MFTFX vs. VIGAX
Compare and contrast key facts about Arrow Managed Futures Stragegy Fund (MFTFX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
MFTFX is managed by Arrow Funds. It was launched on Apr 28, 2010. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFTFX or VIGAX.
Key characteristics
| MFTFX | VIGAX | |
|---|---|---|
| YTD Return | 26.34% | 13.53% |
| 1Y Return | 9.03% | 36.00% |
| 3Y Return (Ann) | 16.78% | 10.64% |
| 5Y Return (Ann) | 11.55% | 18.18% |
| 10Y Return (Ann) | 6.55% | 15.10% |
| Sharpe Ratio | 0.46 | 2.28 |
| Daily Std Dev | 24.49% | 15.66% |
| Max Drawdown | -35.70% | -50.66% |
| Current Drawdown | -5.43% | 0.00% |
Correlation
The correlation between MFTFX and VIGAX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MFTFX vs. VIGAX - Performance Comparison
In the year-to-date period, MFTFX achieves a 26.34% return, which is significantly higher than VIGAX's 13.53% return. Over the past 10 years, MFTFX has underperformed VIGAX with an annualized return of 6.55%, while VIGAX has yielded a comparatively higher 15.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MFTFX vs. VIGAX - Expense Ratio Comparison
MFTFX has a 1.54% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Risk-Adjusted Performance
MFTFX vs. VIGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Stragegy Fund (MFTFX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.
Dividends
MFTFX vs. VIGAX - Dividend Comparison
MFTFX's dividend yield for the trailing twelve months is around 9.30%, more than VIGAX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | 9.30% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% | 0.00% | 0.00% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.51% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
Drawdowns
MFTFX vs. VIGAX - Drawdown Comparison
The maximum MFTFX drawdown since its inception was -35.70%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for MFTFX and VIGAX. For additional features, visit the drawdowns tool.
Volatility
MFTFX vs. VIGAX - Volatility Comparison
Arrow Managed Futures Stragegy Fund (MFTFX) has a higher volatility of 6.35% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.31%. This indicates that MFTFX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.