CAXAX vs. ACWI
Compare and contrast key facts about Catalyst/MAP Global Equity Fund (CAXAX) and iShares MSCI ACWI ETF (ACWI).
CAXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Performance
CAXAX vs. ACWI - Performance Comparison
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CAXAX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 2.89% | 22.46% | 7.62% | 10.71% | -11.04% | 16.54% | 5.48% | 18.84% | -3.19% | 17.11% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, CAXAX achieves a 2.89% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, CAXAX has underperformed ACWI with an annualized return of 9.07%, while ACWI has yielded a comparatively higher 11.58% annualized return.
CAXAX
- 1D
- -0.05%
- 1M
- -8.12%
- YTD
- 2.89%
- 6M
- 5.51%
- 1Y
- 21.04%
- 3Y*
- 12.01%
- 5Y*
- 7.67%
- 10Y*
- 9.07%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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CAXAX vs. ACWI - Expense Ratio Comparison
CAXAX has a 1.21% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
CAXAX vs. ACWI — Risk / Return Rank
CAXAX
ACWI
CAXAX vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Equity Fund (CAXAX) and iShares MSCI ACWI ETF (ACWI). 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.
| CAXAX | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.20 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.77 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.79 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.34 | 8.26 | +1.08 |
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
| CAXAX | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.20 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.59 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.39 | +0.26 |
Correlation
The correlation between CAXAX and ACWI is 0.87, 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
CAXAX vs. ACWI - Dividend Comparison
CAXAX's dividend yield for the trailing twelve months is around 6.35%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 6.35% | 6.53% | 8.29% | 2.38% | 0.00% | 1.75% | 1.78% | 4.67% | 9.90% | 2.88% | 1.57% | 1.18% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
CAXAX vs. ACWI - Drawdown Comparison
The maximum CAXAX drawdown since its inception was -32.50%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for CAXAX and ACWI.
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Drawdown Indicators
| CAXAX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -56.00% | +23.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -11.76% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -26.42% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -33.53% | +1.03% |
Current DrawdownCurrent decline from peak | -8.12% | -6.92% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -8.69% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.54% | -0.36% |
Volatility
CAXAX vs. ACWI - Volatility Comparison
The current volatility for Catalyst/MAP Global Equity Fund (CAXAX) is 4.03%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that CAXAX experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAXAX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 6.38% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 10.05% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 17.48% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 15.97% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 17.08% | -3.25% |