ATRFX vs. SCSPX
ATRFX (Catalyst Systematic Alpha Class I) and SCSPX (Sterling Capital Quality Income Fund) are both mutual funds - ATRFX is a Multistrategy fund managed by Catalyst Mutual Funds, while SCSPX is a Intermediate Core Bond fund managed by Sterling Capital. Over the past 10 years, ATRFX returned 5.97%/yr vs 1.90%/yr for SCSPX. At a 0.06 correlation, their price movements are largely independent. ATRFX charges 1.77%/yr vs 0.58%/yr for SCSPX.
Performance
ATRFX vs. SCSPX - Performance Comparison
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Returns By Period
In the year-to-date period, ATRFX achieves a 0.83% return, which is significantly higher than SCSPX's 0.42% return. Over the past 10 years, ATRFX has outperformed SCSPX with an annualized return of 5.97%, while SCSPX has yielded a comparatively lower 1.90% annualized return.
ATRFX
- 1D
- 1.68%
- 1M
- 3.62%
- YTD
- 0.83%
- 6M
- 0.20%
- 1Y
- 17.48%
- 3Y*
- -0.12%
- 5Y*
- 5.66%
- 10Y*
- 5.97%
SCSPX
- 1D
- 0.22%
- 1M
- 0.77%
- YTD
- 0.42%
- 6M
- 0.74%
- 1Y
- 5.01%
- 3Y*
- 4.46%
- 5Y*
- 0.90%
- 10Y*
- 1.90%
ATRFX vs. SCSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 0.83% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
SCSPX Sterling Capital Quality Income Fund | 0.42% | 7.61% | 2.38% | 4.51% | -9.02% | -1.05% | 4.58% | 6.24% | 1.49% | 3.09% |
Correlation
The correlation between ATRFX and SCSPX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2014 | 0.06 |
The correlation between ATRFX and SCSPX shifts across timeframes, from 0.06 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ATRFX vs. SCSPX — Risk / Return Rank
ATRFX
SCSPX
ATRFX vs. SCSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Sterling Capital Quality Income Fund (SCSPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ATRFX | SCSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.73 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.36 | 4.99 | -2.63 |
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Drawdowns
ATRFX vs. SCSPX - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, which is greater than SCSPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for ATRFX and SCSPX.
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Drawdown Indicators
| ATRFX | SCSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -13.41% | -21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -22.53% | -2.91% | -19.62% |
Max Drawdown (3Y)Largest decline over 3 years | -35.17% | -5.08% | -30.09% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -13.41% | -21.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | -13.41% | -21.76% |
Current DrawdownCurrent decline from peak | -14.00% | -1.51% | -12.49% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -2.16% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.69% | 1.01% | +6.68% |
Volatility
ATRFX vs. SCSPX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 5.29% compared to Sterling Capital Quality Income Fund (SCSPX) at 1.21%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than SCSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | SCSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 1.21% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 2.71% | +15.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.95% | 3.62% | +17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 4.97% | +12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 3.95% | +11.65% |
ATRFX vs. SCSPX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than SCSPX's 0.58% expense ratio.
Dividends
ATRFX vs. SCSPX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.49%, less than SCSPX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 0.49% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
SCSPX Sterling Capital Quality Income Fund | 3.91% | 3.85% | 3.60% | 2.57% | 2.37% | 2.05% | 2.50% | 2.99% | 3.19% | 2.74% | 2.66% | 2.71% |
Frequently Asked Questions
ATRFX and SCSPX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATRFX has higher volatility (5.29%) compared to SCSPX (1.21%). In terms of maximum drawdown, ATRFX dropped -35.17% vs SCSPX's -13.41%.
SCSPX currently has the higher Sharpe Ratio (1.39 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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