VGWIX vs. ATRFX
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Catalyst Systematic Alpha Class I (ATRFX).
VGWIX is managed by Vanguard. It was launched on Nov 2, 2017. 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: VGWIX or ATRFX.
Key characteristics
| VGWIX | ATRFX | |
|---|---|---|
| YTD Return | 7.56% | 1.35% |
| 1Y Return | 15.16% | 5.19% |
| 3Y Return (Ann) | 2.63% | 5.80% |
| 5Y Return (Ann) | 4.14% | 13.18% |
| Sharpe Ratio | 2.87 | 0.30 |
| Sortino Ratio | 4.27 | 0.45 |
| Omega Ratio | 1.56 | 1.08 |
| Calmar Ratio | 2.17 | 0.26 |
| Martin Ratio | 17.50 | 0.68 |
| Ulcer Index | 0.89% | 7.26% |
| Daily Std Dev | 5.43% | 16.64% |
| Max Drawdown | -17.74% | -25.02% |
| Current Drawdown | -1.60% | -12.29% |
Correlation
The correlation between VGWIX and ATRFX is 0.16, 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
VGWIX vs. ATRFX - Performance Comparison
In the year-to-date period, VGWIX achieves a 7.56% 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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VGWIX vs. ATRFX - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
VGWIX vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) 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
VGWIX vs. ATRFX - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.62%, which matches ATRFX's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% | 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
VGWIX vs. ATRFX - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum ATRFX drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for VGWIX and ATRFX. For additional features, visit the drawdowns tool.
Volatility
VGWIX vs. ATRFX - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.44%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.19%. This indicates that VGWIX 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.