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CLPAX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

CLPAX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
34.18%
268.09%
CLPAX
VTSAX

Key characteristics

Sharpe Ratio

CLPAX:

1.06

VTSAX:

2.09

Sortino Ratio

CLPAX:

1.52

VTSAX:

2.78

Omega Ratio

CLPAX:

1.19

VTSAX:

1.39

Calmar Ratio

CLPAX:

1.13

VTSAX:

3.13

Martin Ratio

CLPAX:

4.27

VTSAX:

13.34

Ulcer Index

CLPAX:

3.24%

VTSAX:

2.01%

Daily Std Dev

CLPAX:

13.08%

VTSAX:

12.85%

Max Drawdown

CLPAX:

-36.85%

VTSAX:

-55.34%

Current Drawdown

CLPAX:

-3.00%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, CLPAX achieves a 12.87% return, which is significantly lower than VTSAX's 24.80% return. Over the past 10 years, CLPAX has underperformed VTSAX with an annualized return of 1.25%, while VTSAX has yielded a comparatively higher 12.51% annualized return.


CLPAX

YTD

12.87%

1M

2.80%

6M

5.08%

1Y

12.97%

5Y*

4.20%

10Y*

1.25%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLPAX vs. VTSAX - Expense Ratio Comparison

CLPAX has a 1.74% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
Expense ratio chart for CLPAX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for CLPAX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.062.09
The chart of Sortino ratio for CLPAX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.522.78
The chart of Omega ratio for CLPAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.39
The chart of Calmar ratio for CLPAX, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.0014.001.133.13
The chart of Martin ratio for CLPAX, currently valued at 4.27, compared to the broader market0.0020.0040.0060.004.2713.34
CLPAX
VTSAX

The current CLPAX Sharpe Ratio is 1.06, which is lower than the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CLPAX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.06
2.09
CLPAX
VTSAX

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 0.93%.


TTM20232022202120202019201820172016201520142013
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
0.93%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.00%
-3.10%
CLPAX
VTSAX

Volatility

CLPAX vs. VTSAX - Volatility Comparison

Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) has a higher volatility of 4.55% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. This indicates that CLPAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
4.06%
CLPAX
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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