ATRFX vs. VGWAX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. VGWAX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or VGWAX.
Key characteristics
| ATRFX | VGWAX | |
|---|---|---|
| YTD Return | 8.95% | 4.50% |
| 1Y Return | 18.26% | 13.28% |
| 3Y Return (Ann) | 12.94% | 4.77% |
| 5Y Return (Ann) | 17.75% | 8.27% |
| Sharpe Ratio | 1.42 | 1.85 |
| Daily Std Dev | 12.24% | 7.09% |
| Max Drawdown | -25.03% | -25.28% |
| Current Drawdown | -2.39% | 0.00% |
Correlation
The correlation between ATRFX and VGWAX is 0.15, 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. VGWAX - Performance Comparison
In the year-to-date period, ATRFX achieves a 8.95% return, which is significantly higher than VGWAX's 4.50% 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. VGWAX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than VGWAX's 0.29% expense ratio.
Risk-Adjusted Performance
ATRFX vs. VGWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX). 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. VGWAX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 2.11%, less than VGWAX's 2.82% 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% |
VGWAX Vanguard Global Wellington Fund Admiral Shares | 2.82% | 2.66% | 4.50% | 3.36% | 1.64% | 2.08% | 2.62% | 0.23% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATRFX vs. VGWAX - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -25.03%, roughly equal to the maximum VGWAX drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for ATRFX and VGWAX. For additional features, visit the drawdowns tool.
Volatility
ATRFX vs. VGWAX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 4.00% compared to Vanguard Global Wellington Fund Admiral Shares (VGWAX) at 2.12%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than VGWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.