ATRFX vs. VIG
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Dividend Appreciation ETF (VIG).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013.
Performance
ATRFX vs. VIG - Performance Comparison
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ATRFX vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | -17.98% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
VIG Vanguard Dividend Appreciation ETF | -1.77% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
Returns By Period
In the year-to-date period, ATRFX achieves a -17.98% return, which is significantly lower than VIG's -1.77% return. Over the past 10 years, ATRFX has underperformed VIG with an annualized return of 3.86%, while VIG has yielded a comparatively higher 12.25% annualized return.
ATRFX
- 1D
- -1.50%
- 1M
- -17.24%
- YTD
- -17.98%
- 6M
- -15.82%
- 1Y
- -6.37%
- 3Y*
- -2.72%
- 5Y*
- 2.78%
- 10Y*
- 3.86%
VIG
- 1D
- 2.07%
- 1M
- -5.18%
- YTD
- -1.77%
- 6M
- 0.45%
- 1Y
- 12.67%
- 3Y*
- 13.80%
- 5Y*
- 9.76%
- 10Y*
- 12.25%
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ATRFX vs. VIG - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than VIG's 0.04% expense ratio.
Return for Risk
ATRFX vs. VIG — Risk / Return Rank
ATRFX
VIG
ATRFX vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Dividend Appreciation ETF (VIG). 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 | VIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 0.83 | -1.10 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.28 | -1.50 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.28 | -1.67 |
Martin ratioReturn relative to average drawdown | -1.33 | 5.73 | -7.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATRFX | VIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.83 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.69 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.77 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.57 | -0.36 |
Correlation
The correlation between ATRFX and VIG is 0.27, 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. VIG - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.80%, less than VIG's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 0.80% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
VIG Vanguard Dividend Appreciation ETF | 1.61% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Drawdowns
ATRFX vs. VIG - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ATRFX and VIG.
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Drawdown Indicators
| ATRFX | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -46.81% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -10.83% | -10.36% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -20.39% | -14.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | -31.72% | -3.45% |
Current DrawdownCurrent decline from peak | -30.04% | -6.00% | -24.04% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -5.55% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 2.42% | +3.84% |
Volatility
ATRFX vs. VIG - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.46% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.46% | 4.07% | +7.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 7.84% | +9.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 15.31% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 14.26% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 16.05% | -0.70% |