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.
Performance
ATRFX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ATRFX achieves a -2.58% return, which is significantly lower than SPY's 25.36% return. Over the past 10 years, ATRFX has underperformed SPY with an annualized return of 5.79%, while SPY has yielded a comparatively higher 13.07% annualized return.
ATRFX
-2.58%
-3.88%
-10.71%
-0.80%
11.90%
5.79%
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| ATRFX | SPY | |
|---|---|---|
| Sharpe Ratio | -0.04 | 2.69 |
| Sortino Ratio | 0.05 | 3.59 |
| Omega Ratio | 1.01 | 1.50 |
| Calmar Ratio | -0.04 | 3.89 |
| Martin Ratio | -0.09 | 17.53 |
| Ulcer Index | 7.62% | 1.87% |
| Daily Std Dev | 16.69% | 12.15% |
| Max Drawdown | -25.02% | -55.19% |
| Current Drawdown | -15.69% | -1.41% |
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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.
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.
Risk-Adjusted Performance
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 3.77%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 3.77% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ATRFX vs. SPY - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -25.02%, 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) has a higher volatility of 5.33% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.