CAXAX vs. SCHD
Compare and contrast key facts about Catalyst/MAP Global Equity Fund (CAXAX) and Schwab U.S. Dividend Equity ETF (SCHD).
CAXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
CAXAX vs. SCHD - Performance Comparison
Loading graphics...
CAXAX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 4.65% | 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 | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, CAXAX achieves a 4.65% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, CAXAX has underperformed SCHD with an annualized return of 9.25%, while SCHD has yielded a comparatively higher 12.25% annualized return.
CAXAX
- 1D
- 1.71%
- 1M
- -6.12%
- YTD
- 4.65%
- 6M
- 7.04%
- 1Y
- 22.90%
- 3Y*
- 12.64%
- 5Y*
- 7.79%
- 10Y*
- 9.25%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CAXAX vs. SCHD - Expense Ratio Comparison
CAXAX has a 1.21% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
CAXAX vs. SCHD — Risk / Return Rank
CAXAX
SCHD
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.
| CAXAX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.88 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.32 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.05 | +1.46 |
Martin ratioReturn relative to average drawdown | 10.49 | 3.55 | +6.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CAXAX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 0.88 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.74 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.84 | -0.18 |
Correlation
The correlation between CAXAX and SCHD is 0.78, 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. SCHD - Dividend Comparison
CAXAX's dividend yield for the trailing twelve months is around 6.24%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 6.24% | 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 | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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.
Loading graphics...
Drawdown Indicators
| CAXAX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -33.37% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -12.74% | +3.48% |
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 DrawdownCurrent decline from peak | -6.55% | -3.43% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -3.34% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.75% | -1.53% |
Volatility
CAXAX vs. SCHD - Volatility Comparison
Catalyst/MAP Global Equity Fund (CAXAX) has a higher volatility of 4.54% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that CAXAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CAXAX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 2.33% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 7.96% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 15.69% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.33% | 14.40% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.84% | 16.70% | -2.86% |