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FFA vs. CLPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFA vs. CLPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Enhanced Equity Income Fund (FFA) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). The values are adjusted to include any dividend payments, if applicable.

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FFA vs. CLPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFA
First Trust Enhanced Equity Income Fund
-5.60%14.23%21.46%24.73%-20.26%28.69%10.82%43.35%-13.93%28.97%
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
-7.05%12.32%11.42%35.92%-30.54%13.11%5.25%19.41%-3.65%8.20%

Returns By Period

In the year-to-date period, FFA achieves a -5.60% return, which is significantly higher than CLPAX's -7.05% return. Over the past 10 years, FFA has outperformed CLPAX with an annualized return of 12.66%, while CLPAX has yielded a comparatively lower 5.33% annualized return.


FFA

1D
3.98%
1M
-5.00%
YTD
-5.60%
6M
-1.66%
1Y
13.54%
3Y*
15.20%
5Y*
9.19%
10Y*
12.66%

CLPAX

1D
-0.56%
1M
-5.79%
YTD
-7.05%
6M
-6.80%
1Y
14.47%
3Y*
11.10%
5Y*
4.94%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFA vs. CLPAX - Expense Ratio Comparison

FFA has a 1.22% expense ratio, which is lower than CLPAX's 1.74% expense ratio.


Return for Risk

FFA vs. CLPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFA
FFA Risk / Return Rank: 3636
Overall Rank
FFA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FFA Sortino Ratio Rank: 3131
Sortino Ratio Rank
FFA Omega Ratio Rank: 4141
Omega Ratio Rank
FFA Calmar Ratio Rank: 3232
Calmar Ratio Rank
FFA Martin Ratio Rank: 4444
Martin Ratio Rank

CLPAX
CLPAX Risk / Return Rank: 3838
Overall Rank
CLPAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CLPAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CLPAX Omega Ratio Rank: 3939
Omega Ratio Rank
CLPAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CLPAX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFA vs. CLPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Equity Income Fund (FFA) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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.


FFACLPAXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.87

-0.12

Sortino ratio

Return per unit of downside risk

1.13

1.36

-0.22

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

0.89

0.96

-0.07

Martin ratio

Return relative to average drawdown

4.50

2.91

+1.59

FFA vs. CLPAX - Sharpe Ratio Comparison

The current FFA Sharpe Ratio is 0.74, which is comparable to the CLPAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FFA and CLPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFACLPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.87

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.32

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.37

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.34

+0.07

Correlation

The correlation between FFA and CLPAX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFA vs. CLPAX - Dividend Comparison

FFA's dividend yield for the trailing twelve months is around 7.41%, less than CLPAX's 9.79% yield.


TTM20252024202320222021202020192018201720162015
FFA
First Trust Enhanced Equity Income Fund
7.41%6.70%6.59%6.90%7.99%5.92%6.47%6.61%8.82%6.83%7.07%7.12%
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
9.79%9.10%0.00%0.00%2.68%0.32%0.49%5.41%0.30%0.02%0.00%17.26%

Drawdowns

FFA vs. CLPAX - Drawdown Comparison

The maximum FFA drawdown since its inception was -57.51%, which is greater than CLPAX's maximum drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for FFA and CLPAX.


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Drawdown Indicators


FFACLPAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.51%

-32.47%

-25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-12.87%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-32.47%

+2.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.35%

-32.47%

-11.88%

Current Drawdown

Current decline from peak

-6.58%

-12.87%

+6.29%

Average Drawdown

Average peak-to-trough decline

-8.48%

-8.16%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

4.26%

-1.32%

Volatility

FFA vs. CLPAX - Volatility Comparison

First Trust Enhanced Equity Income Fund (FFA) has a higher volatility of 6.36% compared to Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) at 3.18%. This indicates that FFA's price experiences larger fluctuations and is considered to be riskier than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFACLPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

3.18%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

9.87%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

16.59%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

15.63%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

14.38%

+5.31%