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 -4.70%/yr vs 4.72%/yr for CFRIX. Their 0.09 correlation means their historical movements had little consistent relationship. 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 -7.35% return, which is significantly lower than CFRIX's 0.95% return.
EIXIX
- 1D
- -0.21%
- 1M
- 1.41%
- 6M
- -6.65%
- YTD
- -7.35%
- 1Y
- -13.47%
- 3Y*
- -5.49%
- 5Y*
- -4.70%
- 10Y*
- —
- ALL TIME*
- -0.01%
CFRIX
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 1.32%
- YTD
- 0.95%
- 1Y
- 3.66%
- 3Y*
- 6.54%
- 5Y*
- 4.72%
- 10Y*
- 5.09%
- ALL TIME*
- 4.44%
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. CFRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | -7.35% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 0.95% | 6.30% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 7.50% |
Correlation
The correlation between EIXIX and CFRIX is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.09 |
The correlation between EIXIX and CFRIX shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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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.
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 | CFRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -5.28 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.49 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.91 | -2.67 |
| Martin ratioReturn relative to average drawdown | -1.52 | 6.62 | -8.14 |
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Drawdowns
EIXIX vs. CFRIX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, 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 | -24.46% | -19.18% | -5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -2.19% | -14.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -2.55% | -17.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -6.62% | -17.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.18% | — |
Current DrawdownCurrent decline from peak | -22.64% | -0.22% | -22.42% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -1.23% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.04% | 0.63% | +7.41% |
Volatility
EIXIX vs. CFRIX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.73% compared to Catalyst/CIFC Floating Rate Income Fund (CFRIX) at 0.36%. 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 | 3.73% | 0.36% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.69% | 1.92% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 2.53% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 2.73% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 3.79% | +1.19% |
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 3.99%, less than CFRIX's 6.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.06% | 6.86% | 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 | 3.99% | 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 -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (3.73%) compared to CFRIX (0.36%). In terms of maximum drawdown, EIXIX dropped -24.46% vs CFRIX's -19.18%.
CFRIX currently has the higher Sharpe Ratio (1.66 vs -1.53), 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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