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HIIFX vs. EIXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIIFX vs. EIXIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HIIFX achieves a 2.92% return, which is significantly higher than EIXIX's -7.35% return.


HIIFX

1D
0.40%
1M
-1.31%
6M
2.00%
YTD
2.92%
1Y
13.42%
3Y*
11.30%
5Y*
5.37%
10Y*
7.06%
ALL TIME*
1.53%

EIXIX

1D
-0.21%
1M
1.41%
6M
-6.65%
YTD
-7.35%
1Y
-13.47%
3Y*
-5.49%
5Y*
-4.70%
10Y*
ALL TIME*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HIIFX vs. EIXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIIFX
Catalyst/SMH High Income Fund
2.92%15.31%8.33%16.44%-13.48%8.03%10.00%6.35%
EIXIX
Catalyst Enhanced Income Strategy Fund
-7.35%-8.86%0.88%-2.09%-6.82%4.55%6.18%15.84%

Correlation

The correlation between HIIFX and EIXIX is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2019

0.14

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Return for Risk

HIIFX vs. EIXIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HIIFX
HIIFX Risk / Return Rank: 7474
Overall Rank
HIIFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HIIFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
HIIFX Omega Ratio Rank: 7676
Omega Ratio Rank
HIIFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
HIIFX Martin Ratio Rank: 6464
Martin Ratio Rank

EIXIX
EIXIX Risk / Return Rank: 00
Overall Rank
EIXIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EIXIX Sortino Ratio Rank: 00
Sortino Ratio Rank
EIXIX Omega Ratio Rank: 00
Omega Ratio Rank
EIXIX Calmar Ratio Rank: 00
Calmar Ratio Rank
EIXIX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HIIFX vs. EIXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH High Income Fund (HIIFX) and Catalyst Enhanced Income Strategy Fund (EIXIX). 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.


HIIFXEIXIXDifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+4.73

Omega ratioGain probability vs. loss probability

1.34

0.74

+0.60

Calmar ratioReturn relative to maximum drawdown

2.45

-0.75

+3.21

Martin ratioReturn relative to average drawdown

8.10

-1.52

+9.62

HIIFX vs. EIXIX - Sharpe Ratio Comparison

The current HIIFX Sharpe Ratio is 1.80, which is higher than the EIXIX Sharpe Ratio of -1.53. The chart below compares the historical Sharpe Ratios of HIIFX and EIXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HIIFX vs. EIXIX - Drawdown Comparison

The maximum HIIFX drawdown since its inception was -51.29%, which is greater than EIXIX's maximum drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for HIIFX and EIXIX.


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Drawdown Indicators


HIIFXEIXIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-24.46%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.89%

-16.22%

+11.33%

Max Drawdown (3Y)

Largest decline over 3 years

-8.46%

-19.95%

+11.49%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-24.46%

+5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.55%

-22.64%

+21.09%

Average Drawdown

Average peak-to-trough decline

-15.14%

-5.73%

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

8.04%

-6.56%

Volatility

HIIFX vs. EIXIX - Volatility Comparison

The current volatility for Catalyst/SMH High Income Fund (HIIFX) is 1.64%, while Catalyst Enhanced Income Strategy Fund (EIXIX) has a volatility of 3.73%. This indicates that HIIFX experiences smaller price fluctuations and is considered to be less risky than EIXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIIFXEIXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.73%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.54%

6.69%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

6.65%

7.99%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

4.88%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

4.98%

+0.95%

HIIFX vs. EIXIX - Expense Ratio Comparison

HIIFX has a 1.49% expense ratio, which is lower than EIXIX's 1.50% expense ratio.


Dividends

HIIFX vs. EIXIX - Dividend Comparison

HIIFX's dividend yield for the trailing twelve months is around 5.93%, more than EIXIX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
EIXIX
Catalyst Enhanced Income Strategy Fund
3.99%7.24%9.31%8.57%6.68%7.11%5.65%4.00%0.00%0.00%0.00%0.00%
HIIFX
Catalyst/SMH High Income Fund
5.93%4.65%6.03%6.55%6.64%4.03%5.00%5.37%5.61%5.50%6.81%12.14%

Frequently Asked Questions


HIIFX and EIXIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIXIX has higher volatility (3.73%) compared to HIIFX (1.64%). In terms of maximum drawdown, HIIFX dropped -51.29% vs EIXIX's -24.46%.

HIIFX currently has the higher Sharpe Ratio (1.80 vs -1.53), 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.

Portfolio Optimizer

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