CFRIX vs. EIXIX
CFRIX (Catalyst/CIFC Floating Rate Income Fund) and EIXIX (Catalyst Enhanced Income Strategy Fund) are both mutual funds - CFRIX is a Bank Loan fund managed by Catalyst Mutual Funds, while EIXIX is a Nontraditional Bonds fund managed by Catalyst Mutual Funds. Over the past 5 years, CFRIX returned 4.72%/yr vs -5.13%/yr for EIXIX. At a 0.09 correlation, their price movements are largely independent. CFRIX charges 0.90%/yr vs 1.50%/yr for EIXIX.
Performance
CFRIX vs. EIXIX - Performance Comparison
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Returns By Period
In the year-to-date period, CFRIX achieves a 1.06% return, which is significantly higher than EIXIX's -9.53% return.
CFRIX
- 1D
- 0.00%
- 1M
- 0.57%
- 6M
- 0.95%
- YTD
- 1.06%
- 1Y
- 4.20%
- 3Y*
- 6.96%
- 5Y*
- 4.72%
- 10Y*
- 5.27%
EIXIX
- 1D
- -0.49%
- 1M
- -5.39%
- 6M
- -9.13%
- YTD
- -9.53%
- 1Y
- -15.80%
- 3Y*
- -6.26%
- 5Y*
- -5.13%
- 10Y*
- —
CFRIX vs. EIXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 1.06% | 6.33% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 7.50% |
EIXIX Catalyst Enhanced Income Strategy Fund | -9.53% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
Correlation
The correlation between CFRIX and EIXIX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.09 |
The correlation between CFRIX and EIXIX shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CFRIX vs. EIXIX — Risk / Return Rank
CFRIX
EIXIX
CFRIX vs. EIXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and Catalyst Enhanced Income Strategy Fund (EIXIX). 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 | EIXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.90 | ||
| Sortino ratioReturn per unit of downside risk | +6.06 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 0.65 | +0.86 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -1.01 | +2.93 |
| Martin ratioReturn relative to average drawdown | 6.67 | -2.21 | +8.89 |
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Drawdowns
CFRIX vs. EIXIX - Drawdown Comparison
The maximum CFRIX drawdown since its inception was -19.18%, smaller than the maximum EIXIX drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for CFRIX and EIXIX.
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Drawdown Indicators
| CFRIX | EIXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -24.46% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -16.22% | +14.03% |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | -19.95% | +17.40% |
Max Drawdown (5Y)Largest decline over 5 years | -6.62% | -24.46% | +17.84% |
Max Drawdown (10Y)Largest decline over 10 years | -19.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -24.46% | +24.46% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -5.60% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 7.39% | -6.76% |
Volatility
CFRIX vs. EIXIX - Volatility Comparison
The current volatility for Catalyst/CIFC Floating Rate Income Fund (CFRIX) is 0.74%, while Catalyst Enhanced Income Strategy Fund (EIXIX) has a volatility of 3.37%. This indicates that CFRIX experiences smaller price fluctuations and is considered to be less risky than EIXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRIX | EIXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.37% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 1.92% | 5.75% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.52% | 7.33% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 4.62% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.79% | 4.83% | -1.04% |
CFRIX vs. EIXIX - Expense Ratio Comparison
CFRIX has a 0.90% expense ratio, which is lower than EIXIX's 1.50% expense ratio.
Dividends
CFRIX vs. EIXIX - Dividend Comparison
CFRIX's dividend yield for the trailing twelve months is around 6.70%, more than EIXIX's 4.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.70% | 6.88% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
EIXIX Catalyst Enhanced Income Strategy Fund | 4.18% | 7.24% | 9.31% | 8.57% | 6.68% | 7.11% | 5.65% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CFRIX and EIXIX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (3.37%) compared to CFRIX (0.74%). In terms of maximum drawdown, CFRIX dropped -19.18% vs EIXIX's -24.46%.
CFRIX currently has the higher Sharpe Ratio (1.68 vs -2.23), 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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