CFRIX vs. DFRPX

Last updated Jun 4, 2026

CFRIX (Catalyst/CIFC Floating Rate Income Fund) and DFRPX (DWS Floating Rate Fund Class S) are both Bank Loan funds. At a 0.47 correlation, their price movements are largely independent. CFRIX charges 0.90%/yr vs 0.87%/yr for DFRPX.

Performance

CFRIX vs. DFRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/CIFC Floating Rate Income Fund (CFRIX) and DWS Floating Rate Fund Class S (DFRPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CFRIX

• 1D: 0.00%
• 1M: 0.52%
• YTD: 0.93%
• 6M: 1.76%
• 1Y: 5.02%
• 3Y*: 7.50%
• 5Y*: 4.74%
• 10Y*: 5.24%

DFRPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CFRIX vs. DFRPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CFRIX Catalyst/CIFC Floating Rate Income Fund	0.93%	6.28%	7.98%	11.65%	-3.87%	3.12%	3.45%	10.05%	0.70%	7.24%
DFRPX DWS Floating Rate Fund Class S	0.38%	3.45%	7.72%	11.42%	-1.52%	3.75%	0.89%	8.69%	-0.58%	1.57%

Correlation

The correlation between CFRIX and DFRPX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.47

Over the past year, the correlation between CFRIX and DFRPX has dropped to 0.10 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Return for Risk

CFRIX vs. DFRPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFRIX

CFRIX Risk / Return Rank: 61
CFRIX Sharpe Ratio Rank: 50
CFRIX Sortino Ratio Rank: 86
CFRIX Omega Ratio Rank: 92
CFRIX Calmar Ratio Rank: 39
CFRIX Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFRIX vs. DFRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and DWS Floating Rate Fund Class S (DFRPX). 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.

	CFRIX	DFRPX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	—	—
Sortino ratio: Return per unit of downside risk	4.10	—	—
Omega ratio: Gain probability vs. loss probability	1.70	—	—
Calmar ratio: Return relative to maximum drawdown	2.35	—	—
Martin ratio: Return relative to average drawdown	8.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CFRIX	DFRPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.29	—	—

Drawdowns

Drawdown Indicators

	CFRIX	DFRPX	Difference
Max Drawdown Largest peak-to-trough decline	-19.18%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.19%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-2.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-19.18%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-1.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.62%	—	—

Volatility

Volatility by Period

	CFRIX	DFRPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.49%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.71%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.80%	—	—

CFRIX vs. DFRPX - Expense Ratio Comparison

CFRIX has a 0.90% expense ratio, which is higher than DFRPX's 0.87% expense ratio.

Dividends

CFRIX vs. DFRPX - Dividend Comparison

CFRIX's dividend yield for the trailing twelve months is around 6.70%, more than DFRPX's 5.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFRIX Catalyst/CIFC Floating Rate Income Fund	6.70%	6.83%	7.32%	7.13%	3.79%	2.44%	4.06%	5.50%	4.26%	4.50%	5.69%	6.27%
DFRPX DWS Floating Rate Fund Class S	5.11%	5.99%	8.67%	8.22%	4.25%	3.31%	3.75%	4.80%	4.21%	4.39%	4.76%	4.63%

Frequently Asked Questions

Can I hold both CFRIX and DFRPX in my portfolio?

CFRIX and DFRPX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.