EIXIX vs. RPIEX
EIXIX (Catalyst Enhanced Income Strategy Fund) and RPIEX (T. Rowe Price Dynamic Global Bond Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -4.32%/yr vs 2.23%/yr for RPIEX. At a correlation of -0.25, they often move in opposite directions. EIXIX charges 1.50%/yr vs 0.71%/yr for RPIEX.
Performance
EIXIX vs. RPIEX - Performance Comparison
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Returns By Period
In the year-to-date period, EIXIX achieves a -5.86% return, which is significantly lower than RPIEX's 3.29% return.
EIXIX
- 1D
- -0.63%
- 1M
- -0.96%
- YTD
- -5.86%
- 6M
- -5.55%
- 1Y
- -13.03%
- 3Y*
- -5.12%
- 5Y*
- -4.32%
- 10Y*
- —
RPIEX
- 1D
- 0.00%
- 1M
- 1.00%
- YTD
- 3.29%
- 6M
- 4.66%
- 1Y
- 6.04%
- 3Y*
- 4.46%
- 5Y*
- 2.23%
- 10Y*
- 2.32%
EIXIX vs. RPIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | -5.86% | -8.86% | 0.88% | -2.09% | -6.82% | 4.55% | 6.18% | 15.84% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 3.29% | 4.82% | 6.83% | -4.51% | 3.08% | 0.08% | 9.42% | -0.18% |
Correlation
The correlation between EIXIX and RPIEX is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | -0.25 |
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Return for Risk
EIXIX vs. RPIEX — Risk / Return Rank
EIXIX
RPIEX
EIXIX vs. RPIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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 | RPIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.20 | ||
| Sortino ratioReturn per unit of downside risk | -4.70 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.30 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 1.63 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.68 | 5.49 | -7.18 |
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Drawdowns
EIXIX vs. RPIEX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -21.39%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for EIXIX and RPIEX.
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Drawdown Indicators
| EIXIX | RPIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.39% | -9.59% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -3.64% | -10.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -3.64% | -13.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -9.59% | -11.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.59% | — |
Current DrawdownCurrent decline from peak | -21.39% | -0.13% | -21.26% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -2.46% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.41% | 1.08% | +6.33% |
Volatility
EIXIX vs. RPIEX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 1.82% compared to T. Rowe Price Dynamic Global Bond Fund (RPIEX) at 1.03%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than RPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | RPIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 1.03% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 3.88% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.78% | 4.40% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.40% | 4.91% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.70% | 4.19% | +0.51% |
EIXIX vs. RPIEX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than RPIEX's 0.71% expense ratio.
Dividends
EIXIX vs. RPIEX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 5.14%, less than RPIEX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | 5.14% | 7.24% | 9.31% | 8.57% | 6.68% | 7.11% | 5.65% | 4.00% | 0.00% | 0.00% | 0.00% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 7.51% | 7.69% | 6.32% | 4.68% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
EIXIX and RPIEX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIXIX has higher volatility (1.82%) compared to RPIEX (1.03%). In terms of maximum drawdown, EIXIX dropped -21.39% vs RPIEX's -9.59%.
RPIEX currently has the higher Sharpe Ratio (1.35 vs -1.85), 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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