MFTNX vs. GFIRX
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Goldman Sachs Managed Futures Strategy Fund (GFIRX).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012.
Performance
MFTNX vs. GFIRX - Performance Comparison
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MFTNX vs. GFIRX - 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% |
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.22% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly higher than GFIRX's 0.22% return. Over the past 10 years, MFTNX has outperformed GFIRX with an annualized return of 5.47%, while GFIRX has yielded a comparatively lower 2.33% 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%
GFIRX
- 1D
- -0.22%
- 1M
- -3.65%
- YTD
- 0.22%
- 6M
- 3.35%
- 1Y
- 7.93%
- 3Y*
- -0.29%
- 5Y*
- 2.43%
- 10Y*
- 2.33%
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MFTNX vs. GFIRX - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is higher than GFIRX's 1.33% expense ratio.
Return for Risk
MFTNX vs. GFIRX — Risk / Return Rank
MFTNX
GFIRX
MFTNX vs. GFIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Goldman Sachs Managed Futures Strategy Fund (GFIRX). 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 | GFIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.88 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.24 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.30 | +0.53 |
Martin ratioReturn relative to average drawdown | 3.88 | 4.01 | -0.13 |
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 | GFIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.88 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.24 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.26 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.22 | -0.02 |
Correlation
The correlation between MFTNX and GFIRX is 0.61, 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. GFIRX - Dividend Comparison
Neither MFTNX nor GFIRX has paid dividends to shareholders.
| 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% |
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
Drawdowns
MFTNX vs. GFIRX - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, which is greater than GFIRX's maximum drawdown of -23.09%. Use the drawdown chart below to compare losses from any high point for MFTNX and GFIRX.
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Drawdown Indicators
| MFTNX | GFIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -23.09% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -5.15% | -5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -23.09% | -9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -23.09% | -12.49% |
Current DrawdownCurrent decline from peak | -7.37% | -12.28% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -7.00% | -6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 1.85% | +3.31% |
Volatility
MFTNX vs. GFIRX - Volatility Comparison
Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) has a higher volatility of 4.92% compared to Goldman Sachs Managed Futures Strategy Fund (GFIRX) at 3.26%. This indicates that MFTNX's price experiences larger fluctuations and is considered to be riskier than GFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFTNX | GFIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 3.26% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 6.23% | +8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 8.80% | +12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 10.37% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 9.04% | +13.04% |