CAXAX vs. VOO
Compare and contrast key facts about Catalyst/MAP Global Equity Fund (CAXAX) and Vanguard S&P 500 ETF (VOO).
CAXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
CAXAX vs. VOO - Performance Comparison
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CAXAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CAXAX achieves a 2.89% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, CAXAX has underperformed VOO with an annualized return of 9.07%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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CAXAX vs. VOO - Expense Ratio Comparison
CAXAX has a 1.21% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CAXAX vs. VOO — Risk / Return Rank
CAXAX
VOO
CAXAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Equity Fund (CAXAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.98 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.50 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.53 | +0.66 |
Martin ratioReturn relative to average drawdown | 9.34 | 7.29 | +2.05 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.98 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.70 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.83 | -0.18 |
Correlation
The correlation between CAXAX and VOO is 0.82, 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. VOO - Dividend Comparison
CAXAX's dividend yield for the trailing twelve months is around 6.35%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CAXAX vs. VOO - Drawdown Comparison
The maximum CAXAX drawdown since its inception was -32.50%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CAXAX and VOO.
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Drawdown Indicators
| CAXAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -33.99% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -11.98% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -24.52% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -33.99% | +1.49% |
Current DrawdownCurrent decline from peak | -8.12% | -6.29% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -3.72% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.52% | -0.34% |
Volatility
CAXAX vs. VOO - Volatility Comparison
The current volatility for Catalyst/MAP Global Equity Fund (CAXAX) is 4.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that CAXAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAXAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.29% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 9.44% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 18.10% | -5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 16.82% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 17.99% | -4.16% |