CPEAX vs. MBXAX
Compare and contrast key facts about Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst/Millburn Hedge Strategy Fund (MBXAX).
CPEAX is managed by Catalyst Mutual Funds. It was launched on Dec 22, 2011. MBXAX is managed by Catalyst Mutual Funds. It was launched on Dec 27, 2015.
Performance
CPEAX vs. MBXAX - Performance Comparison
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CPEAX vs. MBXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBXAX Catalyst/Millburn Hedge Strategy Fund | 7.93% | 4.13% | 13.17% | -0.91% | 7.46% | 16.62% | -0.72% | 13.59% | -2.43% | 13.69% |
Returns By Period
In the year-to-date period, CPEAX achieves a -5.75% return, which is significantly lower than MBXAX's 7.93% return. Over the past 10 years, CPEAX has outperformed MBXAX with an annualized return of 10.42%, while MBXAX has yielded a comparatively lower 8.00% 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%
MBXAX
- 1D
- -0.51%
- 1M
- 1.48%
- YTD
- 7.93%
- 6M
- 9.84%
- 1Y
- 14.46%
- 3Y*
- 9.68%
- 5Y*
- 8.02%
- 10Y*
- 8.00%
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CPEAX vs. MBXAX - Expense Ratio Comparison
CPEAX has a 1.38% expense ratio, which is lower than MBXAX's 2.18% expense ratio.
Return for Risk
CPEAX vs. MBXAX — Risk / Return Rank
CPEAX
MBXAX
CPEAX vs. MBXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Dynamic Alpha Fund (CPEAX) and Catalyst/Millburn Hedge Strategy Fund (MBXAX). 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.
| CPEAX | MBXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.31 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.75 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.23 | -0.21 |
Martin ratioReturn relative to average drawdown | 3.72 | 5.80 | -2.08 |
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
| CPEAX | MBXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.31 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.65 | -0.01 |
Correlation
The correlation between CPEAX and MBXAX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CPEAX vs. MBXAX - Dividend Comparison
CPEAX's dividend yield for the trailing twelve months is around 16.71%, while MBXAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBXAX Catalyst/Millburn Hedge Strategy Fund | 0.00% | 0.00% | 2.43% | 2.02% | 7.57% | 0.00% | 3.92% | 4.96% | 3.07% | 3.35% | 1.82% | 0.00% |
Drawdowns
CPEAX vs. MBXAX - Drawdown Comparison
The maximum CPEAX drawdown since its inception was -34.39%, which is greater than MBXAX's maximum drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for CPEAX and MBXAX.
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Drawdown Indicators
| CPEAX | MBXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -31.75% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -11.29% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -15.66% | -10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -31.75% | -2.64% |
Current DrawdownCurrent decline from peak | -12.61% | -1.64% | -10.97% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.11% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.39% | +1.42% |
Volatility
CPEAX vs. MBXAX - Volatility Comparison
Catalyst Dynamic Alpha Fund (CPEAX) has a higher volatility of 8.55% compared to Catalyst/Millburn Hedge Strategy Fund (MBXAX) at 2.35%. This indicates that CPEAX's price experiences larger fluctuations and is considered to be riskier than MBXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPEAX | MBXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 2.35% | +6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 5.24% | +11.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.86% | 11.79% | +12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 11.76% | +7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.29% | 13.44% | +6.85% |