QMHIX vs. MFTNX
Compare and contrast key facts about AQR Managed Futures Strategy HV Fund (QMHIX) and Arrow Managed Futures Strategy Fund Institutional Class (MFTNX).
QMHIX is managed by AQR Funds. It was launched on Jul 15, 2013. MFTNX is managed by BlackRock. It was launched on Apr 29, 2010.
Performance
QMHIX vs. MFTNX - Performance Comparison
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QMHIX vs. MFTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMHIX AQR Managed Futures Strategy HV Fund | 13.91% | 19.97% | 10.78% | -0.17% | 50.14% | -2.08% | -0.73% | 1.82% | -14.44% | -1.72% |
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% |
Returns By Period
In the year-to-date period, QMHIX achieves a 13.91% return, which is significantly higher than MFTNX's 6.39% return. Over the past 10 years, QMHIX has underperformed MFTNX with an annualized return of 4.95%, while MFTNX has yielded a comparatively higher 5.47% annualized return.
QMHIX
- 1D
- -0.62%
- 1M
- 1.81%
- YTD
- 13.91%
- 6M
- 18.18%
- 1Y
- 26.26%
- 3Y*
- 17.80%
- 5Y*
- 16.32%
- 10Y*
- 4.95%
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%
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QMHIX vs. MFTNX - Expense Ratio Comparison
QMHIX has a 1.65% expense ratio, which is higher than MFTNX's 1.56% expense ratio.
Return for Risk
QMHIX vs. MFTNX — Risk / Return Rank
QMHIX
MFTNX
QMHIX vs. MFTNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy HV Fund (QMHIX) and Arrow Managed Futures Strategy Fund Institutional Class (MFTNX). 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.
| QMHIX | MFTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.10 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.52 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.84 | +1.50 |
Martin ratioReturn relative to average drawdown | 8.90 | 3.88 | +5.02 |
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
| QMHIX | MFTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.10 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.50 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.25 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.20 | +0.17 |
Correlation
The correlation between QMHIX and MFTNX is 0.67, 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
QMHIX vs. MFTNX - Dividend Comparison
QMHIX's dividend yield for the trailing twelve months is around 1.80%, while MFTNX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMHIX AQR Managed Futures Strategy HV Fund | 1.80% | 2.05% | 2.31% | 7.66% | 9.34% | 10.96% | 9.52% | 4.18% | 0.00% | 0.00% | 0.01% | 7.57% |
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% |
Drawdowns
QMHIX vs. MFTNX - Drawdown Comparison
The maximum QMHIX drawdown since its inception was -39.37%, which is greater than MFTNX's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for QMHIX and MFTNX.
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Drawdown Indicators
| QMHIX | MFTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.37% | -35.58% | -3.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -10.89% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -32.45% | +13.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.54% | -35.58% | +1.04% |
Current DrawdownCurrent decline from peak | -1.23% | -7.37% | +6.14% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -13.03% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 5.16% | -2.03% |
Volatility
QMHIX vs. MFTNX - Volatility Comparison
The current volatility for AQR Managed Futures Strategy HV Fund (QMHIX) is 4.04%, while Arrow Managed Futures Strategy Fund Institutional Class (MFTNX) has a volatility of 4.92%. This indicates that QMHIX experiences smaller price fluctuations and is considered to be less risky than MFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QMHIX | MFTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.92% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 15.20% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 21.17% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 22.01% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 22.08% | -6.58% |