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ATRFX vs. MADVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATRFX and MADVX is 0.20, 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.


-0.50.00.51.00.2

Performance

ATRFX vs. MADVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Systematic Alpha Class I (ATRFX) and BlackRock Equity Dividend Fund (MADVX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
73.31%
56.17%
ATRFX
MADVX

Key characteristics

Sharpe Ratio

ATRFX:

-0.28

MADVX:

1.22

Sortino Ratio

ATRFX:

-0.24

MADVX:

1.73

Omega Ratio

ATRFX:

0.96

MADVX:

1.22

Calmar Ratio

ATRFX:

-0.25

MADVX:

1.64

Martin Ratio

ATRFX:

-0.55

MADVX:

6.56

Ulcer Index

ATRFX:

8.80%

MADVX:

1.84%

Daily Std Dev

ATRFX:

16.92%

MADVX:

9.92%

Max Drawdown

ATRFX:

-25.02%

MADVX:

-50.66%

Current Drawdown

ATRFX:

-17.09%

MADVX:

-6.23%

Returns By Period

In the year-to-date period, ATRFX achieves a -4.20% return, which is significantly lower than MADVX's 9.78% return. Over the past 10 years, ATRFX has outperformed MADVX with an annualized return of 5.83%, while MADVX has yielded a comparatively lower 4.25% annualized return.


ATRFX

YTD

-4.20%

1M

-2.08%

6M

-12.24%

1Y

-3.94%

5Y*

10.74%

10Y*

5.83%

MADVX

YTD

9.78%

1M

-3.88%

6M

2.56%

1Y

11.11%

5Y*

8.28%

10Y*

4.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ATRFX vs. MADVX - Expense Ratio Comparison

ATRFX has a 1.77% expense ratio, which is higher than MADVX's 0.68% expense ratio.


ATRFX
Catalyst Systematic Alpha Class I
Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%
Expense ratio chart for MADVX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

ATRFX vs. MADVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and BlackRock Equity Dividend Fund (MADVX). 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.


Sharpe ratio
The chart of Sharpe ratio for ATRFX, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.281.22
The chart of Sortino ratio for ATRFX, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.0010.00-0.241.73
The chart of Omega ratio for ATRFX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.22
The chart of Calmar ratio for ATRFX, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.251.64
The chart of Martin ratio for ATRFX, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00-0.556.56
ATRFX
MADVX

The current ATRFX Sharpe Ratio is -0.28, which is lower than the MADVX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ATRFX and MADVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
1.22
ATRFX
MADVX

Dividends

ATRFX vs. MADVX - Dividend Comparison

ATRFX's dividend yield for the trailing twelve months is around 3.73%, less than MADVX's 11.20% yield.


TTM20232022202120202019201820172016201520142013
ATRFX
Catalyst Systematic Alpha Class I
3.73%1.87%4.98%5.43%20.92%3.04%1.38%0.00%0.91%0.74%0.59%0.00%
MADVX
BlackRock Equity Dividend Fund
11.20%7.08%13.50%12.15%6.35%13.15%2.33%1.77%1.95%2.30%1.96%1.86%

Drawdowns

ATRFX vs. MADVX - Drawdown Comparison

The maximum ATRFX drawdown since its inception was -25.02%, smaller than the maximum MADVX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for ATRFX and MADVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.09%
-6.23%
ATRFX
MADVX

Volatility

ATRFX vs. MADVX - Volatility Comparison

Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 4.24% compared to BlackRock Equity Dividend Fund (MADVX) at 3.36%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than MADVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
3.36%
ATRFX
MADVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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