CFRIX vs. BGT
CFRIX (Catalyst/CIFC Floating Rate Income Fund) and BGT (BlackRock Floating Rate Income Trust) are both Bank Loan funds. Over the past 10 years, CFRIX returned 5.10%/yr vs 6.41%/yr for BGT. Their 0.21 correlation means their historical movements had little consistent relationship. CFRIX charges 0.90%/yr vs 1.74%/yr for BGT.
Performance
CFRIX vs. BGT - Performance Comparison
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Returns By Period
In the year-to-date period, CFRIX achieves a 0.95% return, which is significantly lower than BGT's 2.82% return. Over the past 10 years, CFRIX has underperformed BGT with an annualized return of 5.10%, while BGT has yielded a comparatively higher 6.41% annualized return.
CFRIX
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 1.10%
- YTD
- 0.95%
- 1Y
- 3.66%
- 3Y*
- 6.54%
- 5Y*
- 4.72%
- 10Y*
- 5.10%
- ALL TIME*
- 4.44%
BGT
- 1D
- -0.37%
- 1M
- 2.55%
- 6M
- 0.60%
- YTD
- 2.82%
- 1Y
- -3.45%
- 3Y*
- 8.64%
- 5Y*
- 6.69%
- 10Y*
- 6.41%
- ALL TIME*
- 5.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.54M | $1.32M | $1.16M | |
| $0.00 | $0.00 | $0.00 |
CFRIX vs. BGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 0.95% | 6.30% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 10.05% | 0.70% | 7.24% |
BGT BlackRock Floating Rate Income Trust | 2.82% | -0.84% | 16.12% | 26.29% | -16.57% | 25.89% | -0.81% | 18.97% | -11.95% | 3.91% |
Correlation
The correlation between CFRIX and BGT is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.21 |
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Return for Risk
CFRIX vs. BGT — Risk / Return Rank
CFRIX
BGT
CFRIX vs. BGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and BlackRock Floating Rate Income Trust (BGT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFRIX | BGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.95 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.32 | +1.89 |
| Martin ratioReturn relative to average drawdown | 5.44 | -0.65 | +6.10 |
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Drawdowns
CFRIX vs. BGT - Drawdown Comparison
The maximum CFRIX drawdown since its inception was -19.18%, smaller than the maximum BGT drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for CFRIX and BGT.
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Drawdown Indicators
| CFRIX | BGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -58.06% | +38.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -10.93% | +8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | -15.91% | +13.36% |
Max Drawdown (5Y)Largest decline over 5 years | -6.62% | -23.19% | +16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -19.18% | -41.90% | +22.72% |
Current DrawdownCurrent decline from peak | -0.22% | -3.45% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -8.10% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 5.41% | -4.78% |
Volatility
CFRIX vs. BGT - Volatility Comparison
The current volatility for Catalyst/CIFC Floating Rate Income Fund (CFRIX) is 0.34%, while BlackRock Floating Rate Income Trust (BGT) has a volatility of 3.12%. This indicates that CFRIX experiences smaller price fluctuations and is considered to be less risky than BGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRIX | BGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 3.12% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 1.89% | 7.44% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.53% | 9.97% | -7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 13.60% | -10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.79% | 15.35% | -11.56% |
CFRIX vs. BGT - Expense Ratio Comparison
CFRIX has a 0.90% expense ratio, which is lower than BGT's 1.74% expense ratio.
Dividends
CFRIX vs. BGT - Dividend Comparison
CFRIX's dividend yield for the trailing twelve months is around 6.06%, less than BGT's 13.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGT BlackRock Floating Rate Income Trust | 13.38% | 12.74% | 11.22% | 10.36% | 6.87% | 5.55% | 7.58% | 6.33% | 6.64% | 5.03% | 5.03% | 6.04% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.06% | 6.86% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
Frequently Asked Questions
CFRIX and BGT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGT has higher volatility (3.12%) compared to CFRIX (0.34%). In terms of maximum drawdown, CFRIX dropped -19.18% vs BGT's -58.06%.
CFRIX currently has the higher Sharpe Ratio (1.42 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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