EIXIX vs. DFLEX
EIXIX (Catalyst Enhanced Income Strategy Fund) and DFLEX (DoubleLine Flexible Income Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -5.13%/yr vs 3.15%/yr for DFLEX. At a 0.46 correlation, their price movements are largely independent. EIXIX charges 1.50%/yr vs 0.74%/yr for DFLEX.
Performance
EIXIX vs. DFLEX - Performance Comparison
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Returns By Period
In the year-to-date period, EIXIX achieves a -9.53% return, which is significantly lower than DFLEX's 1.85% return.
EIXIX
- 1D
- -0.49%
- 1M
- -5.39%
- 6M
- -9.13%
- YTD
- -9.53%
- 1Y
- -15.80%
- 3Y*
- -6.26%
- 5Y*
- -5.13%
- 10Y*
- —
DFLEX
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.62%
- YTD
- 1.85%
- 1Y
- 5.04%
- 3Y*
- 7.36%
- 5Y*
- 3.15%
- 10Y*
- 3.66%
EIXIX vs. DFLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | -9.53% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
DFLEX DoubleLine Flexible Income Fund | 1.85% | 6.58% | 8.65% | 7.84% | -8.48% | 3.79% | 2.93% | 6.65% |
Correlation
The correlation between EIXIX and DFLEX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.46 |
The correlation between EIXIX and DFLEX has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
EIXIX vs. DFLEX — Risk / Return Rank
EIXIX
DFLEX
EIXIX vs. DFLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and DoubleLine Flexible Income Fund (DFLEX). 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 | DFLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.80 | ||
| Sortino ratioReturn per unit of downside risk | -8.81 | ||
| Omega ratioGain probability vs. loss probability | 0.65 | 1.99 | -1.34 |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | 5.42 | -6.43 |
| Martin ratioReturn relative to average drawdown | -2.21 | 24.15 | -26.36 |
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Drawdowns
EIXIX vs. DFLEX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than DFLEX's maximum drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for EIXIX and DFLEX.
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Drawdown Indicators
| EIXIX | DFLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -17.29% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -0.91% | -15.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -1.15% | -18.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -11.00% | -13.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.29% | — |
Current DrawdownCurrent decline from peak | -24.46% | -0.11% | -24.35% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -1.54% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 0.20% | +7.19% |
Volatility
EIXIX vs. DFLEX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.37% compared to DoubleLine Flexible Income Fund (DFLEX) at 0.48%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | DFLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.48% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 1.10% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.33% | 1.38% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.62% | 1.94% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.83% | 2.73% | +2.10% |
EIXIX vs. DFLEX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than DFLEX's 0.74% expense ratio.
Dividends
EIXIX vs. DFLEX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.18%, less than DFLEX's 5.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLEX DoubleLine Flexible Income Fund | 5.53% | 5.68% | 6.05% | 5.95% | 4.72% | 3.86% | 3.96% | 4.46% | 4.46% | 3.82% | 3.75% | 4.32% |
EIXIX Catalyst Enhanced Income Strategy Fund | 4.18% | 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 DFLEX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (3.37%) compared to DFLEX (0.48%). In terms of maximum drawdown, EIXIX dropped -24.46% vs DFLEX's -17.29%.
DFLEX currently has the higher Sharpe Ratio (3.58 vs -2.23), 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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