ATRFX vs. VIIIX
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or VIIIX.
Performance
ATRFX vs. VIIIX - Performance Comparison
Returns By Period
In the year-to-date period, ATRFX achieves a -2.16% return, which is significantly lower than VIIIX's 25.20% return. Over the past 10 years, ATRFX has underperformed VIIIX with an annualized return of 5.84%, while VIIIX has yielded a comparatively higher 12.01% annualized return.
ATRFX
-2.16%
-2.75%
-9.45%
-0.54%
12.24%
5.84%
VIIIX
25.20%
1.18%
12.22%
30.29%
13.44%
12.01%
Key characteristics
| ATRFX | VIIIX | |
|---|---|---|
| Sharpe Ratio | -0.02 | 2.44 |
| Sortino Ratio | 0.08 | 3.28 |
| Omega Ratio | 1.01 | 1.45 |
| Calmar Ratio | -0.02 | 3.55 |
| Martin Ratio | -0.05 | 15.70 |
| Ulcer Index | 7.68% | 1.91% |
| Daily Std Dev | 16.70% | 12.30% |
| Max Drawdown | -25.02% | -55.18% |
| Current Drawdown | -15.33% | -1.35% |
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ATRFX vs. VIIIX - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than VIIIX's 0.02% expense ratio.
Correlation
The correlation between ATRFX and VIIIX is 0.23, 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. 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.
Dividends
ATRFX vs. VIIIX - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 3.75%, more than VIIIX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 3.75% | 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.
Volatility
ATRFX vs. VIIIX - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 5.34% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 4.06%. 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.