EIXIX vs. SCFZX
EIXIX (Catalyst Enhanced Income Strategy Fund) and SCFZX (PGIM Securitized Credit Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -5.13%/yr vs 5.29%/yr for SCFZX. At a 0.05 correlation, their price movements are largely independent. EIXIX charges 1.50%/yr vs 0.65%/yr for SCFZX.
Performance
EIXIX vs. SCFZX - 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 SCFZX's 2.71% return.
EIXIX
- 1D
- -0.49%
- 1M
- -5.39%
- 6M
- -9.13%
- YTD
- -9.53%
- 1Y
- -15.80%
- 3Y*
- -6.26%
- 5Y*
- -5.13%
- 10Y*
- —
SCFZX
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 2.60%
- YTD
- 2.71%
- 1Y
- 5.85%
- 3Y*
- 7.41%
- 5Y*
- 5.29%
- 10Y*
- —
EIXIX vs. SCFZX - 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% | 3.25% |
SCFZX PGIM Securitized Credit Fund | 2.71% | 5.75% | 9.41% | 8.67% | -0.84% | 5.27% | -0.33% | 1.73% |
Correlation
The correlation between EIXIX and SCFZX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.05 |
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Return for Risk
EIXIX vs. SCFZX — Risk / Return Rank
EIXIX
SCFZX
EIXIX vs. SCFZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and PGIM Securitized Credit Fund (SCFZX). 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 | SCFZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.31 | ||
| Sortino ratioReturn per unit of downside risk | -22.91 | ||
| Omega ratioGain probability vs. loss probability | 0.65 | 8.08 | -7.43 |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | 19.51 | -20.52 |
| Martin ratioReturn relative to average drawdown | -2.21 | 69.13 | -71.34 |
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Drawdowns
EIXIX vs. SCFZX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, which is greater than SCFZX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for EIXIX and SCFZX.
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Drawdown Indicators
| EIXIX | SCFZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -17.20% | -7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -0.31% | -15.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -0.93% | -19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -4.13% | -20.33% |
Current DrawdownCurrent decline from peak | -24.46% | 0.00% | -24.46% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -1.05% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 0.09% | +7.30% |
Volatility
EIXIX vs. SCFZX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.37% compared to PGIM Securitized Credit Fund (SCFZX) at 0.41%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than SCFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | SCFZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.41% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 1.01% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.33% | 1.46% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.62% | 1.91% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.83% | 3.32% | +1.51% |
EIXIX vs. SCFZX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than SCFZX's 0.65% expense ratio.
Dividends
EIXIX vs. SCFZX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.18%, less than SCFZX's 5.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | 4.18% | 7.24% | 9.31% | 8.57% | 6.68% | 7.11% | 5.65% | 4.00% |
SCFZX PGIM Securitized Credit Fund | 5.04% | 5.25% | 6.55% | 5.58% | 4.97% | 2.56% | 3.08% | 2.43% |
Frequently Asked Questions
EIXIX and SCFZX have a correlation of -0.02, 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 SCFZX (0.41%). In terms of maximum drawdown, EIXIX dropped -24.46% vs SCFZX's -17.20%.
SCFZX currently has the higher Sharpe Ratio (4.09 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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