EIXIX vs. GMODX
EIXIX (Catalyst Enhanced Income Strategy Fund) and GMODX (GMO Opportunistic Income Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -4.85%/yr vs 3.70%/yr for GMODX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. EIXIX charges 1.50%/yr vs 0.47%/yr for GMODX.
Performance
EIXIX vs. GMODX - 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 GMODX's 0.88% 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%
GMODX
- 1D
- -0.54%
- 1M
- -0.45%
- 6M
- 0.70%
- YTD
- 0.88%
- 1Y
- 3.12%
- 3Y*
- 5.62%
- 5Y*
- 3.70%
- 10Y*
- 4.10%
- ALL TIME*
- 3.94%
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. GMODX - 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% |
GMODX GMO Opportunistic Income Fund | 0.88% | 6.47% | 6.11% | 7.07% | -2.09% | 2.83% | 3.34% | 4.11% |
Correlation
The correlation between EIXIX and GMODX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.57 |
The correlation between EIXIX and GMODX shifts across timeframes, from 0.57 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EIXIX vs. GMODX — Risk / Return Rank
EIXIX
GMODX
EIXIX vs. GMODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and GMO Opportunistic Income Fund (GMODX). 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 | GMODX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.15 | ||
| Sortino ratioReturn per unit of downside risk | -6.13 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.54 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 5.51 | -6.32 |
| Martin ratioReturn relative to average drawdown | -1.61 | 22.26 | -23.86 |
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Drawdowns
EIXIX vs. GMODX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than GMODX's maximum drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for EIXIX and GMODX.
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Drawdown Indicators
| EIXIX | GMODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -8.79% | -15.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -0.65% | -15.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -4.97% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -5.79% | -18.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.79% | — |
Current DrawdownCurrent decline from peak | -23.26% | -0.58% | -22.68% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -0.69% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 0.16% | +7.94% |
Volatility
EIXIX vs. GMODX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.79% compared to GMO Opportunistic Income Fund (GMODX) at 0.63%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than GMODX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | GMODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.63% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 1.13% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 1.43% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 3.83% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 3.05% | +1.94% |
EIXIX vs. GMODX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than GMODX's 0.47% expense ratio.
Dividends
EIXIX vs. GMODX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.02%, less than GMODX's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMODX GMO Opportunistic Income Fund | 4.58% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
Frequently Asked Questions
EIXIX and GMODX have a correlation of 0.76, 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 GMODX (0.63%). In terms of maximum drawdown, EIXIX dropped -24.46% vs GMODX's -8.79%.
GMODX currently has the higher Sharpe Ratio (2.52 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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