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.
Key characteristics
| ATRFX | SWLGX | |
|---|---|---|
| YTD Return | 8.95% | 11.28% |
| 1Y Return | 18.26% | 36.29% |
| 3Y Return (Ann) | 12.94% | 11.25% |
| 5Y Return (Ann) | 17.75% | 17.92% |
| Sharpe Ratio | 1.42 | 2.42 |
| Daily Std Dev | 12.24% | 15.08% |
| Max Drawdown | -25.03% | -32.69% |
| Current Drawdown | -2.39% | -0.70% |
Correlation
The correlation between ATRFX and SWLGX is 0.14, 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. SWLGX - Performance Comparison
In the year-to-date period, ATRFX achieves a 8.95% return, which is significantly lower than SWLGX's 11.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.11%, more than SWLGX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 2.11% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.37% | 0.00% | 0.91% | 1.02% | 0.64% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.60% | 0.67% | 0.93% | 1.76% | 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 -25.03%, 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
The current volatility for Catalyst Systematic Alpha Class I (ATRFX) is 4.00%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.28%. 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.