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ATRFX vs. SWLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATRFX and SWLGX is 0.17, 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.


-0.50.00.51.00.2

Performance

ATRFX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Systematic Alpha Class I (ATRFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
76.53%
220.39%
ATRFX
SWLGX

Key characteristics

Sharpe Ratio

ATRFX:

-0.28

SWLGX:

2.10

Sortino Ratio

ATRFX:

-0.24

SWLGX:

2.72

Omega Ratio

ATRFX:

0.96

SWLGX:

1.39

Calmar Ratio

ATRFX:

-0.25

SWLGX:

2.76

Martin Ratio

ATRFX:

-0.55

SWLGX:

10.73

Ulcer Index

ATRFX:

8.80%

SWLGX:

3.37%

Daily Std Dev

ATRFX:

16.92%

SWLGX:

17.21%

Max Drawdown

ATRFX:

-25.02%

SWLGX:

-32.69%

Current Drawdown

ATRFX:

-17.09%

SWLGX:

-2.68%

Returns By Period

In the year-to-date period, ATRFX achieves a -4.20% return, which is significantly lower than SWLGX's 34.51% return.


ATRFX

YTD

-4.20%

1M

-2.08%

6M

-12.24%

1Y

-3.94%

5Y*

10.74%

10Y*

5.83%

SWLGX

YTD

34.51%

1M

3.01%

6M

11.68%

1Y

34.65%

5Y*

19.24%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ATRFX vs. SWLGX - Expense Ratio Comparison

ATRFX has a 1.77% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


ATRFX
Catalyst Systematic Alpha Class I
Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%
Expense ratio chart for SWLGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

ATRFX vs. SWLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


Sharpe ratio
The chart of Sharpe ratio for ATRFX, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.282.10
The chart of Sortino ratio for ATRFX, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.0010.00-0.242.72
The chart of Omega ratio for ATRFX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.39
The chart of Calmar ratio for ATRFX, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.252.76
The chart of Martin ratio for ATRFX, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00-0.5510.73
ATRFX
SWLGX

The current ATRFX Sharpe Ratio is -0.28, which is lower than the SWLGX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ATRFX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
2.10
ATRFX
SWLGX

Dividends

ATRFX vs. SWLGX - Dividend Comparison

ATRFX's dividend yield for the trailing twelve months is around 3.73%, more than SWLGX's 0.02% yield.


TTM2023202220212020201920182017201620152014
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%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.02%0.67%0.93%0.57%0.67%0.96%1.03%0.00%0.00%0.00%0.00%

Drawdowns

ATRFX vs. SWLGX - Drawdown Comparison

The maximum ATRFX drawdown since its inception was -25.02%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for ATRFX and SWLGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.09%
-2.68%
ATRFX
SWLGX

Volatility

ATRFX vs. SWLGX - Volatility Comparison

The current volatility for Catalyst Systematic Alpha Class I (ATRFX) is 4.24%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.02%. This indicates that ATRFX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
5.02%
ATRFX
SWLGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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