MADVX vs. ATRFX
Compare and contrast key facts about BlackRock Equity Dividend Fund (MADVX) and Catalyst Systematic Alpha Class I (ATRFX).
MADVX is managed by Blackrock. It was launched on Nov 29, 1988. 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: MADVX or ATRFX.
Key characteristics
| MADVX | ATRFX | |
|---|---|---|
| YTD Return | 12.47% | 1.65% |
| 1Y Return | 20.13% | 2.26% |
| 3Y Return (Ann) | 8.26% | 5.96% |
| 5Y Return (Ann) | 10.34% | 14.55% |
| 10Y Return (Ann) | 7.92% | 6.10% |
| Sharpe Ratio | 1.89 | 0.18 |
| Daily Std Dev | 10.42% | 16.57% |
| Max Drawdown | -50.00% | -25.03% |
| Current Drawdown | -1.25% | -12.03% |
Correlation
The correlation between MADVX and ATRFX is 0.20, 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
MADVX vs. ATRFX - Performance Comparison
In the year-to-date period, MADVX achieves a 12.47% return, which is significantly higher than ATRFX's 1.65% return. Over the past 10 years, MADVX has outperformed ATRFX with an annualized return of 7.92%, while ATRFX has yielded a comparatively lower 6.10% 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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MADVX vs. ATRFX - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
MADVX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) 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
MADVX vs. ATRFX - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 8.82%, more than ATRFX's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 8.82% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.77% | 7.98% | 2.30% | 6.35% | 1.95% |
ATRFX Catalyst Systematic Alpha Class I | 3.80% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.37% | 0.00% | 0.91% | 1.02% | 0.64% | 0.00% |
Drawdowns
MADVX vs. ATRFX - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, which is greater than ATRFX's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for MADVX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
MADVX vs. ATRFX - Volatility Comparison
BlackRock Equity Dividend Fund (MADVX) has a higher volatility of 2.74% compared to Catalyst Systematic Alpha Class I (ATRFX) at 2.57%. This indicates that MADVX's price experiences larger fluctuations and is considered to be riskier than ATRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.