CFRIX vs. SHIIX
Compare and contrast key facts about Catalyst/CIFC Floating Rate Income Fund (CFRIX) and Catalyst Buffered Shield Fund (SHIIX).
CFRIX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2012. SHIIX is managed by Catalyst Mutual Funds. It was launched on Apr 13, 2015.
Performance
CFRIX vs. SHIIX - Performance Comparison
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CFRIX vs. SHIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | -1.54% | 6.28% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 10.05% | 0.70% | 7.24% |
SHIIX Catalyst Buffered Shield Fund | -1.47% | 10.88% | 13.57% | 14.03% | -18.44% | 14.15% | 7.18% | 20.24% | -5.58% | 14.17% |
Returns By Period
The year-to-date returns for both investments are quite close, with CFRIX having a -1.54% return and SHIIX slightly higher at -1.47%. Over the past 10 years, CFRIX has underperformed SHIIX with an annualized return of 5.57%, while SHIIX has yielded a comparatively higher 6.87% annualized return.
CFRIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- -1.54%
- 6M
- 0.14%
- 1Y
- 4.32%
- 3Y*
- 6.82%
- 5Y*
- 4.43%
- 10Y*
- 5.57%
SHIIX
- 1D
- 1.71%
- 1M
- -2.28%
- YTD
- -1.47%
- 6M
- 0.41%
- 1Y
- 11.57%
- 3Y*
- 11.06%
- 5Y*
- 4.87%
- 10Y*
- 6.87%
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CFRIX vs. SHIIX - Expense Ratio Comparison
CFRIX has a 0.90% expense ratio, which is lower than SHIIX's 1.23% expense ratio.
Return for Risk
CFRIX vs. SHIIX — Risk / Return Rank
CFRIX
SHIIX
CFRIX vs. SHIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and Catalyst Buffered Shield Fund (SHIIX). 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 | SHIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.19 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.75 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.66 | +0.44 |
Martin ratioReturn relative to average drawdown | 6.77 | 8.91 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFRIX | SHIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.19 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.57 | +1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.46 | 0.80 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.79 | +0.46 |
Correlation
The correlation between CFRIX and SHIIX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CFRIX vs. SHIIX - Dividend Comparison
CFRIX's dividend yield for the trailing twelve months is around 6.23%, more than SHIIX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.23% | 6.83% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
SHIIX Catalyst Buffered Shield Fund | 3.06% | 3.02% | 2.94% | 2.52% | 0.68% | 16.99% | 2.01% | 6.13% | 10.13% | 14.66% | 0.79% | 0.00% |
Drawdowns
CFRIX vs. SHIIX - Drawdown Comparison
The maximum CFRIX drawdown since its inception was -19.18%, smaller than the maximum SHIIX drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for CFRIX and SHIIX.
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Drawdown Indicators
| CFRIX | SHIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -20.20% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -7.44% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -6.62% | -20.20% | +13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -19.18% | -20.20% | +1.02% |
Current DrawdownCurrent decline from peak | -1.65% | -2.63% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -4.18% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 1.39% | -0.71% |
Volatility
CFRIX vs. SHIIX - Volatility Comparison
The current volatility for Catalyst/CIFC Floating Rate Income Fund (CFRIX) is 0.86%, while Catalyst Buffered Shield Fund (SHIIX) has a volatility of 3.05%. This indicates that CFRIX experiences smaller price fluctuations and is considered to be less risky than SHIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRIX | SHIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 3.05% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | 4.13% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 10.09% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.67% | 8.63% | -5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.82% | 8.58% | -4.76% |