ATRFX vs. SPY
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and SPDR S&P 500 ETF (SPY).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or SPY.
Correlation
The correlation between ATRFX and SPY is 0.24, 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.
Performance
ATRFX vs. SPY - Performance Comparison
Key characteristics
ATRFX:
-0.14
SPY:
2.20
ATRFX:
-0.07
SPY:
2.92
ATRFX:
0.99
SPY:
1.41
ATRFX:
-0.13
SPY:
3.35
ATRFX:
-0.25
SPY:
14.01
ATRFX:
9.86%
SPY:
2.01%
ATRFX:
17.21%
SPY:
12.76%
ATRFX:
-25.03%
SPY:
-55.19%
ATRFX:
-15.39%
SPY:
-0.45%
Returns By Period
In the year-to-date period, ATRFX achieves a 1.98% return, which is significantly lower than SPY's 2.90% return. Over the past 10 years, ATRFX has underperformed SPY with an annualized return of 6.04%, while SPY has yielded a comparatively higher 13.39% annualized return.
ATRFX
1.98%
2.04%
-13.37%
-3.95%
9.68%
6.04%
SPY
2.90%
2.01%
9.60%
26.34%
14.48%
13.39%
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ATRFX vs. SPY - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ATRFX vs. SPY — Risk-Adjusted Performance Rank
ATRFX
SPY
ATRFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ATRFX vs. SPY - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 11.67%, more than SPY's 1.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 11.67% | 11.90% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
SPY SPDR S&P 500 ETF | 1.17% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ATRFX vs. SPY - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -25.03%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ATRFX and SPY. For additional features, visit the drawdowns tool.
Volatility
ATRFX vs. SPY - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) and SPDR S&P 500 ETF (SPY) have volatilities of 5.32% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.