MAFIX vs. ATRFX
Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and Catalyst Systematic Alpha Class I (ATRFX).
MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. 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: MAFIX or ATRFX.
Key characteristics
| MAFIX | ATRFX | |
|---|---|---|
| YTD Return | 8.39% | 1.35% |
| 1Y Return | 10.54% | 4.93% |
| 3Y Return (Ann) | 5.23% | 4.96% |
| 5Y Return (Ann) | 11.61% | 13.57% |
| Sharpe Ratio | 0.79 | 0.33 |
| Sortino Ratio | 1.13 | 0.49 |
| Omega Ratio | 1.15 | 1.08 |
| Calmar Ratio | 0.82 | 0.29 |
| Martin Ratio | 2.30 | 0.76 |
| Ulcer Index | 4.67% | 7.22% |
| Daily Std Dev | 13.55% | 16.61% |
| Max Drawdown | -13.28% | -25.02% |
| Current Drawdown | -5.96% | -12.29% |
Correlation
The correlation between MAFIX and ATRFX is 0.21, 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
MAFIX vs. ATRFX - Performance Comparison
In the year-to-date period, MAFIX achieves a 8.39% return, which is significantly higher than ATRFX's 1.35% 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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MAFIX vs. ATRFX - Expense Ratio Comparison
MAFIX has a 1.79% expense ratio, which is higher than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
MAFIX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) 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
MAFIX vs. ATRFX - Dividend Comparison
MAFIX's dividend yield for the trailing twelve months is around 0.91%, less than ATRFX's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 0.91% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% | 0.00% | 0.00% | 0.00% | 0.00% |
ATRFX Catalyst Systematic Alpha Class I | 3.62% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
Drawdowns
MAFIX vs. ATRFX - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -13.28%, smaller than the maximum ATRFX drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for MAFIX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
MAFIX vs. ATRFX - Volatility Comparison
The current volatility for Abbey Capital Multi Asset Fund Class I (MAFIX) is 4.15%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.21%. This indicates that MAFIX 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.