TRIFX vs. USD
TRIFX (Catalyst/SMH Total Return Income Fund) and USD (ProShares Ultra Semiconductors) are both funds - TRIFX is a Diversified Portfolio fund managed by Catalyst Mutual Funds, while USD is a Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, TRIFX returned 8.82%/yr vs 61.02%/yr for USD. A 0.54 correlation means they provide meaningful diversification when combined. TRIFX charges 1.58%/yr vs 0.95%/yr for USD.
Performance
TRIFX vs. USD - 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 USD's 84.65% return. Over the past 10 years, TRIFX has underperformed USD with an annualized return of 8.82%, while USD has yielded a comparatively higher 61.02% 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%
USD
- 1D
- -12.35%
- 1M
- 1.73%
- YTD
- 84.65%
- 6M
- 79.76%
- 1Y
- 206.76%
- 3Y*
- 114.28%
- 5Y*
- 63.13%
- 10Y*
- 61.02%
TRIFX vs. USD - 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% |
USD ProShares Ultra Semiconductors | 84.65% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between TRIFX and USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 21, 2008 | 0.54 |
The correlation between TRIFX and USD shifts across timeframes, from 0.35 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRIFX vs. USD — Risk / Return Rank
TRIFX
USD
TRIFX vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/SMH Total Return Income Fund (TRIFX) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 6.54 | -4.63 |
| Martin ratioReturn relative to average drawdown | 4.76 | 18.16 | -13.40 |
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Drawdowns
TRIFX vs. USD - Drawdown Comparison
The maximum TRIFX drawdown since its inception was -54.53%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for TRIFX and USD.
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Drawdown Indicators
| TRIFX | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.53% | -88.63% | +34.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -31.80% | +24.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -64.46% | +48.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -77.85% | +57.09% |
Max Drawdown (10Y)Largest decline over 10 years | -35.43% | -77.85% | +42.42% |
Current DrawdownCurrent decline from peak | -3.23% | -14.69% | +11.46% |
Average DrawdownAverage peak-to-trough decline | -18.15% | -32.29% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 11.44% | -8.49% |
Volatility
TRIFX vs. USD - Volatility Comparison
The current volatility for Catalyst/SMH Total Return Income Fund (TRIFX) is 2.36%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.07%. This indicates that TRIFX experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIFX | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 34.07% | -31.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 54.13% | -45.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 67.96% | -56.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.74% | 77.73% | -66.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 69.83% | -58.14% |
TRIFX vs. USD - Expense Ratio Comparison
TRIFX has a 1.58% expense ratio, which is higher than USD's 0.95% expense ratio.
Dividends
TRIFX vs. USD - Dividend Comparison
TRIFX's dividend yield for the trailing twelve months is around 6.04%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIFX Catalyst/SMH Total Return Income Fund | 6.04% | 4.90% | 7.36% | 5.42% | 4.84% | 5.15% | 5.44% | 5.36% | 7.10% | 6.47% | 6.14% | 10.01% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
TRIFX and USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.07%) compared to TRIFX (2.36%). In terms of maximum drawdown, TRIFX dropped -54.53% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (3.06 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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