CLTAX vs. VUG
Compare and contrast key facts about Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Vanguard Growth ETF (VUG).
CLTAX is managed by Catalyst Mutual Funds. It was launched on Jul 1, 2012. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLTAX or VUG.
Key characteristics
| CLTAX | VUG | |
|---|---|---|
| YTD Return | 5.27% | 10.75% |
| 1Y Return | 13.76% | 36.37% |
| 3Y Return (Ann) | -2.06% | 9.78% |
| 5Y Return (Ann) | 6.24% | 17.56% |
| 10Y Return (Ann) | 6.00% | 15.03% |
| Sharpe Ratio | 1.47 | 2.31 |
| Daily Std Dev | 9.27% | 15.58% |
| Max Drawdown | -28.93% | -50.68% |
| Current Drawdown | -12.37% | -0.71% |
Correlation
The correlation between CLTAX and VUG is 0.71, 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.
Performance
CLTAX vs. VUG - Performance Comparison
In the year-to-date period, CLTAX achieves a 5.27% return, which is significantly lower than VUG's 10.75% return. Over the past 10 years, CLTAX has underperformed VUG with an annualized return of 6.00%, while VUG has yielded a comparatively higher 15.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CLTAX vs. VUG - Expense Ratio Comparison
CLTAX has a 1.53% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
CLTAX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/Lyons Tactical Allocation Fund (CLTAX) and Vanguard Growth ETF (VUG). 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
CLTAX vs. VUG - Dividend Comparison
CLTAX's dividend yield for the trailing twelve months is around 0.96%, more than VUG's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLTAX Catalyst/Lyons Tactical Allocation Fund | 0.96% | 1.02% | 12.48% | 0.55% | 3.42% | 12.17% | 2.73% | 2.81% | 1.35% | 8.50% | 6.36% | 3.80% |
VUG Vanguard Growth ETF | 0.54% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
CLTAX vs. VUG - Drawdown Comparison
The maximum CLTAX drawdown since its inception was -28.93%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CLTAX and VUG. For additional features, visit the drawdowns tool.
Volatility
CLTAX vs. VUG - Volatility Comparison
The current volatility for Catalyst/Lyons Tactical Allocation Fund (CLTAX) is 2.66%, while Vanguard Growth ETF (VUG) has a volatility of 4.99%. This indicates that CLTAX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.