EIXIX vs. CPEAX
EIXIX (Catalyst Enhanced Income Strategy Fund) and CPEAX (Catalyst Dynamic Alpha Fund) are both mutual funds - EIXIX is a Nontraditional Bonds fund managed by Catalyst Mutual Funds, while CPEAX is a Large Cap Growth Equities fund managed by Catalyst Mutual Funds. Over the past 5 years, EIXIX returned -4.85%/yr vs 11.04%/yr for CPEAX. Their 0.05 correlation means their historical movements had little consistent relationship. EIXIX charges 1.50%/yr vs 1.38%/yr for CPEAX.
Performance
EIXIX vs. CPEAX - 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 CPEAX's 16.52% 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%
CPEAX
- 1D
- 0.63%
- 1M
- -5.09%
- 6M
- 10.90%
- YTD
- 16.52%
- 1Y
- 24.58%
- 3Y*
- 16.26%
- 5Y*
- 11.04%
- 10Y*
- 11.74%
- ALL TIME*
- 13.53%
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. CPEAX - 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% |
CPEAX Catalyst Dynamic Alpha Fund | 16.52% | 9.98% | 22.02% | 13.44% | -14.87% | 19.59% | 21.00% | 8.68% |
Correlation
The correlation between EIXIX and CPEAX 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 | 0.05 |
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Return for Risk
EIXIX vs. CPEAX — Risk / Return Rank
EIXIX
CPEAX
EIXIX vs. CPEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and Catalyst Dynamic Alpha Fund (CPEAX). 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 | CPEAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.17 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.50 | -2.31 |
| Martin ratioReturn relative to average drawdown | -1.61 | 5.17 | -6.78 |
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Drawdowns
EIXIX vs. CPEAX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, smaller than the maximum CPEAX drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for EIXIX and CPEAX.
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Drawdown Indicators
| EIXIX | CPEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -34.39% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -15.44% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -26.28% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -26.28% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.39% | — |
Current DrawdownCurrent decline from peak | -23.26% | -11.20% | -12.06% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.31% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 4.48% | +3.62% |
Volatility
EIXIX vs. CPEAX - Volatility Comparison
The current volatility for Catalyst Enhanced Income Strategy Fund (EIXIX) is 3.79%, while Catalyst Dynamic Alpha Fund (CPEAX) has a volatility of 8.87%. This indicates that EIXIX experiences smaller price fluctuations and is considered to be less risky than CPEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | CPEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 8.87% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 22.09% | -15.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 25.61% | -17.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 21.01% | -16.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 21.05% | -16.06% |
EIXIX vs. CPEAX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than CPEAX's 1.38% expense ratio.
Dividends
EIXIX vs. CPEAX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.02%, less than CPEAX's 13.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | 13.51% | 15.75% | 9.57% | 0.00% | 1.21% | 30.88% | 0.00% | 0.12% | 19.37% | 2.32% | 0.00% | 1.36% |
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 CPEAX 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.
CPEAX has higher volatility (8.87%) compared to EIXIX (3.79%). In terms of maximum drawdown, EIXIX dropped -24.46% vs CPEAX's -34.39%.
CPEAX currently has the higher Sharpe Ratio (0.91 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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