FAIGX vs. ATRFX
Compare and contrast key facts about Fidelity Advisor Balanced Fund Class M (FAIGX) and Catalyst Systematic Alpha Class I (ATRFX).
FAIGX is managed by Fidelity. It was launched on Jan 6, 1987. 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: FAIGX or ATRFX.
Key characteristics
| FAIGX | ATRFX | |
|---|---|---|
| YTD Return | 14.85% | 0.77% |
| 1Y Return | 23.86% | 4.93% |
| 3Y Return (Ann) | 4.01% | 4.93% |
| 5Y Return (Ann) | 10.97% | 13.46% |
| 10Y Return (Ann) | 9.06% | 6.21% |
| Sharpe Ratio | 2.87 | 0.28 |
| Sortino Ratio | 4.09 | 0.44 |
| Omega Ratio | 1.55 | 1.08 |
| Calmar Ratio | 2.49 | 0.25 |
| Martin Ratio | 18.66 | 0.65 |
| Ulcer Index | 1.31% | 7.13% |
| Daily Std Dev | 8.49% | 16.61% |
| Max Drawdown | -44.19% | -25.02% |
| Current Drawdown | -0.89% | -12.79% |
Correlation
The correlation between FAIGX 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
FAIGX vs. ATRFX - Performance Comparison
In the year-to-date period, FAIGX achieves a 14.85% return, which is significantly higher than ATRFX's 0.77% return. Over the past 10 years, FAIGX has outperformed ATRFX with an annualized return of 9.06%, while ATRFX has yielded a comparatively lower 6.21% 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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FAIGX vs. ATRFX - Expense Ratio Comparison
FAIGX has a 1.06% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
FAIGX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Balanced Fund Class M (FAIGX) 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
FAIGX vs. ATRFX - Dividend Comparison
FAIGX's dividend yield for the trailing twelve months is around 3.90%, more than ATRFX's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAIGX Fidelity Advisor Balanced Fund Class M | 3.90% | 1.14% | 0.79% | 0.22% | 0.70% | 1.05% | 1.08% | 0.97% | 0.95% | 4.95% | 7.47% | 5.28% |
ATRFX Catalyst Systematic Alpha Class I | 3.64% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% | 0.00% |
Drawdowns
FAIGX vs. ATRFX - Drawdown Comparison
The maximum FAIGX drawdown since its inception was -44.19%, which is greater than ATRFX's maximum drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for FAIGX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
FAIGX vs. ATRFX - Volatility Comparison
The current volatility for Fidelity Advisor Balanced Fund Class M (FAIGX) is 1.32%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.22%. This indicates that FAIGX 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.