ATRFX vs. HIIFX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Catalyst/SMH High Income Fund (HIIFX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. HIIFX is managed by Catalyst Mutual Funds. It was launched on May 21, 2008.
Performance
ATRFX vs. HIIFX - Performance Comparison
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ATRFX vs. HIIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | -17.98% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
HIIFX Catalyst/SMH High Income Fund | -3.01% | 15.31% | 8.33% | 16.44% | -13.48% | 8.03% | 10.00% | 8.36% | -1.46% | 9.58% |
Returns By Period
In the year-to-date period, ATRFX achieves a -17.98% return, which is significantly lower than HIIFX's -3.01% return. Over the past 10 years, ATRFX has underperformed HIIFX with an annualized return of 3.86%, while HIIFX has yielded a comparatively higher 8.16% annualized return.
ATRFX
- 1D
- -1.50%
- 1M
- -17.24%
- YTD
- -17.98%
- 6M
- -15.82%
- 1Y
- -6.37%
- 3Y*
- -2.72%
- 5Y*
- 2.78%
- 10Y*
- 3.86%
HIIFX
- 1D
- -0.17%
- 1M
- -2.17%
- YTD
- -3.01%
- 6M
- -1.93%
- 1Y
- 14.54%
- 3Y*
- 11.13%
- 5Y*
- 4.87%
- 10Y*
- 8.16%
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ATRFX vs. HIIFX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than HIIFX's 1.49% expense ratio.
Return for Risk
ATRFX vs. HIIFX — Risk / Return Rank
ATRFX
HIIFX
ATRFX vs. HIIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Catalyst/SMH High Income Fund (HIIFX). 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 | HIIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 1.79 | -2.06 |
Sortino ratioReturn per unit of downside risk | -0.22 | 2.46 | -2.68 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.52 | -2.91 |
Martin ratioReturn relative to average drawdown | -1.33 | 7.27 | -8.60 |
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 | HIIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 1.79 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.76 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 1.37 | -1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.17 | +0.05 |
Correlation
The correlation between ATRFX and HIIFX is 0.25, 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. HIIFX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.80%, less than HIIFX's 5.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 0.80% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
HIIFX Catalyst/SMH High Income Fund | 5.54% | 4.65% | 6.03% | 6.55% | 6.64% | 4.03% | 5.00% | 5.37% | 5.61% | 5.50% | 6.81% | 12.14% |
Drawdowns
ATRFX vs. HIIFX - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, smaller than the maximum HIIFX drawdown of -51.29%. Use the drawdown chart below to compare losses from any high point for ATRFX and HIIFX.
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Drawdown Indicators
| ATRFX | HIIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -51.29% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -5.26% | -15.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -18.58% | -16.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | -18.58% | -16.59% |
Current DrawdownCurrent decline from peak | -30.04% | -4.89% | -25.15% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -15.41% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 1.82% | +4.44% |
Volatility
ATRFX vs. HIIFX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.46% compared to Catalyst/SMH High Income Fund (HIIFX) at 2.33%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than HIIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | HIIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.46% | 2.33% | +9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 4.82% | +12.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 8.02% | +14.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 6.42% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 6.00% | +9.35% |