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CPEAX vs. CLTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPEAX vs. CLTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst/Lyons Tactical Allocation Fund (CLTAX). The values are adjusted to include any dividend payments, if applicable.

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CPEAX vs. CLTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPEAX
Catalyst Dynamic Alpha Fund
-5.75%9.98%22.02%13.44%-14.87%19.59%21.00%11.14%-4.35%26.91%
CLTAX
Catalyst/Lyons Tactical Allocation Fund
-5.68%15.26%3.51%10.16%-24.36%17.82%27.88%2.80%-4.99%16.74%

Returns By Period

The year-to-date returns for both investments are quite close, with CPEAX having a -5.75% return and CLTAX slightly higher at -5.68%. Over the past 10 years, CPEAX has outperformed CLTAX with an annualized return of 10.42%, while CLTAX has yielded a comparatively lower 5.60% annualized return.


CPEAX

1D
-2.50%
1M
-10.41%
YTD
-5.75%
6M
-8.19%
1Y
15.06%
3Y*
12.22%
5Y*
7.87%
10Y*
10.42%

CLTAX

1D
-1.19%
1M
-10.37%
YTD
-5.68%
6M
-3.98%
1Y
10.92%
3Y*
6.89%
5Y*
0.80%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPEAX vs. CLTAX - Expense Ratio Comparison

CPEAX has a 1.38% expense ratio, which is lower than CLTAX's 1.53% expense ratio.


Return for Risk

CPEAX vs. CLTAX — Risk / Return Rank

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

CPEAX
CPEAX Risk / Return Rank: 3232
Overall Rank
CPEAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPEAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
CPEAX Omega Ratio Rank: 2828
Omega Ratio Rank
CPEAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
CPEAX Martin Ratio Rank: 3535
Martin Ratio Rank

CLTAX
CLTAX Risk / Return Rank: 2626
Overall Rank
CLTAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CLTAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CLTAX Omega Ratio Rank: 2222
Omega Ratio Rank
CLTAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CLTAX Martin Ratio Rank: 3131
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.

CPEAX vs. CLTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst/Lyons Tactical Allocation Fund (CLTAX). 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.


CPEAXCLTAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.61

+0.09

Sortino ratio

Return per unit of downside risk

1.07

0.99

+0.08

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

1.02

0.85

+0.16

Martin ratio

Return relative to average drawdown

3.72

3.40

+0.32

CPEAX vs. CLTAX - Sharpe Ratio Comparison

The current CPEAX Sharpe Ratio is 0.70, which is comparable to the CLTAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CPEAX and CLTAX, 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


CPEAXCLTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.61

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.06

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.40

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.54

+0.10

Correlation

The correlation between CPEAX and CLTAX is 0.71, 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

CPEAX vs. CLTAX - Dividend Comparison

CPEAX's dividend yield for the trailing twelve months is around 16.71%, more than CLTAX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
CPEAX
Catalyst Dynamic Alpha Fund
16.71%15.75%9.57%0.00%1.21%30.88%0.00%0.12%19.37%2.32%0.00%1.36%
CLTAX
Catalyst/Lyons Tactical Allocation Fund
10.67%10.06%0.02%1.02%12.48%0.55%3.42%12.17%2.73%2.81%1.35%6.33%

Drawdowns

CPEAX vs. CLTAX - Drawdown Comparison

The maximum CPEAX drawdown since its inception was -34.39%, which is greater than CLTAX's maximum drawdown of -28.93%. Use the drawdown chart below to compare losses from any high point for CPEAX and CLTAX.


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Drawdown Indicators


CPEAXCLTAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.39%

-28.93%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-10.91%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.28%

-26.92%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.39%

-28.93%

-5.46%

Current Drawdown

Current decline from peak

-12.61%

-10.91%

-1.70%

Average Drawdown

Average peak-to-trough decline

-5.35%

-8.10%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.73%

+1.08%

Volatility

CPEAX vs. CLTAX - Volatility Comparison

Catalyst Dynamic Alpha Fund (CPEAX) has a higher volatility of 8.55% compared to Catalyst/Lyons Tactical Allocation Fund (CLTAX) at 5.92%. This indicates that CPEAX's price experiences larger fluctuations and is considered to be riskier than CLTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPEAXCLTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

5.92%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

12.76%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

19.09%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

14.46%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

14.18%

+6.11%