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 0.27, 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
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Key characteristics
ATRFX:
-1.05
SPY:
0.69
ATRFX:
-1.23
SPY:
1.17
ATRFX:
0.81
SPY:
1.18
ATRFX:
-0.62
SPY:
0.80
ATRFX:
-1.28
SPY:
3.08
ATRFX:
16.99%
SPY:
4.88%
ATRFX:
21.58%
SPY:
20.26%
ATRFX:
-35.09%
SPY:
-55.19%
ATRFX:
-26.84%
SPY:
-2.76%
Returns By Period
In the year-to-date period, ATRFX achieves a -11.82% return, which is significantly lower than SPY's 1.69% return. Over the past 10 years, ATRFX has underperformed SPY with an annualized return of 3.97%, while SPY has yielded a comparatively higher 12.78% annualized return.
ATRFX
-11.82%
8.50%
-13.38%
-22.18%
8.85%
3.97%
SPY
1.69%
12.88%
2.09%
13.66%
16.78%
12.78%
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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.
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Dividends
ATRFX vs. SPY - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 13.12%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 13.12% | 11.90% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.37% | 0.00% | 0.91% | 1.02% | 0.64% |
SPY SPDR S&P 500 ETF | 1.21% | 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 -35.09%, 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.
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Volatility
ATRFX vs. SPY - Volatility Comparison
The current volatility for Catalyst Systematic Alpha Class I (ATRFX) is 3.88%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.51%. This indicates that ATRFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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