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.
Key characteristics
| ATRFX | VOO | |
|---|---|---|
| YTD Return | 8.95% | 9.95% |
| 1Y Return | 18.26% | 28.35% |
| 3Y Return (Ann) | 12.94% | 9.61% |
| 5Y Return (Ann) | 17.75% | 14.49% |
| Sharpe Ratio | 1.42 | 2.44 |
| Daily Std Dev | 12.24% | 11.57% |
| Max Drawdown | -25.03% | -33.99% |
| Current Drawdown | -2.39% | -0.54% |
Correlation
The correlation between ATRFX and VOO is 0.22, 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
In the year-to-date period, ATRFX achieves a 8.95% return, which is significantly lower than VOO's 9.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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 2.11%, more than VOO's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX Catalyst Systematic Alpha Class I | 2.11% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.37% | 0.00% | 0.91% | 1.02% | 0.64% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.34% | 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 -25.03%, 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) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.00% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.