MBXAX vs. ATRFX
Compare and contrast key facts about Catalyst/Millburn Hedge Strategy Fund (MBXAX) and Catalyst Systematic Alpha Class I (ATRFX).
MBXAX is managed by Catalyst Mutual Funds. It was launched on Dec 27, 2015. 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: MBXAX or ATRFX.
Correlation
The correlation between MBXAX and ATRFX is 0.14, 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
MBXAX vs. ATRFX - Performance Comparison
Key characteristics
MBXAX:
1.39
ATRFX:
-0.30
MBXAX:
1.93
ATRFX:
-0.26
MBXAX:
1.26
ATRFX:
0.96
MBXAX:
1.77
ATRFX:
-0.27
MBXAX:
4.60
ATRFX:
-0.51
MBXAX:
3.24%
ATRFX:
9.82%
MBXAX:
10.74%
ATRFX:
17.06%
MBXAX:
-31.75%
ATRFX:
-25.03%
MBXAX:
-0.75%
ATRFX:
-17.82%
Returns By Period
In the year-to-date period, MBXAX achieves a 3.66% return, which is significantly higher than ATRFX's -0.94% return.
MBXAX
3.66%
2.70%
3.39%
14.73%
6.34%
N/A
ATRFX
-0.94%
-1.23%
-15.49%
-5.28%
9.21%
5.80%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MBXAX vs. ATRFX - Expense Ratio Comparison
MBXAX has a 2.18% expense ratio, which is higher than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
MBXAX vs. ATRFX — Risk-Adjusted Performance Rank
MBXAX
ATRFX
MBXAX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/Millburn Hedge Strategy Fund (MBXAX) 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
MBXAX vs. ATRFX - Dividend Comparison
MBXAX's dividend yield for the trailing twelve months is around 1.61%, less than ATRFX's 12.01% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Catalyst/Millburn Hedge Strategy Fund | 1.61% | 1.67% | 1.60% | 3.97% | 0.00% | 3.92% | 4.96% | 1.50% | 0.00% | 1.22% | 0.00% | 0.00% |
Catalyst Systematic Alpha Class I | 12.01% | 11.90% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
Drawdowns
MBXAX vs. ATRFX - Drawdown Comparison
The maximum MBXAX drawdown since its inception was -31.75%, which is greater than ATRFX's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for MBXAX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
MBXAX vs. ATRFX - Volatility Comparison
The current volatility for Catalyst/Millburn Hedge Strategy Fund (MBXAX) is 2.61%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 4.80%. This indicates that MBXAX 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.