CLPAX vs. VOO
Compare and contrast key facts about Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Vanguard S&P 500 ETF (VOO).
CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013. 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
CLPAX vs. VOO - Performance Comparison
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CLPAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | -6.01% | 12.32% | 11.42% | 35.92% | -30.54% | 13.11% | 5.25% | 19.41% | -3.65% | 8.20% |
VOO Vanguard S&P 500 ETF | -3.66% | 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, CLPAX achieves a -6.01% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, CLPAX has underperformed VOO with an annualized return of 5.45%, while VOO has yielded a comparatively higher 14.14% annualized return.
CLPAX
- 1D
- 1.12%
- 1M
- -4.88%
- YTD
- -6.01%
- 6M
- -6.20%
- 1Y
- 14.98%
- 3Y*
- 11.51%
- 5Y*
- 4.87%
- 10Y*
- 5.45%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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CLPAX vs. VOO - Expense Ratio Comparison
CLPAX has a 1.74% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CLPAX vs. VOO — Risk / Return Rank
CLPAX
VOO
CLPAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) 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.
| CLPAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.01 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.53 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.55 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.60 | 7.31 | -3.71 |
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
| CLPAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.01 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.71 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.79 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.83 | -0.49 |
Correlation
The correlation between CLPAX and VOO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CLPAX vs. VOO - Dividend Comparison
CLPAX's dividend yield for the trailing twelve months is around 9.69%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 9.69% | 9.10% | 0.00% | 0.00% | 2.68% | 0.32% | 0.49% | 5.41% | 0.30% | 0.02% | 0.00% | 17.26% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CLPAX vs. VOO - Drawdown Comparison
The maximum CLPAX drawdown since its inception was -32.47%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CLPAX and VOO.
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Drawdown Indicators
| CLPAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.47% | -33.99% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -11.98% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.47% | -24.52% | -7.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.47% | -33.99% | +1.52% |
Current DrawdownCurrent decline from peak | -11.89% | -5.55% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -3.72% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.55% | +1.77% |
Volatility
CLPAX vs. VOO - Volatility Comparison
The current volatility for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is 3.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that CLPAX 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.
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Volatility by Period
| CLPAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 5.34% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 9.47% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 18.11% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.82% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 17.99% | -3.60% |