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HIIFX vs. HYDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIIFX vs. HYDB - Performance Comparison

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

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HIIFX vs. HYDB - 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%5.63%
HYDB
iShares High Yield Bond Factor ETF
-0.64%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%

Returns By Period

In the year-to-date period, HIIFX achieves a -3.01% return, which is significantly lower than HYDB's -0.64% 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%

HYDB

1D
0.95%
1M
-1.56%
YTD
-0.64%
6M
0.62%
1Y
6.05%
3Y*
8.82%
5Y*
4.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIIFX vs. HYDB - Expense Ratio Comparison

HIIFX has a 1.49% expense ratio, which is higher than HYDB's 0.35% expense ratio.


Return for Risk

HIIFX vs. HYDB — 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

HYDB
HYDB Risk / Return Rank: 6161
Overall Rank
HYDB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 6868
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6565
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. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH High Income Fund (HIIFX) and iShares High Yield Bond Factor ETF (HYDB). 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.


HIIFXHYDBDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.03

+0.75

Sortino ratio

Return per unit of downside risk

2.46

1.48

+0.98

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.52

1.28

+1.24

Martin ratio

Return relative to average drawdown

7.27

6.19

+1.08

HIIFX vs. HYDB - Sharpe Ratio Comparison

The current HIIFX Sharpe Ratio is 1.79, which is higher than the HYDB Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of HIIFX and HYDB, 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


HIIFXHYDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.03

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.64

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.69

-0.52

Correlation

The correlation between HIIFX and HYDB is 0.44, 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

HIIFX vs. HYDB - Dividend Comparison

HIIFX's dividend yield for the trailing twelve months is around 5.54%, less than HYDB's 7.20% 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%
HYDB
iShares High Yield Bond Factor ETF
7.20%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%

Drawdowns

HIIFX vs. HYDB - Drawdown Comparison

The maximum HIIFX drawdown since its inception was -51.29%, which is greater than HYDB's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for HIIFX and HYDB.


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Drawdown Indicators


HIIFXHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-21.58%

-29.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-4.84%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-14.28%

-4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-4.89%

-1.80%

-3.09%

Average Drawdown

Average peak-to-trough decline

-15.41%

-2.43%

-12.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.00%

+0.82%

Volatility

HIIFX vs. HYDB - Volatility Comparison

Catalyst/SMH High Income Fund (HIIFX) and iShares High Yield Bond Factor ETF (HYDB) have volatilities of 2.33% and 2.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIIFXHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.22%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

2.91%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.02%

5.89%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

7.02%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

7.82%

-1.82%