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SFHYX vs. DWTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFHYX vs. DWTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund (SFHYX) and Arrow DWA Tactical: Macro Fund (DWTFX). The values are adjusted to include any dividend payments, if applicable.

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SFHYX vs. DWTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFHYX
Hundredfold Select Alternative Fund
-1.07%10.99%2.78%9.94%-10.31%8.05%37.42%9.31%-2.80%8.95%
DWTFX
Arrow DWA Tactical: Macro Fund
1.28%27.93%12.86%-0.79%2.23%12.69%8.96%17.10%-12.11%16.05%

Returns By Period

In the year-to-date period, SFHYX achieves a -1.07% return, which is significantly lower than DWTFX's 1.28% return. Over the past 10 years, SFHYX has underperformed DWTFX with an annualized return of 7.42%, while DWTFX has yielded a comparatively higher 8.47% annualized return.


SFHYX

1D
0.09%
1M
-2.64%
YTD
-1.07%
6M
1.65%
1Y
9.31%
3Y*
7.47%
5Y*
2.91%
10Y*
7.42%

DWTFX

1D
3.54%
1M
-8.70%
YTD
1.28%
6M
10.35%
1Y
28.48%
3Y*
14.37%
5Y*
9.79%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFHYX vs. DWTFX - Expense Ratio Comparison

SFHYX has a 2.45% expense ratio, which is higher than DWTFX's 1.69% expense ratio.


Return for Risk

SFHYX vs. DWTFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFHYX
SFHYX Risk / Return Rank: 8989
Overall Rank
SFHYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SFHYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SFHYX Omega Ratio Rank: 9191
Omega Ratio Rank
SFHYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SFHYX Martin Ratio Rank: 8080
Martin Ratio Rank

DWTFX
DWTFX Risk / Return Rank: 6868
Overall Rank
DWTFX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DWTFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DWTFX Omega Ratio Rank: 7474
Omega Ratio Rank
DWTFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DWTFX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFHYX vs. DWTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund (SFHYX) and Arrow DWA Tactical: Macro Fund (DWTFX). 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.


SFHYXDWTFXDifference

Sharpe ratio

Return per unit of total volatility

2.14

1.35

+0.79

Sortino ratio

Return per unit of downside risk

2.88

1.71

+1.16

Omega ratio

Gain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratio

Return relative to maximum drawdown

2.46

1.78

+0.67

Martin ratio

Return relative to average drawdown

8.60

6.55

+2.04

SFHYX vs. DWTFX - Sharpe Ratio Comparison

The current SFHYX Sharpe Ratio is 2.14, which is higher than the DWTFX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SFHYX and DWTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFHYXDWTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.35

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.62

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

0.52

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.33

+0.92

Correlation

The correlation between SFHYX and DWTFX 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

SFHYX vs. DWTFX - Dividend Comparison

SFHYX's dividend yield for the trailing twelve months is around 9.65%, less than DWTFX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
SFHYX
Hundredfold Select Alternative Fund
9.65%9.54%5.68%4.62%4.19%10.21%13.57%4.95%2.55%10.24%4.93%0.71%
DWTFX
Arrow DWA Tactical: Macro Fund
10.47%10.60%0.00%1.33%7.27%22.92%7.11%7.00%3.78%9.52%3.06%6.27%

Drawdowns

SFHYX vs. DWTFX - Drawdown Comparison

The maximum SFHYX drawdown since its inception was -17.34%, smaller than the maximum DWTFX drawdown of -46.24%. Use the drawdown chart below to compare losses from any high point for SFHYX and DWTFX.


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Drawdown Indicators


SFHYXDWTFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.34%

-46.24%

+28.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-16.49%

+12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-19.87%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-14.37%

-32.51%

+18.14%

Current Drawdown

Current decline from peak

-3.66%

-13.53%

+9.87%

Average Drawdown

Average peak-to-trough decline

-2.75%

-9.14%

+6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

4.49%

-3.42%

Volatility

SFHYX vs. DWTFX - Volatility Comparison

The current volatility for Hundredfold Select Alternative Fund (SFHYX) is 1.71%, while Arrow DWA Tactical: Macro Fund (DWTFX) has a volatility of 7.62%. This indicates that SFHYX experiences smaller price fluctuations and is considered to be less risky than DWTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFHYXDWTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

7.62%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

17.94%

-14.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

21.31%

-16.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

15.80%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

16.30%

-10.03%