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HIIFX vs. CFRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIIFX vs. CFRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/SMH High Income Fund (HIIFX) and Catalyst/CIFC Floating Rate Income Fund (CFRIX). The values are adjusted to include any dividend payments, if applicable.

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HIIFX vs. CFRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIIFX
Catalyst/SMH High Income Fund
-3.01%15.31%8.33%16.44%-13.48%8.03%10.00%8.36%-1.46%9.58%
CFRIX
Catalyst/CIFC Floating Rate Income Fund
-1.54%6.28%7.98%11.65%-3.87%3.12%3.45%10.05%0.70%7.24%

Returns By Period

In the year-to-date period, HIIFX achieves a -3.01% return, which is significantly lower than CFRIX's -1.54% return. Over the past 10 years, HIIFX has outperformed CFRIX with an annualized return of 8.16%, while CFRIX has yielded a comparatively lower 5.57% annualized return.


HIIFX

1D
-0.17%
1M
-2.17%
YTD
-3.01%
6M
-1.93%
1Y
14.54%
3Y*
11.13%
5Y*
4.87%
10Y*
8.16%

CFRIX

1D
0.00%
1M
0.22%
YTD
-1.54%
6M
0.14%
1Y
4.21%
3Y*
6.82%
5Y*
4.43%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIIFX vs. CFRIX - Expense Ratio Comparison

HIIFX has a 1.49% expense ratio, which is higher than CFRIX's 0.90% expense ratio.


Return for Risk

HIIFX vs. CFRIX — Risk / Return Rank

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

HIIFX
HIIFX Risk / Return Rank: 8585
Overall Rank
HIIFX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HIIFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
HIIFX Omega Ratio Rank: 8383
Omega Ratio Rank
HIIFX Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIIFX Martin Ratio Rank: 7676
Martin Ratio Rank

CFRIX
CFRIX Risk / Return Rank: 8484
Overall Rank
CFRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CFRIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
CFRIX Omega Ratio Rank: 9494
Omega Ratio Rank
CFRIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
CFRIX Martin Ratio Rank: 7070
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.

HIIFX vs. CFRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH High Income Fund (HIIFX) and Catalyst/CIFC Floating Rate Income Fund (CFRIX). 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.


HIIFXCFRIXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.60

+0.18

Sortino ratio

Return per unit of downside risk

2.46

2.60

-0.14

Omega ratio

Gain probability vs. loss probability

1.33

1.48

-0.15

Calmar ratio

Return relative to maximum drawdown

2.52

2.05

+0.47

Martin ratio

Return relative to average drawdown

7.27

6.68

+0.59

HIIFX vs. CFRIX - Sharpe Ratio Comparison

The current HIIFX Sharpe Ratio is 1.79, which is comparable to the CFRIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of HIIFX and CFRIX, 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


HIIFXCFRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.60

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.67

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

1.46

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.25

-1.08

Correlation

The correlation between HIIFX and CFRIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HIIFX vs. CFRIX - Dividend Comparison

HIIFX's dividend yield for the trailing twelve months is around 5.54%, less than CFRIX's 6.23% yield.


TTM20252024202320222021202020192018201720162015
HIIFX
Catalyst/SMH High Income Fund
5.54%4.65%6.03%6.55%6.64%4.03%5.00%5.37%5.61%5.50%6.81%12.14%
CFRIX
Catalyst/CIFC Floating Rate Income Fund
6.23%6.83%7.32%7.13%3.79%2.44%4.06%5.50%4.26%4.50%5.69%6.27%

Drawdowns

HIIFX vs. CFRIX - Drawdown Comparison

The maximum HIIFX drawdown since its inception was -51.29%, which is greater than CFRIX's maximum drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for HIIFX and CFRIX.


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Drawdown Indicators


HIIFXCFRIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-19.18%

-32.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-2.19%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-6.62%

-11.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-19.18%

+0.60%

Current Drawdown

Current decline from peak

-4.89%

-1.65%

-3.24%

Average Drawdown

Average peak-to-trough decline

-15.41%

-1.25%

-14.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

0.67%

+1.15%

Volatility

HIIFX vs. CFRIX - Volatility Comparison

Catalyst/SMH High Income Fund (HIIFX) has a higher volatility of 2.33% compared to Catalyst/CIFC Floating Rate Income Fund (CFRIX) at 0.90%. This indicates that HIIFX's price experiences larger fluctuations and is considered to be riskier than CFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIIFXCFRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

0.90%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

1.90%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.02%

2.90%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

2.68%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

3.82%

+2.18%