PortfoliosLab logoPortfoliosLab logo
GYLD vs. ARCM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GYLD vs. ARCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Dow Jones Global Yield ETF (GYLD) and Arrow Reserve Capital Management ETF (ARCM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GYLD achieves a 7.91% return, which is significantly higher than ARCM's 1.36% return.


GYLD

1D
-0.42%
1M
-0.76%
YTD
7.91%
6M
10.25%
1Y
15.94%
3Y*
15.50%
5Y*
6.21%
10Y*
4.68%

ARCM

1D
0.01%
1M
0.29%
YTD
1.36%
6M
1.63%
1Y
3.72%
3Y*
4.62%
5Y*
3.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GYLD vs. ARCM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GYLD
Arrow Dow Jones Global Yield ETF
7.91%19.85%3.83%10.36%-7.73%18.03%-11.17%13.29%-9.97%1.71%
ARCM
Arrow Reserve Capital Management ETF
1.36%4.11%5.24%4.72%0.69%-0.26%0.95%2.70%1.33%0.82%

Correlation

The correlation between GYLD and ARCM is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2017

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GYLD vs. ARCM — Risk / Return Rank

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

GYLD
GYLD Risk / Return Rank: 4545
Overall Rank
GYLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GYLD Sortino Ratio Rank: 3535
Sortino Ratio Rank
GYLD Omega Ratio Rank: 3535
Omega Ratio Rank
GYLD Calmar Ratio Rank: 6666
Calmar Ratio Rank
GYLD Martin Ratio Rank: 5454
Martin Ratio Rank

ARCM
ARCM Risk / Return Rank: 9999
Overall Rank
ARCM Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ARCM Sortino Ratio Rank: 9999
Sortino Ratio Rank
ARCM Omega Ratio Rank: 9999
Omega Ratio Rank
ARCM Calmar Ratio Rank: 9999
Calmar Ratio Rank
ARCM Martin Ratio Rank: 9999
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.

GYLD vs. ARCM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and Arrow Reserve Capital Management ETF (ARCM). 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.


GYLDARCMDifference
Sharpe ratioReturn per unit of total volatility

-7.19

Sortino ratioReturn per unit of downside risk

-15.89

Omega ratioGain probability vs. loss probability

1.23

4.50

-3.26

Calmar ratioReturn relative to maximum drawdown

3.29

29.94

-26.65

Martin ratioReturn relative to average drawdown

9.19

243.82

-234.63

GYLD vs. ARCM - Sharpe Ratio Comparison

The current GYLD Sharpe Ratio is 1.26, which is lower than the ARCM Sharpe Ratio of 8.44. The chart below compares the historical Sharpe Ratios of GYLD and ARCM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GYLDARCMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

8.44

-7.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.05

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.75

-0.54

Drawdowns

GYLD vs. ARCM - Drawdown Comparison

The maximum GYLD drawdown since its inception was -55.03%, which is greater than ARCM's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for GYLD and ARCM.


Loading charts...

Drawdown Indicators


GYLDARCMDifference

Max Drawdown

Largest peak-to-trough decline

-55.03%

-4.08%

-50.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-0.12%

-4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-8.37%

-3.46%

-4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

-3.46%

-16.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

Current Drawdown

Current decline from peak

-1.71%

0.00%

-1.71%

Average Drawdown

Average peak-to-trough decline

-14.41%

-0.73%

-13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.02%

+1.72%

Volatility

GYLD vs. ARCM - Volatility Comparison

Arrow Dow Jones Global Yield ETF (GYLD) has a higher volatility of 3.16% compared to Arrow Reserve Capital Management ETF (ARCM) at 0.10%. This indicates that GYLD's price experiences larger fluctuations and is considered to be riskier than ARCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GYLDARCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

0.10%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

0.32%

+9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

0.44%

+12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

3.02%

+10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

3.13%

+13.45%

GYLD vs. ARCM - Expense Ratio Comparison

GYLD has a 0.75% expense ratio, which is higher than ARCM's 0.50% expense ratio.


Dividends

GYLD vs. ARCM - Dividend Comparison

GYLD's dividend yield for the trailing twelve months is around 7.37%, more than ARCM's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCM
Arrow Reserve Capital Management ETF
3.73%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
7.37%8.43%12.90%7.13%4.64%5.50%7.42%5.83%8.17%6.78%7.29%10.35%

Frequently Asked Questions


GYLD and ARCM have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GYLD has higher volatility (3.16%) compared to ARCM (0.10%). In terms of maximum drawdown, GYLD dropped -55.03% vs ARCM's -4.08%.

On 5-year performance, GYLD leads with 6.21% vs 3.16% for ARCM. On fees, ARCM is cheaper at 0.50% per year. On volatility, ARCM has been the lower-risk option at 0.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GYLD has performed better with a 6.21% return vs 3.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARCM is cheaper with a 0.50% expense ratio, compared with 0.75% for GYLD.

GYLD has the higher dividend yield at 7.37%, compared with 3.73% for ARCM.

GYLD is categorized as Diversified Portfolio, while ARCM is Ultrashort Bond. Their fees differ too: 0.75% for GYLD and 0.50% for ARCM.

ARCM currently has the higher Sharpe Ratio (8.44 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GYLD and ARCM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer