VSP.TO vs. ATRFX
Compare and contrast key facts about Vanguard S&P 500 CAD-hedged ETF (VSP.TO) and Catalyst Systematic Alpha Class I (ATRFX).
VSP.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012. 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: VSP.TO or ATRFX.
Key characteristics
| VSP.TO | ATRFX | |
|---|---|---|
| YTD Return | 26.00% | 1.35% |
| 1Y Return | 35.92% | 5.19% |
| 3Y Return (Ann) | 8.82% | 5.80% |
| 5Y Return (Ann) | 14.37% | 13.18% |
| 10Y Return (Ann) | 12.04% | 6.30% |
| Sharpe Ratio | 3.16 | 0.30 |
| Sortino Ratio | 4.29 | 0.45 |
| Omega Ratio | 1.59 | 1.08 |
| Calmar Ratio | 4.60 | 0.26 |
| Martin Ratio | 21.01 | 0.68 |
| Ulcer Index | 1.81% | 7.26% |
| Daily Std Dev | 12.00% | 16.64% |
| Max Drawdown | -35.55% | -25.02% |
| Current Drawdown | 0.00% | -12.29% |
Correlation
The correlation between VSP.TO and ATRFX is 0.22, 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
VSP.TO vs. ATRFX - Performance Comparison
In the year-to-date period, VSP.TO achieves a 26.00% return, which is significantly higher than ATRFX's 1.35% return. Over the past 10 years, VSP.TO has outperformed ATRFX with an annualized return of 12.04%, while ATRFX has yielded a comparatively lower 6.30% annualized 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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VSP.TO vs. ATRFX - Expense Ratio Comparison
VSP.TO has a 0.09% expense ratio, which is lower than ATRFX's 1.77% expense ratio.
Risk-Adjusted Performance
VSP.TO vs. ATRFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 CAD-hedged ETF (VSP.TO) 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
VSP.TO vs. ATRFX - Dividend Comparison
VSP.TO's dividend yield for the trailing twelve months is around 1.04%, less than ATRFX's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSP.TO Vanguard S&P 500 CAD-hedged ETF | 1.04% | 1.17% | 1.37% | 1.07% | 1.27% | 1.52% | 1.76% | 1.46% | 1.69% | 1.75% | 1.53% | 1.43% |
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
VSP.TO vs. ATRFX - Drawdown Comparison
The maximum VSP.TO drawdown since its inception was -35.55%, which is greater than ATRFX's maximum drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for VSP.TO and ATRFX. For additional features, visit the drawdowns tool.
Volatility
VSP.TO vs. ATRFX - Volatility Comparison
The current volatility for Vanguard S&P 500 CAD-hedged ETF (VSP.TO) is 3.79%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.19%. This indicates that VSP.TO 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.