CAXAX vs. SCHD

Last updated Jun 23, 2026

CAXAX (Catalyst/MAP Global Equity Fund) and SCHD (Schwab U.S. Dividend Equity ETF) are both funds - CAXAX is a Global Equities fund managed by Catalyst Mutual Funds, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, CAXAX returned 9.79%/yr vs 12.68%/yr for SCHD. A 0.77 correlation means they provide meaningful diversification when combined. CAXAX charges 1.21%/yr vs 0.06%/yr for SCHD.

Performance

CAXAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/MAP Global Equity Fund (CAXAX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAXAX achieves a 10.54% return, which is significantly lower than SCHD's 17.24% return. Over the past 10 years, CAXAX has underperformed SCHD with an annualized return of 9.79%, while SCHD has yielded a comparatively higher 12.68% annualized return.

CAXAX

• 1D: 0.33%
• 1M: 1.37%
• YTD: 10.54%
• 6M: 10.37%
• 1Y: 21.90%
• 3Y*: 14.65%
• 5Y*: 8.92%
• 10Y*: 9.79%

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

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

CAXAX vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAXAX Catalyst/MAP Global Equity Fund	10.54%	22.46%	7.62%	10.71%	-11.04%	16.54%	5.48%	18.84%	-3.19%	17.11%
SCHD Schwab U.S. Dividend Equity ETF	17.24%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between CAXAX and SCHD is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.77

The correlation between CAXAX and SCHD shifts across timeframes, from 0.59 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CAXAX vs. SCHD — Risk / Return Rank

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

CAXAX

CAXAX Risk / Return Rank: 52
CAXAX Sharpe Ratio Rank: 60
CAXAX Sortino Ratio Rank: 57
CAXAX Omega Ratio Rank: 54
CAXAX Calmar Ratio Rank: 47
CAXAX Martin Ratio Rank: 43

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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.

CAXAX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Equity Fund (CAXAX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

	CAXAX	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.09	2.18	-0.09
Sortino ratio: Return per unit of downside risk	2.92	3.34	-0.41
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	2.52	5.24	-2.72
Martin ratio: Return relative to average drawdown	8.62	12.71	-4.09

CAXAX vs. SCHD - Sharpe Ratio Comparison

The current CAXAX Sharpe Ratio is 2.09, which is comparable to the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CAXAX and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CAXAX vs. SCHD - Drawdown Comparison

The maximum CAXAX drawdown since its inception was -32.50%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CAXAX and SCHD.

Drawdown Indicators

	CAXAX	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-32.50%	-33.37%	+0.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-4.61%	-3.83%
Max Drawdown (3Y) Largest decline over 3 years	-10.76%	-16.13%	+5.37%
Max Drawdown (5Y) Largest decline over 5 years	-22.76%	-16.85%	-5.91%
Max Drawdown (10Y) Largest decline over 10 years	-32.50%	-33.37%	+0.87%
Current Drawdown Current decline from peak	-1.29%	-2.86%	+1.57%
Average Drawdown Average peak-to-trough decline	-3.80%	-3.31%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	1.90%	+0.56%

Volatility

CAXAX vs. SCHD - Volatility Comparison

Catalyst/MAP Global Equity Fund (CAXAX) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.49% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAXAX	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	3.58%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	8.21%	7.74%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	11.09%	-0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.34%	14.36%	-2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.84%	16.73%	-2.89%

CAXAX vs. SCHD - Expense Ratio Comparison

CAXAX has a 1.21% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

CAXAX vs. SCHD - Dividend Comparison

CAXAX's dividend yield for the trailing twelve months is around 5.91%, more than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAXAX Catalyst/MAP Global Equity Fund	5.91%	6.53%	8.29%	2.38%	0.00%	1.75%	1.78%	4.67%	9.90%	2.88%	1.57%	1.18%
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both CAXAX and SCHD in my portfolio?

CAXAX and SCHD have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAXAX or SCHD?

SCHD has higher volatility (3.58%) compared to CAXAX (3.49%). In terms of maximum drawdown, CAXAX dropped -32.50% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.18 vs 2.09), 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.