CPEAX vs. ATRFX
Compare and contrast key facts about Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst Systematic Alpha Class I (ATRFX).
CPEAX is managed by Catalyst Mutual Funds. It was launched on Dec 22, 2011. ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014.
Performance
CPEAX vs. ATRFX - Performance Comparison
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CPEAX vs. ATRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | -5.75% | 9.98% | 22.02% | 13.44% | -14.87% | 19.59% | 21.00% | 11.14% | -4.35% | 26.91% |
ATRFX Catalyst Systematic Alpha Class I | -17.98% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
Returns By Period
In the year-to-date period, CPEAX achieves a -5.75% return, which is significantly higher than ATRFX's -17.98% return. Over the past 10 years, CPEAX has outperformed ATRFX with an annualized return of 10.42%, while ATRFX has yielded a comparatively lower 3.86% annualized return.
CPEAX
- 1D
- -2.50%
- 1M
- -10.41%
- YTD
- -5.75%
- 6M
- -8.19%
- 1Y
- 15.06%
- 3Y*
- 12.22%
- 5Y*
- 7.87%
- 10Y*
- 10.42%
ATRFX
- 1D
- -1.50%
- 1M
- -17.24%
- YTD
- -17.98%
- 6M
- -15.82%
- 1Y
- -6.37%
- 3Y*
- -2.72%
- 5Y*
- 2.78%
- 10Y*
- 3.86%
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CPEAX vs. ATRFX - Expense Ratio Comparison
CPEAX has a 1.38% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Return for Risk
CPEAX vs. ATRFX — Risk / Return Rank
CPEAX
ATRFX
CPEAX vs. ATRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst Systematic Alpha Class I (ATRFX). 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.
| CPEAX | ATRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | -0.27 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.07 | -0.22 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | -0.39 | +1.41 |
Martin ratioReturn relative to average drawdown | 3.72 | -1.33 | +5.05 |
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
| CPEAX | ATRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | -0.27 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.16 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.25 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.22 | +0.42 |
Correlation
The correlation between CPEAX and ATRFX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CPEAX vs. ATRFX - Dividend Comparison
CPEAX's dividend yield for the trailing twelve months is around 16.71%, more than ATRFX's 0.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | 16.71% | 15.75% | 9.57% | 0.00% | 1.21% | 30.88% | 0.00% | 0.12% | 19.37% | 2.32% | 0.00% | 1.36% |
ATRFX Catalyst Systematic Alpha Class I | 0.80% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
Drawdowns
CPEAX vs. ATRFX - Drawdown Comparison
The maximum CPEAX drawdown since its inception was -34.39%, roughly equal to the maximum ATRFX drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for CPEAX and ATRFX.
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Drawdown Indicators
| CPEAX | ATRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -35.17% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -21.19% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -35.17% | +8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -35.17% | +0.78% |
Current DrawdownCurrent decline from peak | -12.61% | -30.04% | +17.43% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -8.57% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 6.26% | -2.45% |
Volatility
CPEAX vs. ATRFX - Volatility Comparison
The current volatility for Catalyst Dynamic Alpha Fund (CPEAX) is 8.55%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 11.46%. This indicates that CPEAX experiences smaller price fluctuations and is considered to be less risky than ATRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPEAX | ATRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 11.46% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 17.58% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.86% | 22.55% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 17.49% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.29% | 15.35% | +4.94% |