ATRFX vs. FAEGX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. FAEGX is managed by Fidelity. It was launched on Sep 10, 1992.
Performance
ATRFX vs. FAEGX - Performance Comparison
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ATRFX vs. FAEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | -17.80% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
FAEGX Fidelity Advisor Equity Growth Fund Class M | -5.52% | 13.98% | 14.72% | 34.88% | -24.83% | 22.39% | 43.02% | 33.25% | -0.19% | 34.52% |
Returns By Period
In the year-to-date period, ATRFX achieves a -17.80% return, which is significantly lower than FAEGX's -5.52% return. Over the past 10 years, ATRFX has underperformed FAEGX with an annualized return of 3.89%, while FAEGX has yielded a comparatively higher 15.08% annualized return.
ATRFX
- 1D
- 0.23%
- 1M
- -16.19%
- YTD
- -17.80%
- 6M
- -16.34%
- 1Y
- -6.55%
- 3Y*
- -2.64%
- 5Y*
- 2.76%
- 10Y*
- 3.89%
FAEGX
- 1D
- 4.29%
- 1M
- -5.39%
- YTD
- -5.52%
- 6M
- -5.14%
- 1Y
- 16.86%
- 3Y*
- 14.86%
- 5Y*
- 7.94%
- 10Y*
- 15.08%
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ATRFX vs. FAEGX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than FAEGX's 1.21% expense ratio.
Return for Risk
ATRFX vs. FAEGX — Risk / Return Rank
ATRFX
FAEGX
ATRFX vs. FAEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). 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.
| ATRFX | FAEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 0.81 | -1.08 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.28 | -1.50 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.36 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.92 | 4.71 | -5.63 |
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
| ATRFX | FAEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.81 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.38 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.73 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.51 | -0.29 |
Correlation
The correlation between ATRFX and FAEGX is 0.30, 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
ATRFX vs. FAEGX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.79%, more than FAEGX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 0.79% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
FAEGX Fidelity Advisor Equity Growth Fund Class M | 0.69% | 0.65% | 0.00% | 0.58% | 2.34% | 13.01% | 12.18% | 9.80% | 7.24% | 12.32% | 6.48% | 2.40% |
Drawdowns
ATRFX vs. FAEGX - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, smaller than the maximum FAEGX drawdown of -63.85%. Use the drawdown chart below to compare losses from any high point for ATRFX and FAEGX.
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Drawdown Indicators
| ATRFX | FAEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -63.85% | +28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -12.79% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -31.02% | -4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | -31.16% | -4.01% |
Current DrawdownCurrent decline from peak | -29.89% | -9.01% | -20.88% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -16.23% | +7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 3.69% | +2.70% |
Volatility
ATRFX vs. FAEGX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.51% compared to Fidelity Advisor Equity Growth Fund Class M (FAEGX) at 7.78%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than FAEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | FAEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 7.78% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 13.35% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 21.85% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 20.80% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 20.80% | -5.45% |