EIXIX vs. BGCIX
EIXIX (Catalyst Enhanced Income Strategy Fund) and BGCIX (BlackRock Global Long/Short Credit Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -4.85%/yr vs 3.34%/yr for BGCIX. Their 0.20 correlation means their historical movements had little consistent relationship. EIXIX charges 1.50%/yr vs 1.12%/yr for BGCIX.
Performance
EIXIX vs. BGCIX - Performance Comparison
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Returns By Period
In the year-to-date period, EIXIX achieves a -8.09% return, which is significantly lower than BGCIX's 1.55% return.
EIXIX
- 1D
- -0.81%
- 1M
- 0.60%
- 6M
- -7.27%
- YTD
- -8.09%
- 1Y
- -14.17%
- 3Y*
- -5.71%
- 5Y*
- -4.85%
- 10Y*
- —
- ALL TIME*
- -0.12%
BGCIX
- 1D
- 0.11%
- 1M
- 0.00%
- 6M
- 1.21%
- YTD
- 1.55%
- 1Y
- 3.15%
- 3Y*
- 6.97%
- 5Y*
- 3.34%
- 10Y*
- 4.16%
- ALL TIME*
- 3.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EIXIX vs. BGCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | -8.09% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
BGCIX BlackRock Global Long/Short Credit Fund | 1.55% | 6.55% | 8.47% | 8.87% | -8.02% | 3.48% | 10.71% | 6.65% |
Correlation
The correlation between EIXIX and BGCIX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.20 |
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Return for Risk
EIXIX vs. BGCIX — Risk / Return Rank
EIXIX
BGCIX
EIXIX vs. BGCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and BlackRock Global Long/Short Credit Fund (BGCIX). 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.
| EIXIX | BGCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -6.08 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.59 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.30 | -4.11 |
| Martin ratioReturn relative to average drawdown | -1.61 | 13.32 | -14.93 |
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Drawdowns
EIXIX vs. BGCIX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than BGCIX's maximum drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for EIXIX and BGCIX.
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Drawdown Indicators
| EIXIX | BGCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -10.37% | -14.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -0.99% | -15.23% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -2.18% | -17.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -9.78% | -14.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -10.37% | — |
Current DrawdownCurrent decline from peak | -23.26% | -0.11% | -23.15% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -1.26% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 0.25% | +7.85% |
Volatility
EIXIX vs. BGCIX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.79% compared to BlackRock Global Long/Short Credit Fund (BGCIX) at 0.50%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than BGCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | BGCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.50% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 1.07% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 1.36% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 1.90% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 3.14% | +1.85% |
EIXIX vs. BGCIX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than BGCIX's 1.12% expense ratio.
Dividends
EIXIX vs. BGCIX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.02%, less than BGCIX's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGCIX BlackRock Global Long/Short Credit Fund | 5.74% | 5.83% | 7.13% | 3.33% | 8.25% | 3.57% | 9.87% | 3.75% | 6.01% | 1.16% | 0.00% | 5.11% |
EIXIX Catalyst Enhanced Income Strategy Fund | 4.02% | 7.24% | 9.31% | 8.57% | 6.68% | 7.11% | 5.65% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EIXIX and BGCIX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (3.79%) compared to BGCIX (0.50%). In terms of maximum drawdown, EIXIX dropped -24.46% vs BGCIX's -10.37%.
BGCIX currently has the higher Sharpe Ratio (2.40 vs -1.63), 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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