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 -4.85%/yr vs 3.53%/yr for RPIEX. Their -0.25 correlation means they have often moved in opposite directions in the past. 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 -8.09% return, which is significantly lower than RPIEX's 4.01% 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%
RPIEX
- 1D
- 0.66%
- 1M
- -0.26%
- 6M
- 2.84%
- YTD
- 4.01%
- 1Y
- 3.94%
- 3Y*
- 6.26%
- 5Y*
- 3.53%
- 10Y*
- 2.73%
- ALL TIME*
- 2.93%
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. RPIEX - 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% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 4.01% | 4.15% | 9.82% | -1.82% | 3.08% | 0.08% | 9.42% | -0.18% |
Correlation
The correlation between EIXIX and RPIEX is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.26 |
Correlation (3Y) Balances recent behavior with more history. | -0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.29 |
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 | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.18 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.05 | -1.86 |
| Martin ratioReturn relative to average drawdown | -1.61 | 3.14 | -4.75 |
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Drawdowns
EIXIX vs. RPIEX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than RPIEX's maximum drawdown of -7.84%. 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 | -24.46% | -7.84% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -3.64% | -12.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -3.64% | -16.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -7.84% | -16.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -7.84% | — |
Current DrawdownCurrent decline from peak | -23.26% | -0.39% | -22.87% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -1.98% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 1.21% | +6.89% |
Volatility
EIXIX vs. RPIEX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.79% compared to T. Rowe Price Dynamic Global Bond Fund (RPIEX) at 1.28%. 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 | 3.79% | 1.28% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 3.90% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 4.39% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 4.94% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 4.21% | +0.78% |
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 4.02%, less than RPIEX's 5.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 5.64% | 7.07% | 9.06% | 7.53% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
EIXIX and RPIEX have a correlation of -0.26, 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 RPIEX (1.28%). In terms of maximum drawdown, EIXIX dropped -24.46% vs RPIEX's -7.84%.
RPIEX currently has the higher Sharpe Ratio (0.87 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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