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.
Performance
MADVX vs. ATRFX - Performance Comparison
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MADVX vs. ATRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | -1.25% | 21.70% | 6.98% | 12.71% | -3.97% | 20.13% | 4.03% | 27.58% | -7.15% | 16.31% |
ATRFX Catalyst Systematic Alpha Class I | -17.80% | 2.81% | -4.14% | 24.60% | -4.33% | 25.70% | 15.32% | 29.25% | -19.65% | 2.00% |
Returns By Period
In the year-to-date period, MADVX achieves a -1.25% return, which is significantly higher than ATRFX's -17.80% return. Over the past 10 years, MADVX has outperformed ATRFX with an annualized return of 10.67%, while ATRFX has yielded a comparatively lower 3.89% annualized return.
MADVX
- 1D
- 2.39%
- 1M
- -5.98%
- YTD
- -1.25%
- 6M
- 3.63%
- 1Y
- 15.09%
- 3Y*
- 12.71%
- 5Y*
- 8.28%
- 10Y*
- 10.67%
ATRFX
- 1D
- 0.23%
- 1M
- -16.19%
- YTD
- -17.80%
- 6M
- -16.34%
- 1Y
- -6.55%
- 3Y*
- -2.64%
- 5Y*
- 2.76%
- 10Y*
- 3.89%
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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.
Return for Risk
MADVX vs. ATRFX — Risk / Return Rank
MADVX
ATRFX
MADVX vs. ATRFX - Risk-Adjusted Trends 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.
| MADVX | ATRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | -0.27 | +1.25 |
Sortino ratioReturn per unit of downside risk | 1.41 | -0.22 | +1.63 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.97 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | -0.28 | +1.62 |
Martin ratioReturn relative to average drawdown | 5.76 | -0.92 | +6.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MADVX | ATRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | -0.27 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.16 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.25 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.22 | +0.43 |
Correlation
The correlation between MADVX and ATRFX is 0.24, 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.
Dividends
MADVX vs. ATRFX - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 10.36%, more than ATRFX's 0.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 10.36% | 10.23% | 8.58% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.38% | 7.98% | 18.44% |
ATRFX Catalyst Systematic Alpha Class I | 0.79% | 0.65% | 11.89% | 1.87% | 4.98% | 5.43% | 20.92% | 1.60% | 1.37% | 0.00% | 0.91% | 1.02% |
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 -35.17%. Use the drawdown chart below to compare losses from any high point for MADVX and ATRFX.
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Drawdown Indicators
| MADVX | ATRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -35.17% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -21.19% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -35.17% | +17.12% |
Max Drawdown (10Y)Largest decline over 10 years | -35.94% | -35.17% | -0.77% |
Current DrawdownCurrent decline from peak | -6.84% | -29.89% | +23.05% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -8.58% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 6.39% | -3.66% |
Volatility
MADVX vs. ATRFX - Volatility Comparison
The current volatility for BlackRock Equity Dividend Fund (MADVX) is 4.89%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 11.51%. This indicates that MADVX 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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Volatility by Period
| MADVX | ATRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 11.51% | -6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 17.58% | -9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 22.50% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 17.49% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.35% | +0.94% |