CLPAX vs. VTSAX
Compare and contrast key facts about Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLPAX or VTSAX.
Performance
CLPAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, CLPAX achieves a 8.44% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, CLPAX has underperformed VTSAX with an annualized return of 0.88%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
CLPAX
8.44%
-1.17%
5.82%
13.77%
2.82%
0.88%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| CLPAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.57 |
| Sortino Ratio | 1.55 | 3.44 |
| Omega Ratio | 1.19 | 1.47 |
| Calmar Ratio | 0.95 | 3.77 |
| Martin Ratio | 4.26 | 16.47 |
| Ulcer Index | 3.21% | 1.96% |
| Daily Std Dev | 12.64% | 12.55% |
| Max Drawdown | -36.85% | -55.34% |
| Current Drawdown | -3.34% | -2.42% |
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CLPAX vs. VTSAX - Expense Ratio Comparison
CLPAX has a 1.74% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between CLPAX and VTSAX 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.
Risk-Adjusted Performance
CLPAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
CLPAX vs. VTSAX - Dividend Comparison
CLPAX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.08% | 0.29% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CLPAX vs. VTSAX - Drawdown Comparison
The maximum CLPAX drawdown since its inception was -36.85%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for CLPAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
CLPAX vs. VTSAX - Volatility Comparison
Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.25% and 4.25%, 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.