Correlation
The correlation between LSOFX and ATRFX is 0.27, 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.
LSOFX vs. ATRFX
Compare and contrast key facts about LS Opportunity Fund - Institutional Class (LSOFX) and Catalyst Systematic Alpha Class I (ATRFX).
LSOFX is managed by Long Short. It was launched on Sep 28, 2010. 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: LSOFX or ATRFX.
Performance
LSOFX vs. ATRFX - Performance Comparison
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Key characteristics
LSOFX:
0.45
ATRFX:
-1.05
LSOFX:
0.50
ATRFX:
-1.26
LSOFX:
1.07
ATRFX:
0.81
LSOFX:
0.29
ATRFX:
-0.63
LSOFX:
0.95
ATRFX:
-1.26
LSOFX:
3.20%
ATRFX:
17.66%
LSOFX:
9.70%
ATRFX:
21.65%
LSOFX:
-22.05%
ATRFX:
-35.09%
LSOFX:
-3.56%
ATRFX:
-26.53%
Returns By Period
In the year-to-date period, LSOFX achieves a 1.10% return, which is significantly higher than ATRFX's -11.44% return. Over the past 10 years, LSOFX has outperformed ATRFX with an annualized return of 6.60%, while ATRFX has yielded a comparatively lower 4.16% annualized return.
LSOFX
1.10%
2.28%
-3.05%
4.30%
6.39%
8.11%
6.60%
ATRFX
-11.44%
4.12%
-13.94%
-22.71%
3.35%
8.69%
4.16%
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LSOFX vs. ATRFX - Expense Ratio Comparison
LSOFX has a 1.95% expense ratio, which is higher than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
LSOFX vs. ATRFX — Risk-Adjusted Performance Rank
LSOFX
ATRFX
LSOFX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LS Opportunity Fund - Institutional Class (LSOFX) 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.
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Dividends
LSOFX vs. ATRFX - Dividend Comparison
LSOFX's dividend yield for the trailing twelve months is around 0.96%, less than ATRFX's 13.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSOFX LS Opportunity Fund - Institutional Class | 0.96% | 0.97% | 0.00% | 5.27% | 4.35% | 1.28% | 1.18% | 2.71% | 3.90% | 0.00% | 6.73% | 1.86% |
ATRFX Catalyst Systematic Alpha Class I | 13.07% | 11.90% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.37% | 0.00% | 0.91% | 1.02% | 0.64% |
Drawdowns
LSOFX vs. ATRFX - Drawdown Comparison
The maximum LSOFX drawdown since its inception was -22.05%, smaller than the maximum ATRFX drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for LSOFX and ATRFX.
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Volatility
LSOFX vs. ATRFX - Volatility Comparison
The current volatility for LS Opportunity Fund - Institutional Class (LSOFX) is 2.53%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 3.20%. This indicates that LSOFX 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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