFX
Arrow DWA Tactical: Macro Fund
10.84%10.60%0.00%1.33%7.27%22.92%7.11%7.00%3.78%9.52%3.06%6.27%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
5.95%5.22%4.06%2.12%4.56%6.37%2.25%2.51%4.70%4.51%1.46%5.73%

Drawdowns

DWTFX vs. GIPIX - Drawdown Comparison

The maximum DWTFX drawdown since its inception was -46.24%, which is greater than GIPIX's maximum drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for DWTFX and GIPIX.


Loading graphics...

Drawdown Indicators


DWTFXGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.24%

-29.46%

-16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-6.33%

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-20.65%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-20.65%

-11.86%

Current Drawdown

Current decline from peak

-16.49%

-5.50%

-10.99%

Average Drawdown

Average peak-to-trough decline

-9.14%

-3.70%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

1.65%

+2.76%

Volatility

DWTFX vs. GIPIX - Volatility Comparison

Arrow DWA Tactical: Macro Fund (DWTFX) has a higher volatility of 6.42% compared to Goldman Sachs Balanced Strategy Portfolio (GIPIX) at 2.94%. This indicates that DWTFX's price experiences larger fluctuations and is considered to be riskier than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DWTFXGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

2.94%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

4.78%

+12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

8.09%

+12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

7.93%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

8.06%

+8.20%