MFTNX vs. VOO
Compare and contrast key facts about Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Vanguard S&P 500 ETF (VOO).
MFTNX is managed by BlackRock. It was launched on Apr 29, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MFTNX vs. VOO - Performance Comparison
Loading graphics...
MFTNX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MFTNX achieves a 6.39% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, MFTNX has underperformed VOO with an annualized return of 5.47%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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. VOO - Expense Ratio Comparison
MFTNX has a 1.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MFTNX vs. VOO — Risk / Return Rank
MFTNX
VOO
MFTNX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.01 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.53 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.55 | +0.28 |
Martin ratioReturn relative to average drawdown | 3.88 | 7.31 | -3.43 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.01 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.71 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.79 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.83 | -0.63 |
Correlation
The correlation between MFTNX and VOO 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. VOO - Dividend Comparison
MFTNX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MFTNX vs. VOO - Drawdown Comparison
The maximum MFTNX drawdown since its inception was -35.58%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MFTNX and VOO.
Loading graphics...
Drawdown Indicators
| MFTNX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -33.99% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -11.98% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.45% | -24.52% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -33.99% | -1.59% |
Current DrawdownCurrent decline from peak | -7.37% | -5.55% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -13.03% | -3.72% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 2.55% | +2.61% |
Volatility
MFTNX vs. VOO - Volatility Comparison
The current volatility for Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) is 4.92%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that MFTNX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFTNX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.34% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 9.47% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 18.11% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 16.82% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 17.99% | +4.09% |