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IIXIX vs. MLXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIXIX vs. MLXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Insider Income Fund (IIXIX) and Catalyst Energy Infrastructure Fund (MLXIX). 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 MLXIX's 25.74% return. Over the past 10 years, IIXIX has underperformed MLXIX with an annualized return of 3.41%, while MLXIX has yielded a comparatively higher 10.77% annualized 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%

MLXIX

1D
-0.66%
1M
-8.48%
YTD
25.74%
6M
27.15%
1Y
14.38%
3Y*
21.35%
5Y*
19.56%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIXIX vs. MLXIX - 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%
MLXIX
Catalyst Energy Infrastructure Fund
25.74%-8.56%45.26%15.34%27.02%42.04%-20.02%12.05%-18.48%-13.83%

Correlation

The correlation between IIXIX and MLXIX is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

0.13

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2014

0.23

The correlation between IIXIX and MLXIX shifts across timeframes, from -0.22 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IIXIX vs. MLXIX — 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

MLXIX
MLXIX Risk / Return Rank: 99
Overall Rank
MLXIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MLXIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MLXIX Omega Ratio Rank: 99
Omega Ratio Rank
MLXIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MLXIX Martin Ratio Rank: 77
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. MLXIX - Risk-Adjusted Trends Comparison

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


IIXIXMLXIXDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.66

1.13

+0.52

Calmar ratioReturn relative to maximum drawdown

3.82

0.99

+2.83

Martin ratioReturn relative to average drawdown

16.53

1.91

+14.62

IIXIX vs. MLXIX - Sharpe Ratio Comparison

The current IIXIX Sharpe Ratio is 2.05, which is higher than the MLXIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IIXIX and MLXIX, 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. MLXIX - Drawdown Comparison

The maximum IIXIX drawdown since its inception was -11.43%, smaller than the maximum MLXIX drawdown of -76.78%. Use the drawdown chart below to compare losses from any high point for IIXIX and MLXIX.


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Drawdown Indicators


IIXIXMLXIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

-76.78%

+65.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-15.44%

+14.36%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

-22.14%

+20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-11.27%

-22.14%

+10.87%

Max Drawdown (10Y)

Largest decline over 10 years

-11.43%

-72.63%

+61.20%

Current Drawdown

Current decline from peak

-0.11%

-9.87%

+9.76%

Average Drawdown

Average peak-to-trough decline

-1.84%

-23.13%

+21.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

7.93%

-7.68%

Volatility

IIXIX vs. MLXIX - Volatility Comparison

The current volatility for Catalyst Insider Income Fund (IIXIX) is 0.56%, while Catalyst Energy Infrastructure Fund (MLXIX) has a volatility of 7.16%. This indicates that IIXIX experiences smaller price fluctuations and is considered to be less risky than MLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIXIXMLXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

7.16%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

16.43%

-14.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

20.42%

-18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.41%

22.50%

-19.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.51%

28.14%

-24.63%

IIXIX vs. MLXIX - Expense Ratio Comparison

IIXIX has a 0.75% expense ratio, which is lower than MLXIX's 1.43% expense ratio.


Dividends

IIXIX vs. MLXIX - Dividend Comparison

IIXIX's dividend yield for the trailing twelve months is around 4.68%, less than MLXIX's 7.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MLXIX
Catalyst Energy Infrastructure Fund
7.09%8.26%5.02%6.67%7.15%8.26%14.52%15.93%15.62%11.37%8.76%11.47%

Frequently Asked Questions


IIXIX and MLXIX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLXIX has higher volatility (7.16%) compared to IIXIX (0.56%). In terms of maximum drawdown, IIXIX dropped -11.43% vs MLXIX's -76.78%.

IIXIX currently has the higher Sharpe Ratio (2.05 vs 0.74), 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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