CFRIX vs. EPI
CFRIX (Catalyst/CIFC Floating Rate Income Fund) and EPI (WisdomTree India Earnings Fund) are both funds - CFRIX is a Bank Loan fund managed by Catalyst Mutual Funds, while EPI is a India Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, CFRIX returned 5.10%/yr vs 8.60%/yr for EPI. Their 0.19 correlation means their historical movements had little consistent relationship. CFRIX charges 0.90%/yr vs 0.84%/yr for EPI.
Performance
CFRIX vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, CFRIX achieves a 0.95% return, which is significantly higher than EPI's -6.50% return. Over the past 10 years, CFRIX has underperformed EPI with an annualized return of 5.10%, while EPI has yielded a comparatively higher 8.60% 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%
EPI
- 1D
- 0.67%
- 1M
- 0.84%
- 6M
- -6.20%
- YTD
- -6.50%
- 1Y
- -3.31%
- 3Y*
- 6.62%
- 5Y*
- 5.85%
- 10Y*
- 8.60%
- ALL TIME*
- 3.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $16.82M | $16.41M | $21.21M |
CFRIX vs. EPI - 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% |
EPI WisdomTree India Earnings Fund | -6.50% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between CFRIX and EPI is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.19 |
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Return for Risk
CFRIX vs. EPI — Risk / Return Rank
CFRIX
EPI
CFRIX vs. EPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and WisdomTree India Earnings Fund (EPI). 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 | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | -0.21 | +1.78 |
| Martin ratioReturn relative to average drawdown | 5.44 | -0.50 | +5.94 |
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Drawdowns
CFRIX vs. EPI - Drawdown Comparison
The maximum CFRIX drawdown since its inception was -19.18%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for CFRIX and EPI.
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Drawdown Indicators
| CFRIX | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -66.21% | +47.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -15.69% | +13.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | -21.89% | +19.34% |
Max Drawdown (5Y)Largest decline over 5 years | -6.62% | -21.89% | +15.27% |
Max Drawdown (10Y)Largest decline over 10 years | -19.18% | -50.29% | +31.11% |
Current DrawdownCurrent decline from peak | -0.22% | -14.61% | +14.39% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -18.63% | +17.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 6.69% | -6.06% |
Volatility
CFRIX vs. EPI - Volatility Comparison
The current volatility for Catalyst/CIFC Floating Rate Income Fund (CFRIX) is 0.34%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.55%. This indicates that CFRIX experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRIX | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 3.55% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 1.89% | 13.03% | -11.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.53% | 15.33% | -12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 16.28% | -13.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.79% | 20.28% | -16.49% |
CFRIX vs. EPI - Expense Ratio Comparison
CFRIX has a 0.90% expense ratio, which is higher than EPI's 0.84% expense ratio.
Dividends
CFRIX vs. EPI - Dividend Comparison
CFRIX's dividend yield for the trailing twelve months is around 6.06%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
Frequently Asked Questions
CFRIX and EPI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (3.55%) compared to CFRIX (0.34%). In terms of maximum drawdown, CFRIX dropped -19.18% vs EPI's -66.21%.
CFRIX currently has the higher Sharpe Ratio (1.42 vs -0.22), 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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