DWTFX vs. MOOD
Compare and contrast key facts about Arrow DWA Tactical: Macro Fund (DWTFX) and Relative Sentiment Tactical Allocation ETF (MOOD).
DWTFX is managed by Arrow Funds. It was launched on May 29, 2008. MOOD is an actively managed fund by Relative Sentiment. It was launched on May 18, 2022.
Performance
DWTFX vs. MOOD - Performance Comparison
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DWTFX vs. MOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DWTFX Arrow DWA Tactical: Macro Fund | -2.19% | 27.93% | 12.86% | -0.79% | -4.45% |
MOOD Relative Sentiment Tactical Allocation ETF | 6.71% | 30.39% | 12.53% | 12.56% | -2.90% |
Returns By Period
In the year-to-date period, DWTFX achieves a -2.19% return, which is significantly lower than MOOD's 6.71% 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%
MOOD
- 1D
- 1.73%
- 1M
- -5.99%
- YTD
- 6.71%
- 6M
- 13.43%
- 1Y
- 31.94%
- 3Y*
- 18.49%
- 5Y*
- —
- 10Y*
- —
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DWTFX vs. MOOD - Expense Ratio Comparison
DWTFX has a 1.69% expense ratio, which is higher than MOOD's 0.68% expense ratio.
Return for Risk
DWTFX vs. MOOD — Risk / Return Rank
DWTFX
MOOD
DWTFX vs. MOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow DWA Tactical: Macro Fund (DWTFX) and Relative Sentiment Tactical Allocation ETF (MOOD). 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 | MOOD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.25 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.68 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.45 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.32 | -1.91 |
Martin ratioReturn relative to average drawdown | 5.29 | 11.99 | -6.70 |
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 | MOOD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.25 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.23 | -0.91 |
Correlation
The correlation between DWTFX and MOOD is 0.80, 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. MOOD - Dividend Comparison
DWTFX's dividend yield for the trailing twelve months is around 10.84%, more than MOOD's 0.38% 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% |
MOOD Relative Sentiment Tactical Allocation ETF | 0.38% | 0.40% | 1.33% | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DWTFX vs. MOOD - Drawdown Comparison
The maximum DWTFX drawdown since its inception was -46.24%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for DWTFX and MOOD.
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Drawdown Indicators
| DWTFX | MOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.24% | -14.34% | -31.90% |
Max Drawdown (1Y)Largest decline over 1 year | -16.49% | -9.71% | -6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | — | — |
Current DrawdownCurrent decline from peak | -16.49% | -7.29% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -2.27% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 2.69% | +1.72% |
Volatility
DWTFX vs. MOOD - Volatility Comparison
Arrow DWA Tactical: Macro Fund (DWTFX) has a higher volatility of 6.42% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 5.20%. This indicates that DWTFX's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWTFX | MOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 5.20% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.62% | 13.00% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.08% | 14.26% | +6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 12.18% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 12.18% | +4.08% |