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FAEGX vs. ATRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

FAEGX vs. ATRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Catalyst Systematic Alpha Class I (ATRFX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.97%
-12.24%
FAEGX
ATRFX

Key characteristics

Sharpe Ratio

FAEGX:

2.03

ATRFX:

-0.28

Sortino Ratio

FAEGX:

2.71

ATRFX:

-0.24

Omega Ratio

FAEGX:

1.36

ATRFX:

0.96

Calmar Ratio

FAEGX:

1.83

ATRFX:

-0.25

Martin Ratio

FAEGX:

11.29

ATRFX:

-0.55

Ulcer Index

FAEGX:

2.88%

ATRFX:

8.80%

Daily Std Dev

FAEGX:

16.06%

ATRFX:

16.92%

Max Drawdown

FAEGX:

-63.80%

ATRFX:

-25.02%

Current Drawdown

FAEGX:

-2.93%

ATRFX:

-17.09%

Returns By Period

In the year-to-date period, FAEGX achieves a 30.78% return, which is significantly higher than ATRFX's -4.20% return. Over the past 10 years, FAEGX has outperformed ATRFX with an annualized return of 9.13%, while ATRFX has yielded a comparatively lower 5.83% annualized return.


FAEGX

YTD

30.78%

1M

1.03%

6M

6.97%

1Y

30.86%

5Y*

10.22%

10Y*

9.13%

ATRFX

YTD

-4.20%

1M

-2.08%

6M

-12.24%

1Y

-3.94%

5Y*

10.74%

10Y*

5.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAEGX vs. ATRFX - Expense Ratio Comparison

FAEGX has a 1.21% expense ratio, which is lower than ATRFX's 1.77% expense ratio.


ATRFX
Catalyst Systematic Alpha Class I
Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%
Expense ratio chart for FAEGX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%

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.


Sharpe ratio
The chart of Sharpe ratio for FAEGX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.03-0.28
The chart of Sortino ratio for FAEGX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.71-0.24
The chart of Omega ratio for FAEGX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.360.96
The chart of Calmar ratio for FAEGX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.0014.001.83-0.25
The chart of Martin ratio for FAEGX, currently valued at 11.29, compared to the broader market0.0020.0040.0060.0011.29-0.55
FAEGX
ATRFX

The current FAEGX Sharpe Ratio is 2.03, which is higher than the ATRFX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of FAEGX and ATRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.03
-0.28
FAEGX
ATRFX

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 3.73%.


TTM2023202220212020201920182017201620152014
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
3.73%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 -63.80%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.93%
-17.09%
FAEGX
ATRFX

Volatility

FAEGX vs. ATRFX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Catalyst Systematic Alpha Class I (ATRFX) have volatilities of 4.19% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.24%
FAEGX
ATRFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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