MFTNX vs. FASGX
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Fidelity Asset Manager 70% Fund (FASGX).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
MFTNX vs. FASGX - Performance Comparison
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MFTNX vs. FASGX - 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% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly higher than FASGX's -0.70% return. Over the past 10 years, MFTNX has underperformed FASGX with an annualized return of 5.47%, while FASGX has yielded a comparatively higher 8.96% 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%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
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MFTNX vs. FASGX - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
MFTNX vs. FASGX — Risk / Return Rank
MFTNX
FASGX
MFTNX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.41 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.01 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.00 | -0.16 |
Martin ratioReturn relative to average drawdown | 3.88 | 8.74 | -4.87 |
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 | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.41 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.71 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.60 | -0.40 |
Correlation
The correlation between MFTNX and FASGX is 0.12, 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
MFTNX vs. FASGX - Dividend Comparison
MFTNX has not paid dividends to shareholders, while FASGX's dividend yield for the trailing twelve months is around 7.39%.
| 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% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
MFTNX vs. FASGX - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for MFTNX and FASGX.
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Drawdown Indicators
| MFTNX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -47.35% | +11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -9.07% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -23.54% | -8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -27.20% | -8.38% |
Current DrawdownCurrent decline from peak | -7.37% | -5.77% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -6.74% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 2.07% | +3.09% |
Volatility
MFTNX vs. FASGX - Volatility Comparison
The current volatility for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) is 4.92%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that MFTNX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFTNX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.30% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 8.12% | +7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 13.00% | +8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 12.18% | +9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 12.58% | +9.50% |