MFTFX vs. SPY

In the year-to-date period, MFTFX achieves a -10.00% return, which is significantly lower than SPY's -3.56% return. Over the past 10 years, MFTFX has underperformed SPY with an annualized return of 3.05%, while SPY has yielded a comparatively higher 12.25% annualized return.

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

MFTFX has a 1.54% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Stragegy Fund (MFTFX) and SPDR S&P 500 ETF (SPY). 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 MFTFX Sharpe Ratio is -1.03, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MFTFX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MFTFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

The maximum MFTFX drawdown since its inception was -35.70%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MFTFX and SPY. For additional features, visit the drawdowns tool.

The current volatility for Arrow Managed Futures Stragegy Fund (MFTFX) is 6.76%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.12%. This indicates that MFTFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.