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:
-0.28
SPY:
2.21
ATRFX:
-0.24
SPY:
2.93
ATRFX:
0.96
SPY:
1.41
ATRFX:
-0.25
SPY:
3.26
ATRFX:
-0.55
SPY:
14.43
ATRFX:
8.80%
SPY:
1.90%
ATRFX:
16.92%
SPY:
12.41%
ATRFX:
-25.02%
SPY:
-55.19%
ATRFX:
-17.09%
SPY:
-2.74%
Returns By Period
In the year-to-date period, ATRFX achieves a -4.20% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, ATRFX has underperformed SPY with an annualized return of 5.83%, while SPY has yielded a comparatively higher 12.97% annualized return.
ATRFX
-4.20%
-2.08%
-12.24%
-3.94%
10.74%
5.83%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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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 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 3.73%, more than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 3.73% | 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 | 0.86% | 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 4.24% compared to SPDR S&P 500 ETF (SPY) at 3.72%. 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.