ATRFX vs. VOO
Compare and contrast key facts about Catalyst Systematic Alpha Class I (ATRFX) and Vanguard S&P 500 ETF (VOO).
ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
ATRFX vs. VOO - Performance Comparison
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ATRFX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ATRFX achieves a -17.98% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, ATRFX has underperformed VOO with an annualized return of 3.86%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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ATRFX vs. VOO - Expense Ratio Comparison
ATRFX has a 1.77% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ATRFX vs. VOO — Risk / Return Rank
ATRFX
VOO
ATRFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 0.98 | -1.25 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.50 | -1.72 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.53 | -1.93 |
Martin ratioReturn relative to average drawdown | -1.33 | 7.29 | -8.62 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.98 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.70 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.78 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.83 | -0.61 |
Correlation
The correlation between ATRFX and VOO is 0.30, 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. VOO - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 0.80%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ATRFX vs. VOO - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.17%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ATRFX and VOO.
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Drawdown Indicators
| ATRFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.17% | -33.99% | -1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -11.98% | -9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -24.52% | -10.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.17% | -33.99% | -1.18% |
Current DrawdownCurrent decline from peak | -30.04% | -6.29% | -23.75% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -3.72% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 2.52% | +3.74% |
Volatility
ATRFX vs. VOO - Volatility Comparison
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 11.46% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that ATRFX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATRFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.46% | 5.29% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 9.44% | +8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 18.10% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 16.82% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 17.99% | -2.64% |