CLTAX vs. ABRZX
Compare and contrast key facts about Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX).
CLTAX is managed by Catalyst Mutual Funds. It was launched on Jul 1, 2012. ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009.
Performance
CLTAX vs. ABRZX - Performance Comparison
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CLTAX vs. ABRZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLTAX Catalyst/Lyons Tactical Allocation Fund | -5.68% | 15.26% | 3.51% | 10.16% | -24.36% | 17.82% | 27.88% | 2.80% | -4.99% | 16.74% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 9.80% |
Returns By Period
In the year-to-date period, CLTAX achieves a -5.68% return, which is significantly lower than ABRZX's 11.64% return. Over the past 10 years, CLTAX has outperformed ABRZX with an annualized return of 5.60%, while ABRZX has yielded a comparatively lower 4.68% annualized return.
CLTAX
- 1D
- -1.19%
- 1M
- -10.37%
- YTD
- -5.68%
- 6M
- -3.98%
- 1Y
- 10.92%
- 3Y*
- 6.89%
- 5Y*
- 0.80%
- 10Y*
- 5.60%
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
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CLTAX vs. ABRZX - Expense Ratio Comparison
CLTAX has a 1.53% expense ratio, which is higher than ABRZX's 1.41% expense ratio.
Return for Risk
CLTAX vs. ABRZX — Risk / Return Rank
CLTAX
ABRZX
CLTAX vs. ABRZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX). 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.
| CLTAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 2.03 | -1.43 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.63 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.40 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.66 | -1.81 |
Martin ratioReturn relative to average drawdown | 3.40 | 10.66 | -7.26 |
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
| CLTAX | ABRZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.03 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.33 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.43 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.58 | -0.04 |
Correlation
The correlation between CLTAX and ABRZX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CLTAX vs. ABRZX - Dividend Comparison
CLTAX's dividend yield for the trailing twelve months is around 10.67%, more than ABRZX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLTAX Catalyst/Lyons Tactical Allocation Fund | 10.67% | 10.06% | 0.02% | 1.02% | 12.48% | 0.55% | 3.42% | 12.17% | 2.73% | 2.81% | 1.35% | 6.33% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
Drawdowns
CLTAX vs. ABRZX - Drawdown Comparison
The maximum CLTAX drawdown since its inception was -28.93%, which is greater than ABRZX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for CLTAX and ABRZX.
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Drawdown Indicators
| CLTAX | ABRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.93% | -26.62% | -2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -6.90% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -19.33% | -7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -28.93% | -26.62% | -2.31% |
Current DrawdownCurrent decline from peak | -10.91% | -2.36% | -8.55% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -4.79% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.72% | +1.01% |
Volatility
CLTAX vs. ABRZX - Volatility Comparison
Catalyst/Lyons Tactical Allocation Fund (CLTAX) has a higher volatility of 5.92% compared to Invesco Balanced-Risk Allocation Fund Class A (ABRZX) at 3.98%. This indicates that CLTAX's price experiences larger fluctuations and is considered to be riskier than ABRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLTAX | ABRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 3.98% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 7.55% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 9.36% | +9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 12.17% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.18% | 10.88% | +3.30% |