CAXAX vs. VMNVX
Compare and contrast key facts about Catalyst/MAP Global Equity Fund (CAXAX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
CAXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
CAXAX vs. VMNVX - Performance Comparison
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CAXAX vs. VMNVX - 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% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with CAXAX at 2.89% and VMNVX at 2.89%. Over the past 10 years, CAXAX has outperformed VMNVX with an annualized return of 9.07%, while VMNVX has yielded a comparatively lower 8.38% 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%
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
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CAXAX vs. VMNVX - Expense Ratio Comparison
CAXAX has a 1.21% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
CAXAX vs. VMNVX — Risk / Return Rank
CAXAX
VMNVX
CAXAX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Equity Fund (CAXAX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.94 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.35 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.30 | +0.90 |
Martin ratioReturn relative to average drawdown | 9.34 | 6.22 | +3.12 |
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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.94 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.90 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.70 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.76 | -0.12 |
Correlation
The correlation between CAXAX and VMNVX is 0.80, 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. VMNVX - Dividend Comparison
CAXAX's dividend yield for the trailing twelve months is around 6.35%, less than VMNVX's 9.78% 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% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
CAXAX vs. VMNVX - Drawdown Comparison
The maximum CAXAX drawdown since its inception was -32.50%, roughly equal to the maximum VMNVX drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for CAXAX and VMNVX.
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Drawdown Indicators
| CAXAX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -33.11% | +0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -7.93% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -12.93% | -9.83% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -33.11% | +0.61% |
Current DrawdownCurrent decline from peak | -8.12% | -4.95% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -2.82% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.66% | +0.52% |
Volatility
CAXAX vs. VMNVX - Volatility Comparison
Catalyst/MAP Global Equity Fund (CAXAX) has a higher volatility of 4.03% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that CAXAX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAXAX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.93% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 5.02% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 10.09% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 9.53% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 11.96% | +1.87% |