CLTAX vs. VIG

Last updated Jun 24, 2026

CLTAX (Catalyst/Lyons Tactical Allocation Fund) and VIG (Vanguard Dividend Appreciation ETF) are both funds - CLTAX is a Tactical Allocation fund managed by Catalyst Mutual Funds, while VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, CLTAX returned 8.10%/yr vs 13.34%/yr for VIG. A 0.79 correlation means they provide meaningful diversification when combined. CLTAX charges 1.53%/yr vs 0.04%/yr for VIG.

Performance

CLTAX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLTAX achieves a 12.24% return, which is significantly higher than VIG's 6.98% return. Over the past 10 years, CLTAX has underperformed VIG with an annualized return of 8.10%, while VIG has yielded a comparatively higher 13.34% annualized return.

CLTAX

• 1D: -0.28%
• 1M: 2.83%
• YTD: 12.24%
• 6M: 10.15%
• 1Y: 25.39%
• 3Y*: 13.05%
• 5Y*: 3.65%
• 10Y*: 8.10%

VIG

• 1D: -0.51%
• 1M: 0.48%
• YTD: 6.98%
• 6M: 6.28%
• 1Y: 18.42%
• 3Y*: 15.85%
• 5Y*: 10.82%
• 10Y*: 13.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLTAX vs. VIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLTAX Catalyst/Lyons Tactical Allocation Fund	12.24%	15.26%	3.51%	10.16%	-24.36%	17.82%	27.88%	2.80%	-4.99%	16.74%
VIG Vanguard Dividend Appreciation ETF	6.98%	14.17%	16.99%	14.51%	-9.80%	23.76%	15.43%	29.62%	-2.08%	22.22%

Correlation

The correlation between CLTAX and VIG is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jul 2, 2012	0.79

The correlation between CLTAX and VIG has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

Return for Risk

CLTAX vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLTAX

CLTAX Risk / Return Rank: 42
CLTAX Sharpe Ratio Rank: 36
CLTAX Sortino Ratio Rank: 34
CLTAX Omega Ratio Rank: 35
CLTAX Calmar Ratio Rank: 44
CLTAX Martin Ratio Rank: 58

VIG

VIG Risk / Return Rank: 54
VIG Sharpe Ratio Rank: 56
VIG Sortino Ratio Rank: 58
VIG Omega Ratio Rank: 54
VIG Calmar Ratio Rank: 49
VIG Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLTAX vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Vanguard Dividend Appreciation ETF (VIG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CLTAX	VIG	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.83	-0.20
Sortino ratio: Return per unit of downside risk	2.27	2.66	-0.39
Omega ratio: Gain probability vs. loss probability	1.29	1.33	-0.04
Calmar ratio: Return relative to maximum drawdown	2.43	2.34	+0.09
Martin ratio: Return relative to average drawdown	10.98	9.44	+1.54

CLTAX vs. VIG - Sharpe Ratio Comparison

The current CLTAX Sharpe Ratio is 1.63, which is comparable to the VIG Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CLTAX and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CLTAX vs. VIG - Drawdown Comparison

The maximum CLTAX drawdown since its inception was -28.93%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for CLTAX and VIG.

Drawdown Indicators

	CLTAX	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-28.93%	-46.81%	+17.88%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-7.91%	-3.00%
Max Drawdown (3Y) Largest decline over 3 years	-16.53%	-14.95%	-1.58%
Max Drawdown (5Y) Largest decline over 5 years	-26.92%	-20.39%	-6.53%
Max Drawdown (10Y) Largest decline over 10 years	-28.93%	-31.72%	+2.79%
Current Drawdown Current decline from peak	-0.28%	-1.13%	+0.85%
Average Drawdown Average peak-to-trough decline	-7.99%	-5.50%	-2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	1.96%	+0.45%

Volatility

CLTAX vs. VIG - Volatility Comparison

Catalyst/Lyons Tactical Allocation Fund (CLTAX) has a higher volatility of 4.86% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.89%. This indicates that CLTAX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLTAX	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	2.89%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	13.08%	7.70%	+5.38%
Volatility (1Y) Calculated over the trailing 1-year period	16.30%	10.14%	+6.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.75%	14.23%	+0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.36%	16.04%	-1.68%

CLTAX vs. VIG - Expense Ratio Comparison

CLTAX has a 1.53% expense ratio, which is higher than VIG's 0.04% expense ratio.

Dividends

CLTAX vs. VIG - Dividend Comparison

CLTAX's dividend yield for the trailing twelve months is around 8.96%, more than VIG's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLTAX Catalyst/Lyons Tactical Allocation Fund	8.96%	10.06%	0.02%	1.02%	12.48%	0.55%	3.42%	12.17%	2.73%	2.81%	1.35%	6.33%
VIG Vanguard Dividend Appreciation ETF	1.47%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Frequently Asked Questions

Can I hold both CLTAX and VIG in my portfolio?

CLTAX and VIG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLTAX or VIG?

CLTAX has higher volatility (4.86%) compared to VIG (2.89%). In terms of maximum drawdown, CLTAX dropped -28.93% vs VIG's -46.81%.

Which has better risk-adjusted returns?

VIG currently has the higher Sharpe Ratio (1.83 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.