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IIXIX vs. HOBEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IIXIX vs. HOBEX

Last updated Jun 23, 2026

IIXIX (Catalyst Insider Income Fund) and HOBEX (Holbrook Income Fund) are both Short-Term Bond funds. Over the past 5 years, IIXIX returned 2.51%/yr vs 3.76%/yr for HOBEX. At a 0.34 correlation, their price movements are largely independent. IIXIX charges 0.75%/yr vs 1.60%/yr for HOBEX.

Performance

IIXIX vs. HOBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Insider Income Fund (IIXIX) and Holbrook Income Fund (HOBEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIXIX achieves a 1.05% return, which is significantly lower than HOBEX's 1.91% return.

IIXIX

1D
0.00%
1M
0.26%
YTD
1.05%
6M
1.62%
1Y
4.10%
3Y*
6.09%
5Y*
2.51%
10Y*
3.41%

HOBEX

1D
-0.10%
1M
0.34%
YTD
1.91%
6M
2.93%
1Y
5.65%
3Y*
6.54%
5Y*
3.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIXIX vs. HOBEX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IIXIX
Catalyst Insider Income Fund		1.05%5.51%7.10%8.24%-8.92%1.79%6.60%5.69%3.20%2.13%
HOBEX
Holbrook Income Fund		1.91%7.23%7.16%4.74%-3.42%6.25%6.83%7.30%1.26%2.42%

Correlation

The correlation between IIXIX and HOBEX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Catalyst Insider Income Fund

Holbrook Income Fund

Often compared with IIXIX:
IIXIX vs. GPARXIIXIX vs. CLPAXIIXIX vs. MBXAXIIXIX vs. INSAXIIXIX vs. TRXAXIIXIX vs. MLXIXIIXIX vs. MBXIX
Often compared with HOBEX:
HOBEX vs. PONPXHOBEX vs. PEYHOBEX vs. FDFIXHOBEX vs. HOBIXHOBEX vs. BINCHOBEX vs. PULSHOBEX vs. PQIPX

Return for Risk

IIXIX vs. HOBEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IIXIX
IIXIX Risk / Return Rank: 8383
Overall Rank
IIXIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IIXIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IIXIX Omega Ratio Rank: 9292
Omega Ratio Rank
IIXIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
IIXIX Martin Ratio Rank: 9090
Martin Ratio Rank
HOBEX
HOBEX Risk / Return Rank: 9797
Overall Rank
HOBEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HOBEX Sortino Ratio Rank: 9898
Sortino Ratio Rank
HOBEX Omega Ratio Rank: 9898
Omega Ratio Rank
HOBEX Calmar Ratio Rank: 9999
Calmar Ratio Rank
HOBEX Martin Ratio Rank: 9898
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.

IIXIX vs. HOBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Insider Income Fund (IIXIX) and Holbrook Income Fund (HOBEX). 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.

IIXIXHOBEXDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.74

-0.69

Sortino ratioReturn per unit of downside risk
4.07
7.16

-3.10

Omega ratioGain probability vs. loss probability

1.66

2.43

-0.78

Calmar ratioReturn relative to maximum drawdown

3.82

9.35

-5.54

Martin ratioReturn relative to average drawdown

16.53

33.19

-16.66

IIXIX vs. HOBEX - Sharpe Ratio Comparison

The current IIXIX Sharpe Ratio is 2.05, which is comparable to the HOBEX Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of IIXIX and HOBEX, 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

IIXIX vs. HOBEX - Drawdown Comparison

The maximum IIXIX drawdown since its inception was -11.43%, smaller than the maximum HOBEX drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for IIXIX and HOBEX.

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Drawdown Indicators

IIXIXHOBEXDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

-23.58%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-0.61%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

-2.74%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-11.27%

-4.57%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-11.43%

—

—

Current Drawdown

Current decline from peak

-0.11%

-0.20%

+0.09%

Average Drawdown

Average peak-to-trough decline

-1.84%

-1.06%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.17%

+0.08%

Volatility

IIXIX vs. HOBEX - Volatility Comparison

Catalyst Insider Income Fund (IIXIX) has a higher volatility of 0.56% compared to Holbrook Income Fund (HOBEX) at 0.49%. This indicates that IIXIX's price experiences larger fluctuations and is considered to be riskier than HOBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IIXIXHOBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.49%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.54%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

2.07%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.41%

2.61%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.51%

5.71%

-2.20%

IIXIX vs. HOBEX - Expense Ratio Comparison

IIXIX has a 0.75% expense ratio, which is lower than HOBEX's 1.60% expense ratio.

Dividends

IIXIX vs. HOBEX - Dividend Comparison

IIXIX's dividend yield for the trailing twelve months is around 4.68%, less than HOBEX's 5.81% yield.

PositionTTM20252024202320222021202020192018201720162015
HOBEX
Holbrook Income Fund		5.81%5.94%6.58%5.05%4.83%4.00%5.44%3.05%3.84%1.69%0.00%0.00%
IIXIX
Catalyst Insider Income Fund		4.68%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 HOBEX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIXIX has higher volatility (0.56%) compared to HOBEX (0.49%). In terms of maximum drawdown, IIXIX dropped -11.43% vs HOBEX's -23.58%.

HOBEX currently has the higher Sharpe Ratio (2.74 vs 2.05), 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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