MFTNX vs. ABYAX
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
MFTNX vs. ABYAX - Performance Comparison
Loading graphics...
MFTNX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFTNX Arrow Managed Futures Strategy Fund Institutional Class | 6.39% | 9.44% | 7.12% | -13.65% | 58.30% | 2.37% | -3.92% | 15.70% | -19.56% | 19.38% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly higher than ABYAX's 4.46% return. Over the past 10 years, MFTNX has outperformed ABYAX with an annualized return of 5.47%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
MFTNX
- 1D
- 0.76%
- 1M
- -5.93%
- YTD
- 6.39%
- 6M
- 14.83%
- 1Y
- 23.33%
- 3Y*
- 7.39%
- 5Y*
- 10.99%
- 10Y*
- 5.47%
ABYAX
- 1D
- 0.00%
- 1M
- -0.95%
- YTD
- 4.46%
- 6M
- 7.27%
- 1Y
- 8.47%
- 3Y*
- 2.13%
- 5Y*
- 3.44%
- 10Y*
- 2.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFTNX vs. ABYAX - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
MFTNX vs. ABYAX — Risk / Return Rank
MFTNX
ABYAX
MFTNX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| MFTNX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.08 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.53 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.70 | +0.13 |
Martin ratioReturn relative to average drawdown | 3.88 | 3.42 | +0.46 |
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
| MFTNX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.08 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.43 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.32 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.45 | -0.25 |
Correlation
The correlation between MFTNX and ABYAX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MFTNX vs. ABYAX - Dividend Comparison
MFTNX has not paid dividends to shareholders, while ABYAX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFTNX Arrow Managed Futures Strategy Fund Institutional Class | 0.00% | 0.00% | 0.00% | 11.69% | 40.52% | 2.53% | 0.00% | 20.10% | 8.43% | 2.28% | 9.35% | 1.46% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
MFTNX vs. ABYAX - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for MFTNX and ABYAX.
Loading graphics...
Drawdown Indicators
| MFTNX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -17.96% | -17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -4.30% | -6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -15.23% | -17.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -15.23% | -20.35% |
Current DrawdownCurrent decline from peak | -7.37% | -3.92% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -7.30% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 2.27% | +2.89% |
Volatility
MFTNX vs. ABYAX - Volatility Comparison
Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) has a higher volatility of 4.92% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.81%. This indicates that MFTNX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFTNX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 1.81% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 6.40% | +8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 7.62% | +13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 7.98% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 7.98% | +14.10% |