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.
Performance
ATRFX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ATRFX achieves a -2.16% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, ATRFX has underperformed VOO with an annualized return of 5.84%, while VOO has yielded a comparatively higher 13.15% annualized return.
ATRFX
-2.16%
-2.75%
-9.45%
-0.54%
12.24%
5.84%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| ATRFX | VOO | |
|---|---|---|
| Sharpe Ratio | -0.02 | 2.62 |
| Sortino Ratio | 0.08 | 3.50 |
| Omega Ratio | 1.01 | 1.49 |
| Calmar Ratio | -0.02 | 3.78 |
| Martin Ratio | -0.05 | 17.12 |
| Ulcer Index | 7.68% | 1.86% |
| Daily Std Dev | 16.70% | 12.19% |
| Max Drawdown | -25.02% | -33.99% |
| Current Drawdown | -15.33% | -1.36% |
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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.
Correlation
The correlation between ATRFX and VOO 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.
Risk-Adjusted Performance
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 3.75%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ATRFX vs. VOO - Drawdown Comparison
The maximum ATRFX drawdown since its inception was -25.02%, smaller than 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
Catalyst Systematic Alpha Class I (ATRFX) has a higher volatility of 5.34% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.