TRIFX vs. SPY
Compare and contrast key facts about Catalyst/SMH Total Return Income Fund (TRIFX) and State Street SPDR S&P 500 ETF (SPY).
TRIFX is managed by Catalyst Mutual Funds. It was launched on May 20, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TRIFX vs. SPY - Performance Comparison
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TRIFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRIFX Catalyst/SMH Total Return Income Fund | -1.29% | 5.53% | 10.63% | 14.49% | -12.48% | 24.45% | 5.12% | 19.43% | -7.19% | 12.65% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TRIFX achieves a -1.29% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, TRIFX has underperformed SPY with an annualized return of 9.16%, while SPY has yielded a comparatively higher 14.06% annualized return.
TRIFX
- 1D
- 1.74%
- 1M
- -1.51%
- YTD
- -1.29%
- 6M
- -3.98%
- 1Y
- 7.37%
- 3Y*
- 9.15%
- 5Y*
- 4.73%
- 10Y*
- 9.16%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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TRIFX vs. SPY - Expense Ratio Comparison
TRIFX has a 1.58% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TRIFX vs. SPY — Risk / Return Rank
TRIFX
SPY
TRIFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH Total Return Income Fund (TRIFX) and State Street SPDR S&P 500 ETF (SPY). 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.
| TRIFX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.96 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.49 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.53 | -0.81 |
Martin ratioReturn relative to average drawdown | 2.03 | 7.27 | -5.24 |
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
| TRIFX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.96 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.70 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.79 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.56 | -0.43 |
Correlation
The correlation between TRIFX and SPY is 0.72, 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
TRIFX vs. SPY - Dividend Comparison
TRIFX's dividend yield for the trailing twelve months is around 5.91%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIFX Catalyst/SMH Total Return Income Fund | 5.91% | 4.90% | 7.36% | 5.42% | 4.84% | 5.15% | 5.44% | 5.36% | 7.10% | 6.47% | 6.14% | 10.01% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TRIFX vs. SPY - Drawdown Comparison
The maximum TRIFX drawdown since its inception was -54.53%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TRIFX and SPY.
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Drawdown Indicators
| TRIFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.53% | -55.19% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -12.05% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -24.50% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.43% | -33.72% | -1.71% |
Current DrawdownCurrent decline from peak | -5.61% | -5.53% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -9.09% | -9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.54% | +1.21% |
Volatility
TRIFX vs. SPY - Volatility Comparison
The current volatility for Catalyst/SMH Total Return Income Fund (TRIFX) is 3.76%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that TRIFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 5.35% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 9.50% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 19.06% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.67% | 17.06% | -6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.71% | 17.92% | -6.21% |