EIXIX vs. PMOTX
EIXIX (Catalyst Enhanced Income Strategy Fund) and PMOTX (Putnam Mortgage Opportunities Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -4.85%/yr vs 5.56%/yr for PMOTX. Their 0.04 correlation means their historical movements had little consistent relationship. EIXIX charges 1.50%/yr vs 0.47%/yr for PMOTX.
Performance
EIXIX vs. PMOTX - 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 PMOTX's 5.66% 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%
PMOTX
- 1D
- 0.00%
- 1M
- -0.03%
- 6M
- 4.77%
- YTD
- 5.66%
- 1Y
- 5.69%
- 3Y*
- 7.68%
- 5Y*
- 5.56%
- 10Y*
- 4.19%
- ALL TIME*
- 4.01%
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. PMOTX - 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% |
PMOTX Putnam Mortgage Opportunities Fund | 5.66% | 3.83% | 10.08% | 6.71% | 4.33% | -3.63% | -6.27% | 11.02% |
Correlation
The correlation between EIXIX and PMOTX is 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.04 |
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Return for Risk
EIXIX vs. PMOTX — Risk / Return Rank
EIXIX
PMOTX
EIXIX vs. PMOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and Putnam Mortgage Opportunities Fund (PMOTX). 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 | PMOTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.65 | ||
| Sortino ratioReturn per unit of downside risk | -5.07 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.50 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.98 | -4.79 |
| Martin ratioReturn relative to average drawdown | -1.61 | 13.29 | -14.90 |
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Drawdowns
EIXIX vs. PMOTX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than PMOTX's maximum drawdown of -17.57%. Use the drawdown chart below to compare losses from any high point for EIXIX and PMOTX.
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Drawdown Indicators
| EIXIX | PMOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -17.57% | -6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -1.56% | -14.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -1.77% | -18.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -3.58% | -20.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.57% | — |
Current DrawdownCurrent decline from peak | -23.26% | -0.03% | -23.23% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -2.95% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 0.47% | +7.63% |
Volatility
EIXIX vs. PMOTX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.79% compared to Putnam Mortgage Opportunities Fund (PMOTX) at 0.51%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than PMOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | PMOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.51% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 1.93% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 3.08% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 3.46% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 4.72% | +0.27% |
EIXIX vs. PMOTX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than PMOTX's 0.47% expense ratio.
Dividends
EIXIX vs. PMOTX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.02%, more than PMOTX's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PMOTX Putnam Mortgage Opportunities Fund | 3.61% | 4.26% | 6.11% | 7.73% | 5.17% | 4.72% | 3.64% | 6.83% | 5.94% | 0.77% |
Frequently Asked Questions
EIXIX and PMOTX have a correlation of 0.09, 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 PMOTX (0.51%). In terms of maximum drawdown, EIXIX dropped -24.46% vs PMOTX's -17.57%.
PMOTX currently has the higher Sharpe Ratio (2.02 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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