SHIIX vs. CLPAX
Compare and contrast key facts about Catalyst Buffered Shield Fund (SHIIX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX).
SHIIX is managed by Catalyst Mutual Funds. It was launched on Apr 13, 2015. CLPAX is managed by Catalyst Mutual Funds. It was launched on Dec 30, 2013.
Performance
SHIIX vs. CLPAX - Performance Comparison
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SHIIX vs. CLPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHIIX Catalyst Buffered Shield Fund | -3.13% | 10.88% | 13.57% | 14.03% | -18.44% | 14.15% | 7.18% | 20.24% | -5.58% | 14.17% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | -7.05% | 12.32% | 11.42% | 35.92% | -30.54% | 13.11% | 5.25% | 19.41% | -3.65% | 8.20% |
Returns By Period
In the year-to-date period, SHIIX achieves a -3.13% return, which is significantly higher than CLPAX's -7.05% return. Over the past 10 years, SHIIX has outperformed CLPAX with an annualized return of 6.69%, while CLPAX has yielded a comparatively lower 5.33% annualized return.
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%
CLPAX
- 1D
- -0.56%
- 1M
- -5.79%
- YTD
- -7.05%
- 6M
- -6.80%
- 1Y
- 14.47%
- 3Y*
- 11.10%
- 5Y*
- 4.94%
- 10Y*
- 5.33%
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SHIIX vs. CLPAX - Expense Ratio Comparison
SHIIX has a 1.23% expense ratio, which is lower than CLPAX's 1.74% expense ratio.
Return for Risk
SHIIX vs. CLPAX — Risk / Return Rank
SHIIX
CLPAX
SHIIX vs. CLPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Buffered Shield Fund (SHIIX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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.
| SHIIX | CLPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.87 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.36 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.96 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.48 | 2.91 | +3.56 |
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
| SHIIX | CLPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.87 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.32 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.37 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.34 | +0.43 |
Correlation
The correlation between SHIIX and CLPAX is 0.79, 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
SHIIX vs. CLPAX - Dividend Comparison
SHIIX's dividend yield for the trailing twelve months is around 3.12%, less than CLPAX's 9.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CLPAX Catalyst Nasdaq-100 Hedged Equity Fund | 9.79% | 9.10% | 0.00% | 0.00% | 2.68% | 0.32% | 0.49% | 5.41% | 0.30% | 0.02% | 0.00% | 17.26% |
Drawdowns
SHIIX vs. CLPAX - Drawdown Comparison
The maximum SHIIX drawdown since its inception was -20.20%, smaller than the maximum CLPAX drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for SHIIX and CLPAX.
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Drawdown Indicators
| SHIIX | CLPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -32.47% | +12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -12.87% | +5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -32.47% | +12.27% |
Max Drawdown (10Y)Largest decline over 10 years | -20.20% | -32.47% | +12.27% |
Current DrawdownCurrent decline from peak | -4.27% | -12.87% | +8.60% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -8.16% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 4.26% | -2.88% |
Volatility
SHIIX vs. CLPAX - Volatility Comparison
The current volatility for Catalyst Buffered Shield Fund (SHIIX) is 2.39%, while Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) has a volatility of 3.18%. This indicates that SHIIX experiences smaller price fluctuations and is considered to be less risky than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHIIX | CLPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 3.18% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 9.87% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 16.59% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.60% | 15.63% | -7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 14.38% | -5.81% |