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

Correlation

The correlation between ATRFX and VIIIX is 0.24, 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.


-0.50.00.51.00.2

Performance

ATRFX vs. VIIIX - Performance Comparison

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

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
73.31%
234.98%
ATRFX
VIIIX

Key characteristics

Sharpe Ratio

ATRFX:

-0.28

VIIIX:

2.08

Sortino Ratio

ATRFX:

-0.24

VIIIX:

2.77

Omega Ratio

ATRFX:

0.96

VIIIX:

1.38

Calmar Ratio

ATRFX:

-0.25

VIIIX:

3.09

Martin Ratio

ATRFX:

-0.55

VIIIX:

13.43

Ulcer Index

ATRFX:

8.80%

VIIIX:

1.95%

Daily Std Dev

ATRFX:

16.92%

VIIIX:

12.58%

Max Drawdown

ATRFX:

-25.02%

VIIIX:

-55.18%

Current Drawdown

ATRFX:

-17.09%

VIIIX:

-2.57%

Returns By Period

In the year-to-date period, ATRFX achieves a -4.20% return, which is significantly lower than VIIIX's 25.65% return. Over the past 10 years, ATRFX has underperformed VIIIX with an annualized return of 5.83%, while VIIIX has yielded a comparatively higher 11.93% annualized return.


ATRFX

YTD

-4.20%

1M

-2.08%

6M

-12.24%

1Y

-3.94%

5Y*

10.74%

10Y*

5.83%

VIIIX

YTD

25.65%

1M

-0.19%

6M

9.24%

1Y

24.62%

5Y*

12.81%

10Y*

11.93%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ATRFX vs. VIIIX - Expense Ratio Comparison

ATRFX has a 1.77% expense ratio, which is higher than VIIIX's 0.02% expense ratio.


ATRFX
Catalyst Systematic Alpha Class I
Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%
Expense ratio chart for VIIIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

ATRFX vs. VIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


Sharpe ratio
The chart of Sharpe ratio for ATRFX, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.282.08
The chart of Sortino ratio for ATRFX, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.0010.00-0.242.77
The chart of Omega ratio for ATRFX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.38
The chart of Calmar ratio for ATRFX, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.253.09
The chart of Martin ratio for ATRFX, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00-0.5513.43
ATRFX
VIIIX

The current ATRFX Sharpe Ratio is -0.28, which is lower than the VIIIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ATRFX and VIIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
2.08
ATRFX
VIIIX

Dividends

ATRFX vs. VIIIX - Dividend Comparison

ATRFX's dividend yield for the trailing twelve months is around 3.73%, more than VIIIX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
ATRFX
Catalyst Systematic Alpha Class I
3.73%1.87%4.98%5.43%20.92%3.04%1.38%0.00%0.91%0.74%0.59%0.00%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.27%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%1.87%

Drawdowns

ATRFX vs. VIIIX - Drawdown Comparison

The maximum ATRFX drawdown since its inception was -25.02%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for ATRFX and VIIIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.09%
-2.57%
ATRFX
VIIIX

Volatility

ATRFX vs. VIIIX - Volatility Comparison

Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 4.24% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 3.79%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
3.79%
ATRFX
VIIIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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