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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATRFX or VOO.
Correlation
The correlation between ATRFX and VOO 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. VOO - Performance Comparison
Key characteristics
ATRFX:
-1.16
VOO:
0.54
ATRFX:
-1.46
VOO:
0.88
ATRFX:
0.78
VOO:
1.13
ATRFX:
-0.71
VOO:
0.55
ATRFX:
-1.62
VOO:
2.27
ATRFX:
15.52%
VOO:
4.55%
ATRFX:
21.65%
VOO:
19.19%
ATRFX:
-35.09%
VOO:
-33.99%
ATRFX:
-29.75%
VOO:
-9.90%
Returns By Period
In the year-to-date period, ATRFX achieves a -15.32% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, ATRFX has underperformed VOO with an annualized return of 3.81%, while VOO has yielded a comparatively higher 12.24% annualized return.
ATRFX
-15.32%
-5.80%
-18.71%
-26.52%
8.10%
3.81%
VOO
-5.74%
-0.92%
-4.28%
9.78%
15.84%
12.24%
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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.
Risk-Adjusted Performance
ATRFX vs. VOO — Risk-Adjusted Performance Rank
ATRFX
VOO
ATRFX vs. VOO - Risk-Adjusted Performance 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.
Dividends
ATRFX vs. VOO - Dividend Comparison
ATRFX's dividend yield for the trailing twelve months is around 13.80%, more than VOO's 1.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 13.80% | 11.90% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ATRFX vs. VOO - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -35.09%, 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. For additional features, visit the drawdowns tool.
Volatility
ATRFX vs. VOO - Volatility Comparison
The current volatility for Catalyst Systematic Alpha Class I (ATRFX) is 12.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ATRFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.