TRIFX vs. ^NDX
TRIFX (Catalyst/SMH Total Return Income Fund) is Diversified Portfolio fund managed by Catalyst Mutual Funds, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, TRIFX returned 8.82%/yr vs 21.21%/yr for ^NDX. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
TRIFX vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, TRIFX achieves a 3.64% return, which is significantly lower than ^NDX's 16.23% return. Over the past 10 years, TRIFX has underperformed ^NDX with an annualized return of 8.82%, while ^NDX has yielded a comparatively higher 21.21% annualized return.
TRIFX
- 1D
- -0.21%
- 1M
- -0.88%
- YTD
- 3.64%
- 6M
- 3.48%
- 1Y
- 13.99%
- 3Y*
- 10.68%
- 5Y*
- 4.52%
- 10Y*
- 8.82%
^NDX
- 1D
- -3.29%
- 1M
- -0.46%
- YTD
- 16.23%
- 6M
- 14.69%
- 1Y
- 34.27%
- 3Y*
- 25.37%
- 5Y*
- 15.36%
- 10Y*
- 21.21%
TRIFX vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRIFX Catalyst/SMH Total Return Income Fund | 3.64% | 5.53% | 10.63% | 14.49% | -12.48% | 24.45% | 5.12% | 19.43% | -7.19% | 12.65% |
^NDX NASDAQ 100 Index | 16.23% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between TRIFX and ^NDX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 21, 2008 | 0.62 |
The correlation between TRIFX and ^NDX shifts across timeframes, from 0.52 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRIFX vs. ^NDX — Risk / Return Rank
TRIFX
^NDX
TRIFX vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH Total Return Income Fund (TRIFX) and NASDAQ 100 Index (^NDX). 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.
| TRIFX | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.84 | -0.93 |
| Martin ratioReturn relative to average drawdown | 4.76 | 10.49 | -5.73 |
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Drawdowns
TRIFX vs. ^NDX - Drawdown Comparison
The maximum TRIFX drawdown since its inception was -54.53%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for TRIFX and ^NDX.
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Drawdown Indicators
| TRIFX | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.53% | -82.90% | +28.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -12.12% | +4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -22.93% | +7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -35.56% | +14.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.43% | -35.56% | +0.13% |
Current DrawdownCurrent decline from peak | -3.23% | -4.28% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -18.15% | -24.60% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.28% | -0.33% |
Volatility
TRIFX vs. ^NDX - Volatility Comparison
The current volatility for Catalyst/SMH Total Return Income Fund (TRIFX) is 2.36%, while NASDAQ 100 Index (^NDX) has a volatility of 9.08%. This indicates that TRIFX experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIFX | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 9.08% | -6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 14.56% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 18.03% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 22.89% | -12.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 22.65% | -10.96% |
Frequently Asked Questions
TRIFX and ^NDX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^NDX has higher volatility (9.08%) compared to TRIFX (2.36%). In terms of maximum drawdown, TRIFX dropped -54.53% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (1.91 vs 1.19), 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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