MFTNX vs. AQMNX
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and AQR Managed Futures Strategy Fund Class N (AQMNX).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. AQMNX is an actively managed fund by AQR Funds. It was launched on Jan 6, 2010.
Performance
MFTNX vs. AQMNX - Performance Comparison
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MFTNX vs. AQMNX - 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% |
AQMNX AQR Managed Futures Strategy Fund Class N | 9.49% | 14.38% | 7.96% | 1.79% | 35.16% | -1.31% | -0.62% | 1.57% | -9.12% | -1.19% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly lower than AQMNX's 9.49% return. Over the past 10 years, MFTNX has outperformed AQMNX with an annualized return of 5.47%, while AQMNX has yielded a comparatively lower 4.16% 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%
AQMNX
- 1D
- -0.48%
- 1M
- 0.97%
- YTD
- 9.49%
- 6M
- 12.72%
- 1Y
- 19.86%
- 3Y*
- 13.01%
- 5Y*
- 12.29%
- 10Y*
- 4.16%
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MFTNX vs. AQMNX - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is lower than AQMNX's 2.97% expense ratio.
Return for Risk
MFTNX vs. AQMNX — Risk / Return Rank
MFTNX
AQMNX
MFTNX vs. AQMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and AQR Managed Futures Strategy Fund Class N (AQMNX). 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 | AQMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.16 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.70 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.96 | -2.13 |
Martin ratioReturn relative to average drawdown | 3.88 | 11.46 | -7.59 |
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 | AQMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.16 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.08 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.40 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.37 | -0.17 |
Correlation
The correlation between MFTNX and AQMNX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFTNX vs. AQMNX - Dividend Comparison
MFTNX has not paid dividends to shareholders, while AQMNX's dividend yield for the trailing twelve months is around 1.87%.
| 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% |
AQMNX AQR Managed Futures Strategy Fund Class N | 1.87% | 2.05% | 3.61% | 8.15% | 12.59% | 6.59% | 4.17% | 2.92% | 0.00% | 0.00% | 0.02% | 6.30% |
Drawdowns
MFTNX vs. AQMNX - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, which is greater than AQMNX's maximum drawdown of -27.50%. Use the drawdown chart below to compare losses from any high point for MFTNX and AQMNX.
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Drawdown Indicators
| MFTNX | AQMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -27.50% | -8.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -5.29% | -5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -13.70% | -18.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -24.13% | -11.45% |
Current DrawdownCurrent decline from peak | -7.37% | -0.95% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -10.50% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 1.83% | +3.33% |
Volatility
MFTNX vs. AQMNX - Volatility Comparison
Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) has a higher volatility of 4.92% compared to AQR Managed Futures Strategy Fund Class N (AQMNX) at 2.59%. This indicates that MFTNX's price experiences larger fluctuations and is considered to be riskier than AQMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFTNX | AQMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 2.59% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 6.68% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 9.48% | +11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 11.48% | +10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 10.32% | +11.76% |