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TRIFX vs. MLXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIFX vs. MLXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/SMH Total Return Income Fund (TRIFX) and Catalyst Energy Infrastructure Fund (MLXIX). The values are adjusted to include any dividend payments, if applicable.

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TRIFX vs. MLXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIFX
Catalyst/SMH Total Return Income Fund
-2.98%5.53%10.63%14.49%-12.48%24.45%5.12%19.43%-7.19%12.65%
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%

Returns By Period

In the year-to-date period, TRIFX achieves a -2.98% return, which is significantly lower than MLXIX's 35.24% return. Over the past 10 years, TRIFX has underperformed MLXIX with an annualized return of 8.97%, while MLXIX has yielded a comparatively higher 15.06% annualized return.


TRIFX

1D
-0.05%
1M
-2.37%
YTD
-2.98%
6M
-5.43%
1Y
6.22%
3Y*
8.52%
5Y*
4.54%
10Y*
8.97%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIFX vs. MLXIX - Expense Ratio Comparison

TRIFX has a 1.58% expense ratio, which is higher than MLXIX's 1.43% expense ratio.


Return for Risk

TRIFX vs. MLXIX — Risk / Return Rank

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

TRIFX
TRIFX Risk / Return Rank: 1414
Overall Rank
TRIFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TRIFX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TRIFX Omega Ratio Rank: 1313
Omega Ratio Rank
TRIFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRIFX Martin Ratio Rank: 1414
Martin Ratio Rank

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
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.

TRIFX vs. MLXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH Total Return Income Fund (TRIFX) and Catalyst Energy Infrastructure Fund (MLXIX). 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.


TRIFXMLXIXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.91

-0.51

Sortino ratio

Return per unit of downside risk

0.62

1.26

-0.64

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.10

Calmar ratio

Return relative to maximum drawdown

0.45

1.19

-0.75

Martin ratio

Return relative to average drawdown

1.27

2.36

-1.10

TRIFX vs. MLXIX - Sharpe Ratio Comparison

The current TRIFX Sharpe Ratio is 0.40, which is lower than the MLXIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TRIFX and MLXIX, 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


TRIFXMLXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.91

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.15

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.53

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.22

-0.10

Correlation

The correlation between TRIFX and MLXIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TRIFX vs. MLXIX - Dividend Comparison

TRIFX's dividend yield for the trailing twelve months is around 6.02%, less than MLXIX's 6.52% yield.


TTM20252024202320222021202020192018201720162015
TRIFX
Catalyst/SMH Total Return Income Fund
6.02%4.90%7.36%5.42%4.84%5.15%5.44%5.36%7.10%6.47%6.14%10.01%
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%

Drawdowns

TRIFX vs. MLXIX - Drawdown Comparison

The maximum TRIFX drawdown since its inception was -54.53%, smaller than the maximum MLXIX drawdown of -76.78%. Use the drawdown chart below to compare losses from any high point for TRIFX and MLXIX.


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Drawdown Indicators


TRIFXMLXIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-76.78%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-16.50%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-22.14%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

-72.63%

+37.20%

Current Drawdown

Current decline from peak

-7.22%

-1.51%

-5.71%

Average Drawdown

Average peak-to-trough decline

-18.36%

-23.47%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

8.33%

-4.60%

Volatility

TRIFX vs. MLXIX - Volatility Comparison

The current volatility for Catalyst/SMH Total Return Income Fund (TRIFX) is 3.40%, while Catalyst Energy Infrastructure Fund (MLXIX) has a volatility of 6.04%. This indicates that TRIFX experiences smaller price fluctuations and is considered to be less risky than MLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIFXMLXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

6.04%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

13.30%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

23.26%

-8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.64%

22.13%

-11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.70%

28.33%

-16.63%