MFTNX vs. ABYIX
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
MFTNX vs. ABYIX - Performance Comparison
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MFTNX vs. ABYIX - 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.53% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly higher than ABYIX's 4.53% return. Over the past 10 years, MFTNX has outperformed ABYIX with an annualized return of 5.47%, while ABYIX has yielded a comparatively lower 2.83% 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%
ABYIX
- 1D
- -0.09%
- 1M
- -1.03%
- YTD
- 4.53%
- 6M
- 7.29%
- 1Y
- 8.69%
- 3Y*
- 2.39%
- 5Y*
- 3.70%
- 10Y*
- 2.83%
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MFTNX vs. ABYIX - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
MFTNX vs. ABYIX — Risk / Return Rank
MFTNX
ABYIX
MFTNX vs. ABYIX - 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 I (ABYIX). 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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.09 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.54 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.72 | +0.11 |
Martin ratioReturn relative to average drawdown | 3.88 | 3.52 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFTNX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.09 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.35 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.53 | -0.33 |
Correlation
The correlation between MFTNX and ABYIX is 0.74, 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. ABYIX - Dividend Comparison
MFTNX has not paid dividends to shareholders, while ABYIX's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
MFTNX vs. ABYIX - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for MFTNX and ABYIX.
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Drawdown Indicators
| MFTNX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -17.13% | -18.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -4.36% | -6.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -14.66% | -17.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -14.74% | -20.84% |
Current DrawdownCurrent decline from peak | -7.37% | -3.10% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -6.74% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 2.27% | +2.89% |
Volatility
MFTNX vs. ABYIX - 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 I (ABYIX) at 1.94%. This indicates that MFTNX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFTNX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 1.94% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 6.43% | +8.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 7.64% | +13.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 8.01% | +14.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 8.00% | +14.08% |