IIXIX vs. CFRIX
IIXIX (Catalyst Insider Income Fund) and CFRIX (Catalyst/CIFC Floating Rate Income Fund) are both mutual funds - IIXIX is a Short-Term Bond fund managed by Catalyst Mutual Funds, while CFRIX is a Bank Loan fund managed by Catalyst Mutual Funds. Over the past 10 years, IIXIX returned 3.32%/yr vs 5.09%/yr for CFRIX. Their 0.29 correlation means their historical movements had little consistent relationship. IIXIX charges 0.75%/yr vs 0.90%/yr for CFRIX.
Performance
IIXIX vs. CFRIX - Performance Comparison
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Returns By Period
In the year-to-date period, IIXIX achieves a 1.23% return, which is significantly higher than CFRIX's 0.95% return. Over the past 10 years, IIXIX has underperformed CFRIX with an annualized return of 3.32%, while CFRIX has yielded a comparatively higher 5.09% annualized return.
IIXIX
- 1D
- 0.11%
- 1M
- -0.11%
- 6M
- 0.89%
- YTD
- 1.23%
- 1Y
- 3.31%
- 3Y*
- 5.05%
- 5Y*
- 2.44%
- 10Y*
- 3.32%
- ALL TIME*
- 2.70%
CFRIX
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 1.32%
- YTD
- 0.95%
- 1Y
- 3.66%
- 3Y*
- 6.54%
- 5Y*
- 4.72%
- 10Y*
- 5.09%
- ALL TIME*
- 4.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IIXIX vs. CFRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIXIX Catalyst Insider Income Fund | 1.23% | 5.51% | 7.10% | 8.24% | -8.92% | 1.79% | 6.60% | 5.69% | 3.20% | 2.13% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 0.95% | 6.30% | 7.98% | 11.65% | -3.87% | 3.12% | 3.45% | 10.05% | 0.70% | 7.24% |
Correlation
The correlation between IIXIX and CFRIX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2014 | 0.29 |
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Return for Risk
IIXIX vs. CFRIX — Risk / Return Rank
IIXIX
CFRIX
IIXIX vs. CFRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Insider Income Fund (IIXIX) 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.
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.
| IIXIX | CFRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.49 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 1.91 | +1.76 |
| Martin ratioReturn relative to average drawdown | 15.50 | 6.62 | +8.88 |
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Drawdowns
IIXIX vs. CFRIX - Drawdown Comparison
The maximum IIXIX drawdown since its inception was -11.43%, smaller than the maximum CFRIX drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for IIXIX and CFRIX.
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Drawdown Indicators
| IIXIX | CFRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.43% | -19.18% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -2.19% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -1.73% | -2.55% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -11.27% | -6.62% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -11.43% | -19.18% | +7.75% |
Current DrawdownCurrent decline from peak | -0.22% | -0.22% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -1.23% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.63% | -0.37% |
Volatility
IIXIX vs. CFRIX - Volatility Comparison
Catalyst Insider Income Fund (IIXIX) has a higher volatility of 0.38% compared to Catalyst/CIFC Floating Rate Income Fund (CFRIX) at 0.36%. This indicates that IIXIX'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
| IIXIX | CFRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 0.36% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.50% | 1.92% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.03% | 2.53% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.41% | 2.73% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.51% | 3.79% | -0.28% |
IIXIX vs. CFRIX - Expense Ratio Comparison
IIXIX has a 0.75% expense ratio, which is lower than CFRIX's 0.90% expense ratio.
Dividends
IIXIX vs. CFRIX - Dividend Comparison
IIXIX's dividend yield for the trailing twelve months is around 4.24%, less than CFRIX's 6.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRIX Catalyst/CIFC Floating Rate Income Fund | 6.06% | 6.86% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
IIXIX Catalyst Insider Income Fund | 4.24% | 4.70% | 4.05% | 4.10% | 3.17% | 2.40% | 3.50% | 2.99% | 2.41% | 2.33% | 2.20% | 2.22% |
Frequently Asked Questions
IIXIX and CFRIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IIXIX has higher volatility (0.38%) compared to CFRIX (0.36%). In terms of maximum drawdown, IIXIX dropped -11.43% vs CFRIX's -19.18%.
IIXIX currently has the higher Sharpe Ratio (1.95 vs 1.66), 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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