ATRFX vs. VGWIX

Last updated Apr 2, 2026

Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX).

ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. VGWIX is managed by Vanguard. It was launched on Nov 2, 2017.

Performance

ATRFX vs. VGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX). The values are adjusted to include any dividend payments, if applicable.

ATRFX vs. VGWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ATRFX Catalyst Systematic Alpha Class I	-17.80%	2.81%	-4.14%	24.60%	-4.33%	25.70%	15.32%	29.25%	-19.65%	1.79%
VGWIX Vanguard Global Wellesley Income Fund Investor Shares	1.43%	13.18%	6.02%	8.78%	-8.15%	6.41%	5.41%	13.82%	-4.38%	0.94%

Returns By Period

In the year-to-date period, ATRFX achieves a -17.80% return, which is significantly lower than VGWIX's 1.43% return.

ATRFX

• 1D: 0.23%
• 1M: -16.19%
• YTD: -17.80%
• 6M: -16.34%
• 1Y: -6.55%
• 3Y*: -2.64%
• 5Y*: 2.76%
• 10Y*: 3.89%

VGWIX

• 1D: 0.94%
• 1M: -2.64%
• YTD: 1.43%
• 6M: 4.19%
• 1Y: 10.81%
• 3Y*: 8.73%
• 5Y*: 4.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATRFX vs. VGWIX - Expense Ratio Comparison

ATRFX has a 1.77% expense ratio, which is higher than VGWIX's 0.41% expense ratio.

ATRFX

Catalyst Systematic Alpha Class I

VGWIX

Vanguard Global Wellesley Income Fund Investor Shares

Return for Risk

ATRFX vs. VGWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATRFX

ATRFX Risk / Return Rank: 3
ATRFX Sharpe Ratio Rank: 2
ATRFX Sortino Ratio Rank: 2
ATRFX Omega Ratio Rank: 2
ATRFX Calmar Ratio Rank: 3
ATRFX Martin Ratio Rank: 2

VGWIX

VGWIX Risk / Return Rank: 88
VGWIX Sharpe Ratio Rank: 89
VGWIX Sortino Ratio Rank: 89
VGWIX Omega Ratio Rank: 87
VGWIX Calmar Ratio Rank: 88
VGWIX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATRFX vs. VGWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX). 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.

	ATRFX	VGWIX	Difference
Sharpe ratio Return per unit of total volatility	-0.27	1.85	-2.13
Sortino ratio Return per unit of downside risk	-0.22	2.51	-2.73
Omega ratio Gain probability vs. loss probability	0.97	1.38	-0.41
Calmar ratio Return relative to maximum drawdown	-0.28	2.42	-2.70
Martin ratio Return relative to average drawdown	-0.92	9.67	-10.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATRFX vs. VGWIX - Sharpe Ratio Comparison

The current ATRFX Sharpe Ratio is -0.27, which is lower than the VGWIX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ATRFX and VGWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ATRFX	VGWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	1.85	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.80	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.72	-0.50

Correlation

The correlation between ATRFX and VGWIX is 0.21, 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.

Dividends

ATRFX vs. VGWIX - Dividend Comparison

ATRFX's dividend yield for the trailing twelve months is around 0.79%, less than VGWIX's 3.90% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ATRFX Catalyst Systematic Alpha Class I	0.79%	0.65%	11.89%	1.87%	4.98%	5.43%	20.92%	1.60%	1.37%	0.00%	0.91%	1.02%
VGWIX Vanguard Global Wellesley Income Fund Investor Shares	3.90%	3.88%	3.77%	3.03%	1.41%	2.27%	1.89%	2.17%	4.25%	0.29%	0.00%	0.00%

Drawdowns

ATRFX vs. VGWIX - Drawdown Comparison

The maximum ATRFX drawdown since its inception was -35.17%, which is greater than VGWIX's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for ATRFX and VGWIX.

Drawdown Indicators

	ATRFX	VGWIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.17%	-17.74%	-17.43%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-4.59%	-16.60%
Max Drawdown (5Y) Largest decline over 5 years	-35.17%	-15.95%	-19.22%
Max Drawdown (10Y) Largest decline over 10 years	-35.17%	—	—
Current Drawdown Current decline from peak	-29.89%	-3.24%	-26.65%
Average Drawdown Average peak-to-trough decline	-8.58%	-2.72%	-5.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.39%	1.15%	+5.24%

Volatility

ATRFX vs. VGWIX - Volatility Comparison

Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.51% compared to Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) at 2.72%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than VGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATRFX	VGWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.51%	2.72%	+8.79%
Volatility (6M) Calculated over the trailing 6-month period	17.58%	3.77%	+13.81%
Volatility (1Y) Calculated over the trailing 1-year period	22.50%	5.95%	+16.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	6.20%	+11.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.35%	6.82%	+8.53%