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ATRFX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

ATRFX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ATRFX:

-1.03

VIG:

0.66

Sortino Ratio

ATRFX:

-1.25

VIG:

1.03

Omega Ratio

ATRFX:

0.81

VIG:

1.14

Calmar Ratio

ATRFX:

-0.63

VIG:

0.70

Martin Ratio

ATRFX:

-1.29

VIG:

2.85

Ulcer Index

ATRFX:

17.07%

VIG:

3.66%

Daily Std Dev

ATRFX:

21.62%

VIG:

15.99%

Max Drawdown

ATRFX:

-35.09%

VIG:

-46.81%

Current Drawdown

ATRFX:

-26.69%

VIG:

-2.53%

Returns By Period

In the year-to-date period, ATRFX achieves a -11.63% return, which is significantly lower than VIG's 2.15% return. Over the past 10 years, ATRFX has underperformed VIG with an annualized return of 4.04%, while VIG has yielded a comparatively higher 11.46% annualized return.


ATRFX

YTD

-11.63%

1M

8.73%

6M

-13.05%

1Y

-22.30%

3Y*

3.76%

5Y*

8.99%

10Y*

4.04%

VIG

YTD

2.15%

1M

8.28%

6M

1.15%

1Y

10.49%

3Y*

13.12%

5Y*

14.02%

10Y*

11.46%

*Annualized

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Catalyst Systematic Alpha Class I

ATRFX vs. VIG - Expense Ratio Comparison

ATRFX has a 1.77% expense ratio, which is higher than VIG's 0.06% expense ratio.


Risk-Adjusted Performance

ATRFX vs. VIG — Risk-Adjusted Performance Rank

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

ATRFX
The Risk-Adjusted Performance Rank of ATRFX is 11
Overall Rank
The Sharpe Ratio Rank of ATRFX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of ATRFX is 00
Sortino Ratio Rank
The Omega Ratio Rank of ATRFX is 11
Omega Ratio Rank
The Calmar Ratio Rank of ATRFX is 00
Calmar Ratio Rank
The Martin Ratio Rank of ATRFX is 11
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6565
Overall Rank
The Sharpe Ratio Rank of VIG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ATRFX vs. VIG - Risk-Adjusted Performance 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.


The current ATRFX Sharpe Ratio is -1.03, which is lower than the VIG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ATRFX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ATRFX vs. VIG - Dividend Comparison

ATRFX's dividend yield for the trailing twelve months is around 13.09%, more than VIG's 1.78% yield.


TTM20242023202220212020201920182017201620152014
ATRFX
Catalyst Systematic Alpha Class I
13.09%11.90%1.87%4.98%5.43%20.92%3.04%1.38%0.00%0.91%0.74%0.59%
VIG
Vanguard Dividend Appreciation ETF
1.78%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

ATRFX vs. VIG - Drawdown Comparison

The maximum ATRFX drawdown since its inception was -35.09%, 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. For additional features, visit the drawdowns tool.


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Volatility

ATRFX vs. VIG - Volatility Comparison

The current volatility for Catalyst Systematic Alpha Class I (ATRFX) is 3.75%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.13%. This indicates that ATRFX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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