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 -5.13%/yr vs 0.61%/yr for TTRZX. At a 0.30 correlation, their price movements are largely independent. 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 -9.53% return, which is significantly lower than TTRZX's 3.30% return.
EIXIX
- 1D
- -0.49%
- 1M
- -5.39%
- 6M
- -9.13%
- YTD
- -9.53%
- 1Y
- -15.80%
- 3Y*
- -6.26%
- 5Y*
- -5.13%
- 10Y*
- —
TTRZX
- 1D
- 0.29%
- 1M
- 1.21%
- 6M
- 3.00%
- YTD
- 3.30%
- 1Y
- 9.17%
- 3Y*
- 6.07%
- 5Y*
- 0.61%
- 10Y*
- 0.88%
EIXIX vs. TTRZX - 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% | 15.84% |
TTRZX Templeton Global Total Return Fund | 3.30% | 18.26% | -6.61% | 6.28% | -12.29% | -5.14% | -5.58% | 0.72% |
Correlation
The correlation between EIXIX and TTRZX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
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 | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 0.65 | 1.23 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | 1.30 | -2.31 |
| Martin ratioReturn relative to average drawdown | -2.21 | 4.21 | -6.43 |
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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 | -24.46% | -7.50% | -16.96% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -7.61% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 2.14% | +5.25% |
Volatility
EIXIX vs. TTRZX - Volatility Comparison
Catalyst Enhanced Income Strategy Fund (EIXIX) has a higher volatility of 3.37% compared to Templeton Global Total Return Fund (TTRZX) at 1.64%. 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 | 3.37% | 1.64% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 6.27% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.33% | 7.35% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.62% | 9.23% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.83% | 7.82% | -2.99% |
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 4.18%, less than TTRZX's 6.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIXIX Catalyst Enhanced Income Strategy Fund | 4.18% | 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 | 6.87% | 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 0.36, 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 TTRZX (1.64%). In terms of maximum drawdown, EIXIX dropped -24.46% vs TTRZX's -33.17%.
TTRZX currently has the higher Sharpe Ratio (1.23 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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