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MLXIX vs. CLTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLXIX vs. CLTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Energy Infrastructure Fund (MLXIX) and Catalyst/Lyons Tactical Allocation Fund (CLTAX). The values are adjusted to include any dividend payments, if applicable.

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MLXIX vs. CLTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLXIX
Catalyst Energy Infrastructure Fund
35.24%-8.56%45.26%15.34%27.02%42.04%-20.02%12.05%-18.48%-13.83%
CLTAX
Catalyst/Lyons Tactical Allocation Fund
-5.68%15.26%3.51%10.16%-24.36%17.82%27.88%2.80%-4.99%16.74%

Returns By Period

In the year-to-date period, MLXIX achieves a 35.24% return, which is significantly higher than CLTAX's -5.68% return. Over the past 10 years, MLXIX has outperformed CLTAX with an annualized return of 15.06%, while CLTAX has yielded a comparatively lower 5.60% annualized return.


MLXIX

1D
-1.51%
1M
14.05%
YTD
35.24%
6M
26.46%
1Y
21.20%
3Y*
27.68%
5Y*
25.39%
10Y*
15.06%

CLTAX

1D
-1.19%
1M
-10.37%
YTD
-5.68%
6M
-3.98%
1Y
10.92%
3Y*
6.89%
5Y*
0.80%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLXIX vs. CLTAX - Expense Ratio Comparison

MLXIX has a 1.43% expense ratio, which is lower than CLTAX's 1.53% expense ratio.


Return for Risk

MLXIX vs. CLTAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MLXIX
MLXIX Risk / Return Rank: 4040
Overall Rank
MLXIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MLXIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLXIX Omega Ratio Rank: 4343
Omega Ratio Rank
MLXIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MLXIX Martin Ratio Rank: 2222
Martin Ratio Rank

CLTAX
CLTAX Risk / Return Rank: 2626
Overall Rank
CLTAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CLTAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CLTAX Omega Ratio Rank: 2222
Omega Ratio Rank
CLTAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CLTAX Martin Ratio Rank: 3131
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.

MLXIX vs. CLTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Energy Infrastructure Fund (MLXIX) and Catalyst/Lyons Tactical Allocation Fund (CLTAX). 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.


MLXIXCLTAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.61

+0.31

Sortino ratio

Return per unit of downside risk

1.26

0.99

+0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.19

0.85

+0.34

Martin ratio

Return relative to average drawdown

2.36

3.40

-1.04

MLXIX vs. CLTAX - Sharpe Ratio Comparison

The current MLXIX Sharpe Ratio is 0.91, which is higher than the CLTAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MLXIX and CLTAX, 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


MLXIXCLTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.61

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.06

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.40

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.54

-0.32

Correlation

The correlation between MLXIX and CLTAX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MLXIX vs. CLTAX - Dividend Comparison

MLXIX's dividend yield for the trailing twelve months is around 6.52%, less than CLTAX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
MLXIX
Catalyst Energy Infrastructure Fund
6.52%8.26%5.02%6.67%7.15%8.26%14.52%15.93%15.62%11.37%8.76%11.47%
CLTAX
Catalyst/Lyons Tactical Allocation Fund
10.67%10.06%0.02%1.02%12.48%0.55%3.42%12.17%2.73%2.81%1.35%6.33%

Drawdowns

MLXIX vs. CLTAX - Drawdown Comparison

The maximum MLXIX drawdown since its inception was -76.78%, which is greater than CLTAX's maximum drawdown of -28.93%. Use the drawdown chart below to compare losses from any high point for MLXIX and CLTAX.


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Drawdown Indicators


MLXIXCLTAXDifference

Max Drawdown

Largest peak-to-trough decline

-76.78%

-28.93%

-47.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-10.91%

-5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-26.92%

+4.78%

Max Drawdown (10Y)

Largest decline over 10 years

-72.63%

-28.93%

-43.70%

Current Drawdown

Current decline from peak

-1.51%

-10.91%

+9.40%

Average Drawdown

Average peak-to-trough decline

-23.47%

-8.10%

-15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

2.73%

+5.60%

Volatility

MLXIX vs. CLTAX - Volatility Comparison

Catalyst Energy Infrastructure Fund (MLXIX) and Catalyst/Lyons Tactical Allocation Fund (CLTAX) have volatilities of 6.04% and 5.92%, 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


MLXIXCLTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.92%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

12.76%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

19.09%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

14.46%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.33%

14.18%

+14.15%