SDAIX vs. SHIIX
Compare and contrast key facts about Swan Defined Risk Growth Fund (SDAIX) and Catalyst Buffered Shield Fund (SHIIX).
SDAIX is managed by Swan. It was launched on Dec 26, 2018. SHIIX is managed by Catalyst Mutual Funds. It was launched on Apr 13, 2015.
Performance
SDAIX vs. SHIIX - Performance Comparison
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SDAIX vs. SHIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SDAIX Swan Defined Risk Growth Fund | -7.04% | 14.14% | 13.81% | 16.25% | -17.87% | 22.93% | 11.87% | 23.13% |
SHIIX Catalyst Buffered Shield Fund | -3.13% | 10.88% | 13.57% | 14.03% | -18.44% | 14.15% | 7.18% | 20.38% |
Returns By Period
In the year-to-date period, SDAIX achieves a -7.04% return, which is significantly lower than SHIIX's -3.13% return.
SDAIX
- 1D
- -0.14%
- 1M
- -7.34%
- YTD
- -7.04%
- 6M
- -4.46%
- 1Y
- 9.48%
- 3Y*
- 10.65%
- 5Y*
- 6.29%
- 10Y*
- —
SHIIX
- 1D
- -0.09%
- 1M
- -4.09%
- YTD
- -3.13%
- 6M
- -1.09%
- 1Y
- 10.03%
- 3Y*
- 10.44%
- 5Y*
- 4.67%
- 10Y*
- 6.69%
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SDAIX vs. SHIIX - Expense Ratio Comparison
SDAIX has a 1.40% expense ratio, which is higher than SHIIX's 1.23% expense ratio.
Return for Risk
SDAIX vs. SHIIX — Risk / Return Rank
SDAIX
SHIIX
SDAIX vs. SHIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Growth Fund (SDAIX) 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.
| SDAIX | SHIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.06 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.56 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.20 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.87 | 6.48 | -1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDAIX | SHIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.06 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.77 | -0.05 |
Correlation
The correlation between SDAIX and SHIIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SDAIX vs. SHIIX - Dividend Comparison
SDAIX has not paid dividends to shareholders, while SHIIX's dividend yield for the trailing twelve months is around 3.12%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDAIX Swan Defined Risk Growth Fund | 0.00% | 0.00% | 0.00% | 28.80% | 0.00% | 0.00% | 0.62% | 1.62% | 0.00% | 0.00% | 0.00% |
SHIIX Catalyst Buffered Shield Fund | 3.12% | 3.02% | 2.94% | 2.52% | 0.68% | 16.99% | 2.01% | 6.13% | 10.13% | 14.66% | 0.79% |
Drawdowns
SDAIX vs. SHIIX - Drawdown Comparison
The maximum SDAIX drawdown since its inception was -24.26%, which is greater than SHIIX's maximum drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for SDAIX and SHIIX.
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Drawdown Indicators
| SDAIX | SHIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -20.20% | -4.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -7.44% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -20.20% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.20% | — |
Current DrawdownCurrent decline from peak | -8.37% | -4.27% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -4.18% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.38% | +0.43% |
Volatility
SDAIX vs. SHIIX - Volatility Comparison
Swan Defined Risk Growth Fund (SDAIX) has a higher volatility of 4.07% compared to Catalyst Buffered Shield Fund (SHIIX) at 2.39%. This indicates that SDAIX's price experiences larger fluctuations and is considered to be riskier than SHIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDAIX | SHIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 2.39% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.45% | 3.76% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 9.97% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 8.60% | +3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 8.57% | +4.90% |