ATRFX vs. MAFIX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Performance
ATRFX vs. MAFIX - Performance Comparison
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ATRFX vs. MAFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | -17.80% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -1.44% |
MAFIX Abbey Capital Multi Asset Fund Class I | 0.71% | 8.41% | 8.99% | 5.02% | 4.08% | 14.79% | 24.89% | 21.63% | -1.46% |
Returns By Period
In the year-to-date period, ATRFX achieves a -17.80% return, which is significantly lower than MAFIX's 0.71% 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%
MAFIX
- 1D
- 1.33%
- 1M
- -5.32%
- YTD
- 0.71%
- 6M
- 5.13%
- 1Y
- 16.25%
- 3Y*
- 7.88%
- 5Y*
- 6.41%
- 10Y*
- —
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ATRFX vs. MAFIX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Return for Risk
ATRFX vs. MAFIX — Risk / Return Rank
ATRFX
MAFIX
ATRFX vs. MAFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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 | MAFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 1.11 | -1.38 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.54 | -1.76 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.69 | -1.96 |
Martin ratioReturn relative to average drawdown | -0.92 | 5.33 | -6.25 |
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 | MAFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 1.11 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.52 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.90 | -0.68 |
Correlation
The correlation between ATRFX and MAFIX is 0.32, 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. MAFIX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.79%, less than MAFIX's 11.70% 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% |
MAFIX Abbey Capital Multi Asset Fund Class I | 11.70% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATRFX vs. MAFIX - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, which is greater than MAFIX's maximum drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for ATRFX and MAFIX.
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Drawdown Indicators
| ATRFX | MAFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -19.21% | -15.96% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -9.44% | -11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -19.21% | -15.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | — | — |
Current DrawdownCurrent decline from peak | -29.89% | -6.02% | -23.87% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -3.46% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 2.99% | +3.40% |
Volatility
ATRFX vs. MAFIX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.51% compared to Abbey Capital Multi Asset Fund Class I (MAFIX) at 3.44%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | MAFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 3.44% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 10.43% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 14.56% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 12.40% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 12.92% | +2.43% |