DWTFX vs. GIPIX
Compare and contrast key facts about Arrow DWA Tactical: Macro Fund (DWTFX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX).
DWTFX is managed by Arrow Funds. It was launched on May 29, 2008. GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
DWTFX vs. GIPIX - Performance Comparison
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DWTFX vs. GIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DWTFX
GIPIX
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.
| DWTFX | GIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.14 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.60 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.93 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.29 | 4.10 | +1.19 |
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
| DWTFX | GIPIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| DWTFX | GIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.49% | -5.50% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -3.70% | -5.44% |
Ulcer IndexDepth 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.
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Volatility by Period
| DWTFX | GIPIX | Difference | |
|---|---|---|---|
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% |