ATRFX vs. SWLGX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or SWLGX.
Performance
ATRFX vs. SWLGX - Performance Comparison
Returns By Period
In the year-to-date period, ATRFX achieves a -2.58% return, which is significantly lower than SWLGX's 30.49% return.
ATRFX
-2.58%
-3.88%
-10.71%
-0.80%
11.90%
5.79%
SWLGX
30.49%
2.75%
14.27%
36.28%
19.58%
N/A
Key characteristics
| ATRFX | SWLGX | |
|---|---|---|
| Sharpe Ratio | -0.04 | 2.25 |
| Sortino Ratio | 0.05 | 2.92 |
| Omega Ratio | 1.01 | 1.41 |
| Calmar Ratio | -0.04 | 2.88 |
| Martin Ratio | -0.09 | 11.28 |
| Ulcer Index | 7.62% | 3.35% |
| Daily Std Dev | 16.69% | 16.77% |
| Max Drawdown | -25.02% | -32.69% |
| Current Drawdown | -15.69% | -1.31% |
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ATRFX vs. SWLGX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
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.
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.
Dividends
ATRFX vs. SWLGX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 3.77%, more than SWLGX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 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.
Volatility
ATRFX vs. SWLGX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 5.33% and 5.58%, 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.