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SHIIX vs. MAIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHIIX vs. MAIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Buffered Shield Fund (SHIIX) and MAI Managed Volatility Fund (MAIPX). The values are adjusted to include any dividend payments, if applicable.

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SHIIX vs. MAIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MAIPX
MAI Managed Volatility Fund
-2.75%10.28%8.64%10.58%-3.59%12.81%4.39%16.13%-2.76%8.66%

Returns By Period

In the year-to-date period, SHIIX achieves a -3.13% return, which is significantly lower than MAIPX's -2.75% return. Both investments have delivered pretty close results over the past 10 years, with SHIIX having a 6.69% annualized return and MAIPX not far behind at 6.51%.


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%

MAIPX

1D
0.06%
1M
-2.51%
YTD
-2.75%
6M
-1.14%
1Y
8.04%
3Y*
7.73%
5Y*
6.19%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHIIX vs. MAIPX - Expense Ratio Comparison

SHIIX has a 1.23% expense ratio, which is higher than MAIPX's 0.99% expense ratio.


Return for Risk

SHIIX vs. MAIPX — Risk / Return Rank

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

SHIIX
SHIIX Risk / Return Rank: 6161
Overall Rank
SHIIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SHIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SHIIX Omega Ratio Rank: 7373
Omega Ratio Rank
SHIIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SHIIX Martin Ratio Rank: 6868
Martin Ratio Rank

MAIPX
MAIPX Risk / Return Rank: 4242
Overall Rank
MAIPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAIPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
MAIPX Omega Ratio Rank: 6969
Omega Ratio Rank
MAIPX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MAIPX Martin Ratio Rank: 5151
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.

SHIIX vs. MAIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Buffered Shield Fund (SHIIX) and MAI Managed Volatility Fund (MAIPX). 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.


SHIIXMAIPXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.74

+0.32

Sortino ratio

Return per unit of downside risk

1.56

1.16

+0.40

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

1.20

0.76

+0.44

Martin ratio

Return relative to average drawdown

6.48

5.07

+1.40

SHIIX vs. MAIPX - Sharpe Ratio Comparison

The current SHIIX Sharpe Ratio is 1.06, which is higher than the MAIPX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SHIIX and MAIPX, 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


SHIIXMAIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.74

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.71

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.60

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.62

+0.15

Correlation

The correlation between SHIIX and MAIPX is 0.82, 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. MAIPX - Dividend Comparison

SHIIX's dividend yield for the trailing twelve months is around 3.12%, more than MAIPX's 1.24% yield.


TTM20252024202320222021202020192018201720162015
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%
MAIPX
MAI Managed Volatility Fund
1.24%1.33%2.20%4.59%2.26%0.00%0.32%1.74%2.89%2.12%0.80%4.17%

Drawdowns

SHIIX vs. MAIPX - Drawdown Comparison

The maximum SHIIX drawdown since its inception was -20.20%, smaller than the maximum MAIPX drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for SHIIX and MAIPX.


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Drawdown Indicators


SHIIXMAIPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.20%

-25.69%

+5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-9.49%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-11.77%

-8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-20.20%

-25.69%

+5.49%

Current Drawdown

Current decline from peak

-4.27%

-3.04%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.18%

-1.44%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.43%

-0.05%

Volatility

SHIIX vs. MAIPX - Volatility Comparison

Catalyst Buffered Shield Fund (SHIIX) and MAI Managed Volatility Fund (MAIPX) have volatilities of 2.39% and 2.42%, 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


SHIIXMAIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

2.42%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

3.37%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

11.80%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

8.80%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

10.95%

-2.38%