CLPAX vs. SWPPX

In the year-to-date period, CLPAX achieves a 8.44% return, which is significantly lower than SWPPX's 24.51% return. Over the past 10 years, CLPAX has underperformed SWPPX with an annualized return of 0.88%, while SWPPX has yielded a comparatively higher 13.10% annualized return.

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CLPAX has a 1.74% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Schwab S&P 500 Index Fund (SWPPX). 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.

The current CLPAX Sharpe Ratio is 1.08, which is lower than the SWPPX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of CLPAX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CLPAX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.15%.

The maximum CLPAX drawdown since its inception was -36.85%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for CLPAX and SWPPX. For additional features, visit the drawdowns tool.

Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.25% and 4.05%, 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.