QSPIX vs. ATRFX
Compare and contrast key facts about AQR Style Premia Alternative Fund (QSPIX) and Catalyst Systematic Alpha Class I (ATRFX).
QSPIX is managed by AQR Funds. It was launched on Oct 29, 2013. 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: QSPIX or ATRFX.
Key characteristics
| QSPIX | ATRFX | |
|---|---|---|
| YTD Return | 19.44% | 1.35% |
| 1Y Return | 16.14% | 4.93% |
| 3Y Return (Ann) | 25.82% | 4.96% |
| 5Y Return (Ann) | 10.99% | 13.57% |
| 10Y Return (Ann) | 5.61% | 6.28% |
| Sharpe Ratio | 1.33 | 0.33 |
| Sortino Ratio | 1.89 | 0.49 |
| Omega Ratio | 1.23 | 1.08 |
| Calmar Ratio | 1.73 | 0.29 |
| Martin Ratio | 4.33 | 0.76 |
| Ulcer Index | 3.72% | 7.22% |
| Daily Std Dev | 12.15% | 16.61% |
| Max Drawdown | -41.37% | -25.02% |
| Current Drawdown | -3.77% | -12.29% |
Correlation
The correlation between QSPIX and ATRFX is 0.07, 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
QSPIX vs. ATRFX - Performance Comparison
In the year-to-date period, QSPIX achieves a 19.44% return, which is significantly higher than ATRFX's 1.35% return. Over the past 10 years, QSPIX has underperformed ATRFX with an annualized return of 5.61%, while ATRFX has yielded a comparatively higher 6.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QSPIX vs. ATRFX - Expense Ratio Comparison
QSPIX has a 1.49% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
QSPIX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) 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
QSPIX vs. ATRFX - Dividend Comparison
QSPIX's dividend yield for the trailing twelve months is around 19.82%, more than ATRFX's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSPIX AQR Style Premia Alternative Fund | 19.82% | 23.67% | 22.69% | 12.79% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% | 12.86% | 2.25% |
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% | 0.00% |
Drawdowns
QSPIX vs. ATRFX - Drawdown Comparison
The maximum QSPIX drawdown since its inception was -41.37%, which is greater than ATRFX's maximum drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for QSPIX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
QSPIX vs. ATRFX - Volatility Comparison
The current volatility for AQR Style Premia Alternative Fund (QSPIX) is 2.62%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.21%. This indicates that QSPIX 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.