JDIEX vs. SHIIX
JDIEX (Easterly Hedged Equity Fund) and SHIIX (Catalyst Buffered Shield Fund) are both Options Trading funds. Over the past 10 years, JDIEX returned 8.57%/yr vs 7.15%/yr for SHIIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. JDIEX charges 1.26%/yr vs 1.23%/yr for SHIIX.
Performance
JDIEX vs. SHIIX - Performance Comparison
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Returns By Period
In the year-to-date period, JDIEX achieves a 6.88% return, which is significantly higher than SHIIX's 4.78% return. Over the past 10 years, JDIEX has outperformed SHIIX with an annualized return of 8.57%, while SHIIX has yielded a comparatively lower 7.15% annualized return.
JDIEX
- 1D
- 0.88%
- 1M
- -0.44%
- 6M
- 5.75%
- YTD
- 6.88%
- 1Y
- 13.47%
- 3Y*
- 13.35%
- 5Y*
- 10.18%
- 10Y*
- 8.57%
- ALL TIME*
- 8.43%
SHIIX
- 1D
- 0.97%
- 1M
- -0.09%
- 6M
- 4.01%
- YTD
- 4.78%
- 1Y
- 10.50%
- 3Y*
- 11.27%
- 5Y*
- 4.96%
- 10Y*
- 7.15%
- ALL TIME*
- 7.20%
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 |
JDIEX vs. SHIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | 6.88% | 11.87% | 17.36% | 14.58% | -2.74% | 11.25% | 7.57% | 12.11% | 1.56% | 6.68% |
SHIIX Catalyst Buffered Shield Fund | 4.78% | 10.88% | 13.57% | 14.03% | -18.44% | 14.15% | 7.18% | 20.24% | -5.58% | 14.17% |
Correlation
The correlation between JDIEX and SHIIX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.76 |
The correlation between JDIEX and SHIIX shifts across timeframes, from 0.75 (10 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JDIEX vs. SHIIX — Risk / Return Rank
JDIEX
SHIIX
JDIEX vs. SHIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Hedged Equity Fund (JDIEX) and Catalyst Buffered Shield Fund (SHIIX). 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.
| JDIEX | SHIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.30 | +1.34 |
| Martin ratioReturn relative to average drawdown | 12.25 | 12.49 | -0.25 |
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Drawdowns
JDIEX vs. SHIIX - Drawdown Comparison
The maximum JDIEX drawdown since its inception was -17.63%, smaller than the maximum SHIIX drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for JDIEX and SHIIX.
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Drawdown Indicators
| JDIEX | SHIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -20.20% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -4.27% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -10.66% | -11.36% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -20.20% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -17.63% | -20.20% | +2.57% |
Current DrawdownCurrent decline from peak | -1.66% | -0.52% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -4.06% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.78% | +0.26% |
Volatility
JDIEX vs. SHIIX - Volatility Comparison
Easterly Hedged Equity Fund (JDIEX) and Catalyst Buffered Shield Fund (SHIIX) have volatilities of 1.90% and 1.82%, 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
| JDIEX | SHIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 1.82% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 5.18% | 4.70% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.75% | 5.56% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.36% | 8.57% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 8.49% | +2.22% |
JDIEX vs. SHIIX - Expense Ratio Comparison
JDIEX has a 1.26% expense ratio, which is higher than SHIIX's 1.23% expense ratio.
Dividends
JDIEX vs. SHIIX - Dividend Comparison
JDIEX has not paid dividends to shareholders, while SHIIX's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | 0.00% | 0.00% | 0.09% | 0.23% | 2.45% | 10.68% | 8.01% | 1.99% | 10.75% | 2.57% | 0.11% |
SHIIX Catalyst Buffered Shield Fund | 2.88% | 3.02% | 2.94% | 2.52% | 0.68% | 16.99% | 2.01% | 6.13% | 10.13% | 14.66% | 0.79% |
Frequently Asked Questions
With a correlation of 0.91, JDIEX and SHIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JDIEX has higher volatility (1.90%) compared to SHIIX (1.82%). In terms of maximum drawdown, JDIEX dropped -17.63% vs SHIIX's -20.20%.
JDIEX currently has the higher Sharpe Ratio (1.89 vs 1.76), 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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