DWTFX vs. SPLG

In the year-to-date period, DWTFX achieves a 4.64% return, which is significantly higher than SPLG's 0.89% return. Over the past 10 years, DWTFX has underperformed SPLG with an annualized return of 5.60%, while SPLG has yielded a comparatively higher 12.72% annualized return.

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DWTFX has a 1.69% expense ratio, which is higher than SPLG's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Arrow DWA Tactical: Macro Fund (DWTFX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.

The current DWTFX Sharpe Ratio is 0.75, which is comparable to the SPLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DWTFX and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DWTFX has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.29%.

The maximum DWTFX drawdown since its inception was -45.98%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for DWTFX and SPLG.

The current volatility for Arrow DWA Tactical: Macro Fund (DWTFX) is 2.61%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.80%. This indicates that DWTFX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.