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 Apr 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or VIG.
Performance
ATRFX vs. VIG - Performance Comparison
Returns By Period
In the year-to-date period, ATRFX achieves a -2.41% return, which is significantly lower than VIG's 18.17% return. Over the past 10 years, ATRFX has underperformed VIG with an annualized return of 5.81%, while VIG has yielded a comparatively higher 11.66% annualized return.
ATRFX
-2.41%
-3.72%
-10.16%
-0.55%
11.87%
5.81%
VIG
18.17%
-1.19%
8.94%
24.96%
12.42%
11.66%
Key characteristics
| ATRFX | VIG | |
|---|---|---|
| Sharpe Ratio | -0.03 | 2.51 |
| Sortino Ratio | 0.06 | 3.53 |
| Omega Ratio | 1.01 | 1.46 |
| Calmar Ratio | -0.03 | 4.91 |
| Martin Ratio | -0.07 | 16.27 |
| Ulcer Index | 7.49% | 1.53% |
| Daily Std Dev | 16.69% | 9.92% |
| Max Drawdown | -25.02% | -46.81% |
| Current Drawdown | -15.54% | -2.16% |
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ATRFX vs. VIG - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than VIG's 0.06% expense ratio.
Correlation
The correlation between ATRFX and VIG is 0.22, 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.
Risk-Adjusted Performance
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.
Dividends
ATRFX vs. VIG - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 3.76%, more than VIG's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 3.76% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.72% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
ATRFX vs. VIG - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -25.02%, 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.
Volatility
ATRFX vs. VIG - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 5.45% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.61%. 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.