MFTFX vs. VOO
Compare and contrast key facts about Arrow Managed Futures Stragegy Fund (MFTFX) and Vanguard S&P 500 ETF (VOO).
MFTFX is managed by Arrow Funds. It was launched on Apr 28, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MFTFX vs. VOO - Performance Comparison
Loading graphics...
MFTFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | 5.39% | 9.29% | 6.87% | -13.57% | 57.88% | 2.13% | -4.13% | 15.17% | -19.70% | 19.09% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MFTFX achieves a 5.39% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, MFTFX has underperformed VOO with an annualized return of 5.15%, while VOO has yielded a comparatively higher 14.05% annualized return.
MFTFX
- 1D
- 0.47%
- 1M
- -6.93%
- YTD
- 5.39%
- 6M
- 14.77%
- 1Y
- 21.93%
- 3Y*
- 6.88%
- 5Y*
- 10.71%
- 10Y*
- 5.15%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFTFX vs. VOO - Expense Ratio Comparison
MFTFX has a 1.54% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MFTFX vs. VOO — Risk / Return Rank
MFTFX
VOO
MFTFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Stragegy Fund (MFTFX) and Vanguard S&P 500 ETF (VOO). 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.
| MFTFX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.98 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.50 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.53 | -0.13 |
Martin ratioReturn relative to average drawdown | 2.86 | 7.29 | -4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFTFX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.98 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.78 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.83 | -0.68 |
Correlation
The correlation between MFTFX and VOO is 0.11, 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.
Dividends
MFTFX vs. VOO - Dividend Comparison
MFTFX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | 0.00% | 0.00% | 0.00% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MFTFX vs. VOO - Drawdown Comparison
The maximum MFTFX drawdown since its inception was -35.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MFTFX and VOO.
Loading graphics...
Drawdown Indicators
| MFTFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -33.99% | -1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -11.98% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.57% | -24.52% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -33.99% | -1.71% |
Current DrawdownCurrent decline from peak | -8.12% | -6.29% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -3.72% | -13.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 2.52% | +3.90% |
Volatility
MFTFX vs. VOO - Volatility Comparison
The current volatility for Arrow Managed Futures Stragegy Fund (MFTFX) is 4.96%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that MFTFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFTFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 5.29% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 9.44% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 18.10% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.09% | 16.82% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 17.99% | +4.14% |