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Catalyst/CIFC Floating Rate Income Fund (CFRIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Catalyst/CIFC Floating Rate Income Fund (CFRIX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The investment seeks current income. Under normal market conditions, the fund invests at least 80% of its net assets (plus borrowings for investment purposes) in U.S. dollar denominated floating rate secured loans and other floating rate debt instruments, including: floating rate bonds; floating rate notes; floating rate debentures; and tranches of floating rate asset-backed securities, including structured notes, made to, or issued by, U.S. and non-U.S. corporations or other business entities; and other investment companies (including exchange traded funds) that invest primarily in floating rate assets.

Fund Info

ISIN

US62827M8881

CUSIP

62827M888

Issuer

Catalyst Mutual Funds

Inception Date

Dec 30, 2012

Category

Bank Loan

Min. Investment

$2,500

Asset Class

Bond

Expense Ratio

CFRIX has an expense ratio of 0.90%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Catalyst/CIFC Floating Rate Income Fund

Popular comparisons:
CFRIX vs. FBAPX CFRIX vs. DFLYX
Popular comparisons:
CFRIX vs. FBAPX CFRIX vs. DFLYX

Performance

Performance Chart

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S&P 500

Returns By Period

Catalyst/CIFC Floating Rate Income Fund (CFRIX) returned 1.63% year-to-date (YTD) and 7.52% over the past 12 months. Over the past 10 years, CFRIX returned 4.73% annually, underperforming the S&P 500 benchmark at 10.84%.

CFRIX

YTD

1.63%

1M

1.65%

6M

2.90%

1Y

7.52%

3Y*

8.53%

5Y*

6.62%

10Y*

4.73%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of CFRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.68%0.12%-0.37%0.11%1.10%1.63%
20240.66%0.92%0.88%0.66%1.15%0.24%0.79%0.60%0.60%0.92%1.07%0.61%9.48%
20232.86%0.43%0.18%0.91%-0.42%2.22%1.37%1.33%0.70%-0.11%1.60%1.57%13.35%
20220.31%-0.55%-0.10%-0.20%-2.50%-2.26%1.56%1.85%-2.88%0.69%1.49%0.42%-2.29%
20210.84%0.46%-0.09%0.50%0.48%0.31%-0.14%0.48%0.61%0.18%-0.22%0.75%4.23%
20200.60%-1.32%-10.33%4.08%4.00%1.15%0.96%1.27%0.32%0.04%1.94%1.41%3.39%
20192.83%1.68%-0.16%1.83%-0.51%0.49%0.93%-0.27%0.66%-0.35%0.77%1.78%10.05%
20181.79%-0.17%0.52%0.03%0.30%-0.08%0.68%0.23%0.50%-0.02%-0.69%-2.36%0.70%
20170.93%0.78%0.12%0.19%0.39%-0.52%1.39%-0.11%0.65%0.29%2.71%0.24%7.24%
2016-2.31%-2.15%2.78%3.00%2.67%-0.96%2.08%1.62%0.47%0.02%0.59%1.85%9.90%
2015-0.03%1.93%0.23%0.98%0.47%-0.53%0.07%-0.65%-1.77%-0.21%-2.13%-3.41%-5.05%
20140.72%0.75%0.30%0.12%0.76%0.75%-0.28%0.37%-1.09%0.05%-0.04%-1.75%0.63%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, CFRIX is among the top 4% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of CFRIX is 9696
Overall Rank
The Sharpe Ratio Rank of CFRIX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CFRIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CFRIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CFRIX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CFRIX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Catalyst/CIFC Floating Rate Income Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.50
  • 5-Year: 2.40
  • 10-Year: 1.21
  • All Time: 1.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Catalyst/CIFC Floating Rate Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Catalyst/CIFC Floating Rate Income Fund provided a 8.12% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 3 consecutive years.

4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.75$0.81$0.80$0.49$0.34$0.38$0.53$0.40$0.43$0.53$0.57$0.49

Dividend yield

8.12%8.70%8.62%5.46%3.52%3.99%5.51%4.28%4.51%5.70%6.29%4.90%

Monthly Dividends

The table displays the monthly dividend distributions for Catalyst/CIFC Floating Rate Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.05$0.05$0.06$0.05$0.00$0.21
2024$0.07$0.06$0.06$0.07$0.07$0.06$0.07$0.07$0.07$0.07$0.06$0.09$0.81
2023$0.07$0.06$0.07$0.06$0.07$0.07$0.06$0.07$0.06$0.07$0.07$0.07$0.80
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.05$0.05$0.05$0.05$0.07$0.49
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2020$0.04$0.03$0.04$0.04$0.03$0.04$0.04$0.03$0.02$0.02$0.03$0.03$0.38
2019$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.04$0.05$0.03$0.06$0.53
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.02$0.03$0.05$0.03$0.04$0.40
2017$0.04$0.02$0.04$0.03$0.04$0.04$0.04$0.04$0.03$0.03$0.05$0.03$0.43
2016$0.06$0.06$0.06$0.07$0.05$0.04$0.04$0.05$0.03$0.02$0.03$0.03$0.53
2015$0.05$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.06$0.04$0.57
2014$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.06$0.04$0.06$0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Catalyst/CIFC Floating Rate Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Catalyst/CIFC Floating Rate Income Fund was 19.19%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.19%Feb 5, 202033Mar 23, 2020122Sep 15, 2020155
-13.21%Jun 2, 2015189Mar 1, 2016199Dec 12, 2016388
-6.03%Feb 9, 2022102Jul 6, 2022144Jan 31, 2023246
-4.06%Jul 29, 201499Dec 16, 201484Apr 20, 2015183
-3.51%Oct 23, 201845Dec 27, 201837Feb 21, 201982
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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