EIXIX vs. CFRIX
EIXIX (Catalyst Enhanced Income Strategy Fund) and CFRIX (Catalyst/CIFC Floating Rate Income Fund) are both mutual funds - EIXIX is a Nontraditional Bonds fund managed by Catalyst Mutual Funds, while CFRIX is a Bank Loan fund managed by Catalyst Mutual Funds. Over the past 5 years, EIXIX returned -3.99%/yr vs 4.74%/yr for CFRIX. At a 0.09 correlation, their price movements are largely independent. EIXIX charges 1.50%/yr vs 0.90%/yr for CFRIX.
Performance
EIXIX vs. CFRIX - Performance Comparison
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Returns By Period
In the year-to-date period, EIXIX achieves a -4.23% return, which is significantly lower than CFRIX's 0.93% return.
EIXIX
- 1D
- -0.15%
- 1M
- -1.54%
- YTD
- -4.23%
- 6M
- -7.57%
- 1Y
- -10.47%
- 3Y*
- -4.75%
- 5Y*
- -3.99%
- 10Y*
- —
CFRIX
- 1D
- 0.00%
- 1M
- 0.63%
- YTD
- 0.93%
- 6M
- 1.76%
- 1Y
- 5.13%
- 3Y*
- 7.50%
- 5Y*
- 4.74%
- 10Y*
- 5.24%
EIXIX vs. CFRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | -4.23% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 0.93% | 6.28% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 7.27% |
Correlation
The correlation between EIXIX and CFRIX is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2019 | 0.09 |
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Return for Risk
EIXIX vs. CFRIX — Risk / Return Rank
EIXIX
CFRIX
EIXIX vs. CFRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and Catalyst/CIFC Floating Rate Income Fund (CFRIX). 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.
| EIXIX | CFRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.62 | 2.02 | -3.65 |
Sortino ratioReturn per unit of downside risk | -2.13 | 3.99 | -6.12 |
Omega ratioGain probability vs. loss probability | 0.75 | 1.67 | -0.92 |
Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.53 | -3.35 |
Martin ratioReturn relative to average drawdown | -1.61 | 8.98 | -10.59 |
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
| EIXIX | CFRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.62 | 2.02 | -3.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.92 | 1.76 | -2.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.29 | -1.20 |
Drawdowns
EIXIX vs. CFRIX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -21.00%, which is greater than CFRIX's maximum drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for EIXIX and CFRIX.
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Drawdown Indicators
| EIXIX | CFRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -19.18% | -1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -2.19% | -11.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -2.55% | -13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -6.62% | -14.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.18% | — |
Current DrawdownCurrent decline from peak | -20.03% | 0.00% | -20.03% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -1.24% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 0.62% | +6.16% |
Volatility
EIXIX vs. CFRIX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 2.03% compared to Catalyst/CIFC Floating Rate Income Fund (CFRIX) at 0.60%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than CFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | CFRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 0.60% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 1.95% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.78% | 2.50% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 2.71% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 3.80% | +0.88% |
EIXIX vs. CFRIX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than CFRIX's 0.90% expense ratio.
Dividends
EIXIX vs. CFRIX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 5.05%, less than CFRIX's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.70% | 6.83% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
EIXIX Catalyst Enhanced Income Strategy Fund | 5.05% | 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 CFRIX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (2.03%) compared to CFRIX (0.60%). In terms of maximum drawdown, EIXIX dropped -21.00% vs CFRIX's -19.18%.
CFRIX currently has the higher Sharpe Ratio (2.02 vs -1.62), 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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