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CLPAX vs. SCAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLPAX vs. SCAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Invesco Income Advantage U.S. Fund (SCAUX). The values are adjusted to include any dividend payments, if applicable.

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CLPAX vs. SCAUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
-6.01%12.32%11.42%35.92%-30.54%13.11%5.25%19.41%-3.65%8.20%
SCAUX
Invesco Income Advantage U.S. Fund
-3.05%16.51%17.88%17.29%-13.43%22.41%-3.24%12.27%-9.31%15.85%

Returns By Period

In the year-to-date period, CLPAX achieves a -6.01% return, which is significantly lower than SCAUX's -3.05% return. Over the past 10 years, CLPAX has underperformed SCAUX with an annualized return of 5.45%, while SCAUX has yielded a comparatively higher 6.87% annualized return.


CLPAX

1D
1.12%
1M
-4.88%
YTD
-6.01%
6M
-6.20%
1Y
14.98%
3Y*
11.51%
5Y*
4.87%
10Y*
5.45%

SCAUX

1D
2.47%
1M
-4.04%
YTD
-3.05%
6M
-0.48%
1Y
14.13%
3Y*
14.24%
5Y*
8.41%
10Y*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLPAX vs. SCAUX - Expense Ratio Comparison

CLPAX has a 1.74% expense ratio, which is higher than SCAUX's 1.05% expense ratio.


Return for Risk

CLPAX vs. SCAUX — Risk / Return Rank

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

CLPAX
CLPAX Risk / Return Rank: 4141
Overall Rank
CLPAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CLPAX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CLPAX Omega Ratio Rank: 3939
Omega Ratio Rank
CLPAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CLPAX Martin Ratio Rank: 3131
Martin Ratio Rank

SCAUX
SCAUX Risk / Return Rank: 4949
Overall Rank
SCAUX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCAUX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SCAUX Omega Ratio Rank: 5555
Omega Ratio Rank
SCAUX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SCAUX Martin Ratio Rank: 6363
Martin Ratio Rank
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.

CLPAX vs. SCAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and Invesco Income Advantage U.S. Fund (SCAUX). 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.


CLPAXSCAUXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.94

+0.01

Sortino ratio

Return per unit of downside risk

1.47

1.44

+0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.21

1.23

-0.02

Martin ratio

Return relative to average drawdown

3.60

6.60

-3.00

CLPAX vs. SCAUX - Sharpe Ratio Comparison

The current CLPAX Sharpe Ratio is 0.95, which is comparable to the SCAUX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of CLPAX and SCAUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLPAXSCAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.94

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.65

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.45

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.29

+0.06

Correlation

The correlation between CLPAX and SCAUX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CLPAX vs. SCAUX - Dividend Comparison

CLPAX's dividend yield for the trailing twelve months is around 9.69%, more than SCAUX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
9.69%9.10%0.00%0.00%2.68%0.32%0.49%5.41%0.30%0.02%0.00%17.26%
SCAUX
Invesco Income Advantage U.S. Fund
6.38%5.81%6.34%6.59%6.66%12.79%1.57%1.39%3.17%2.25%2.69%3.33%

Drawdowns

CLPAX vs. SCAUX - Drawdown Comparison

The maximum CLPAX drawdown since its inception was -32.47%, smaller than the maximum SCAUX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CLPAX and SCAUX.


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Drawdown Indicators


CLPAXSCAUXDifference

Max Drawdown

Largest peak-to-trough decline

-32.47%

-54.56%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-10.84%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.47%

-19.92%

-12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.47%

-37.81%

+5.34%

Current Drawdown

Current decline from peak

-11.89%

-4.75%

-7.14%

Average Drawdown

Average peak-to-trough decline

-8.16%

-9.55%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.01%

+2.31%

Volatility

CLPAX vs. SCAUX - Volatility Comparison

The current volatility for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is 3.45%, while Invesco Income Advantage U.S. Fund (SCAUX) has a volatility of 4.54%. This indicates that CLPAX experiences smaller price fluctuations and is considered to be less risky than SCAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLPAXSCAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

4.54%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

7.80%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

15.47%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

13.12%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

15.36%

-0.97%