ORO vs. ARCM
ORO (Arrow Valtoro ETF) and ARCM (Arrow Reserve Capital Management ETF) are both exchange-traded funds - ORO is a Tactical Allocation fund actively managed by Arrow Funds, while ARCM is a Ultrashort Bond fund actively managed by Arrow Funds. Both are actively managed. At a 0.26 correlation, their price movements are largely independent. ORO charges 1.25%/yr vs 0.50%/yr for ARCM.
Performance
ORO vs. ARCM - Performance Comparison
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Returns By Period
In the year-to-date period, ORO achieves a 0.33% return, which is significantly lower than ARCM's 1.74% return.
ORO
- 1D
- -1.34%
- 1M
- -4.97%
- 6M
- -6.10%
- YTD
- 0.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ARCM
- 1D
- 0.01%
- 1M
- 0.24%
- 6M
- 1.61%
- YTD
- 1.74%
- 1Y
- 3.61%
- 3Y*
- 4.62%
- 5Y*
- 3.25%
- 10Y*
- —
ORO vs. ARCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ORO Arrow Valtoro ETF | 0.33% | -9.23% |
ARCM Arrow Reserve Capital Management ETF | 1.74% | 0.77% |
Correlation
The correlation between ORO and ARCM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 17, 2025 | 0.26 |
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Return for Risk
ORO vs. ARCM — Risk / Return Rank
ORO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ARCM
ORO vs. ARCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Valtoro ETF (ORO) and Arrow Reserve Capital Management ETF (ARCM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORO | ARCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 4.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 29.10 | — |
| Martin ratioReturn relative to average drawdown | — | 230.20 | — |
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Drawdowns
ORO vs. ARCM - Drawdown Comparison
The maximum ORO drawdown since its inception was -14.25%, which is greater than ARCM's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for ORO and ARCM.
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Drawdown Indicators
| ORO | ARCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.25% | -4.08% | -10.17% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -3.46% | — |
Current DrawdownCurrent decline from peak | -12.50% | 0.00% | -12.50% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -0.72% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
ORO vs. ARCM - Volatility Comparison
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Volatility by Period
| ORO | ARCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 0.44% | +22.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.42% | 3.02% | +20.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 3.12% | +20.30% |
ORO vs. ARCM - Expense Ratio Comparison
ORO has a 1.25% expense ratio, which is higher than ARCM's 0.50% expense ratio.
Dividends
ORO vs. ARCM - Dividend Comparison
ORO has not paid dividends to shareholders, while ARCM's dividend yield for the trailing twelve months is around 3.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ARCM Arrow Reserve Capital Management ETF | 3.68% | 4.13% | 4.87% | 4.26% | 0.90% | 0.02% | 0.84% | 2.32% | 1.91% | 0.62% |
ORO Arrow Valtoro ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORO and ARCM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ARCM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ARCM is cheaper with a 0.50% expense ratio, compared with 1.25% for ORO.
ARCM has the higher dividend yield at 3.68%, compared with 0.00% for ORO.
ORO is categorized as Tactical Allocation, while ARCM is Ultrashort Bond. Their fees differ too: 1.25% for ORO and 0.50% for ARCM.
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