EIXIX vs. TTRZX
EIXIX (Catalyst Enhanced Income Strategy Fund) and TTRZX (Templeton Global Total Return Fund) are both Nontraditional Bonds funds. Over the past 5 years, EIXIX returned -4.85%/yr vs 0.76%/yr for TTRZX. Their 0.30 correlation means their historical movements had little consistent relationship. EIXIX charges 1.50%/yr vs 0.89%/yr for TTRZX.
Performance
EIXIX vs. TTRZX - 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 TTRZX's 4.00% 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%
TTRZX
- 1D
- -0.29%
- 1M
- 1.26%
- 6M
- 1.03%
- YTD
- 4.00%
- 1Y
- 10.03%
- 3Y*
- 6.08%
- 5Y*
- 0.76%
- 10Y*
- 1.19%
- ALL TIME*
- 3.76%
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. TTRZX - 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% |
TTRZX Templeton Global Total Return Fund | 4.00% | 18.26% | -6.61% | 6.28% | -12.29% | -5.14% | -5.58% | 0.72% |
Correlation
The correlation between EIXIX and TTRZX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.30 |
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Return for Risk
EIXIX vs. TTRZX — Risk / Return Rank
EIXIX
TTRZX
EIXIX vs. TTRZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and Templeton Global Total Return Fund (TTRZX). 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 | TTRZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.35 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.28 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.57 | -2.37 |
| Martin ratioReturn relative to average drawdown | -1.61 | 4.96 | -6.57 |
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Drawdowns
EIXIX vs. TTRZX - Drawdown Comparison
The maximum EIXIX drawdown since its inception was -24.46%, smaller than the maximum TTRZX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for EIXIX and TTRZX.
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Drawdown Indicators
| EIXIX | TTRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.46% | -33.17% | +8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -6.95% | -9.27% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -11.49% | -8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -26.23% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.17% | — |
Current DrawdownCurrent decline from peak | -23.26% | -6.88% | -16.38% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -7.61% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.10% | 2.19% | +5.91% |
Volatility
EIXIX vs. TTRZX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.79% compared to Templeton Global Total Return Fund (TTRZX) at 2.17%. This indicates that EIXIX's price experiences larger fluctuations and is considered to be riskier than TTRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIXIX | TTRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.17% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 6.34% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 7.49% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 9.24% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 7.81% | -2.82% |
EIXIX vs. TTRZX - Expense Ratio Comparison
EIXIX has a 1.50% expense ratio, which is higher than TTRZX's 0.89% expense ratio.
Dividends
EIXIX vs. TTRZX - Dividend Comparison
EIXIX's dividend yield for the trailing twelve months is around 4.02%, less than TTRZX's 6.92% 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% |
TTRZX Templeton Global Total Return Fund | 6.92% | 5.57% | 8.19% | 5.95% | 7.54% | 8.18% | 4.84% | 6.96% | 5.55% | 3.54% | 2.94% | 4.31% |
Frequently Asked Questions
EIXIX and TTRZX have a correlation of 0.32, 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 TTRZX (2.17%). In terms of maximum drawdown, EIXIX dropped -24.46% vs TTRZX's -33.17%.
TTRZX currently has the higher Sharpe Ratio (1.45 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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