FAEGX vs. ATRFX
Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Catalyst Systematic Alpha Class I (ATRFX).
FAEGX is managed by Fidelity. It was launched on Sep 10, 1992. ATRFX is managed by Catalyst Mutual Funds. It was launched on Jul 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAEGX or ATRFX.
Key characteristics
| FAEGX | ATRFX | |
|---|---|---|
| YTD Return | 31.87% | 1.35% |
| 1Y Return | 41.70% | 5.19% |
| 3Y Return (Ann) | 3.99% | 5.80% |
| 5Y Return (Ann) | 11.74% | 13.18% |
| 10Y Return (Ann) | 9.22% | 6.30% |
| Sharpe Ratio | 2.80 | 0.30 |
| Sortino Ratio | 3.65 | 0.45 |
| Omega Ratio | 1.50 | 1.08 |
| Calmar Ratio | 0.58 | 0.26 |
| Martin Ratio | 15.73 | 0.68 |
| Ulcer Index | 2.81% | 7.26% |
| Daily Std Dev | 15.72% | 16.64% |
| Max Drawdown | -95.89% | -25.02% |
| Current Drawdown | -66.33% | -12.29% |
Correlation
The correlation between FAEGX and ATRFX is 0.22, 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.
Performance
FAEGX vs. ATRFX - Performance Comparison
In the year-to-date period, FAEGX achieves a 31.87% return, which is significantly higher than ATRFX's 1.35% return. Over the past 10 years, FAEGX has outperformed ATRFX with an annualized return of 9.22%, while ATRFX has yielded a comparatively lower 6.30% 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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FAEGX vs. ATRFX - Expense Ratio Comparison
FAEGX has a 1.21% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
FAEGX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) 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.
Dividends
FAEGX vs. ATRFX - Dividend Comparison
FAEGX has not paid dividends to shareholders, while ATRFX's dividend yield for the trailing twelve months is around 3.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAEGX Fidelity Advisor Equity Growth Fund Class M | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.40% | 0.00% |
ATRFX Catalyst Systematic Alpha Class I | 3.62% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
Drawdowns
FAEGX vs. ATRFX - Drawdown Comparison
The maximum FAEGX drawdown since its inception was -95.89%, which is greater than ATRFX's maximum drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for FAEGX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
FAEGX vs. ATRFX - Volatility Comparison
The current volatility for Fidelity Advisor Equity Growth Fund Class M (FAEGX) is 4.39%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.19%. This indicates that FAEGX 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.