CPEAX vs. ADX
Compare and contrast key facts about Catalyst Dynamic Alpha Fund (CPEAX) and Adams Diversified Equity Fund, Inc. (ADX).
CPEAX is managed by Catalyst Mutual Funds. It was launched on Dec 22, 2011. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
CPEAX vs. ADX - Performance Comparison
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CPEAX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | -1.23% | 9.98% | 22.02% | 13.44% | -14.87% | 19.59% | 21.00% | 11.14% | -4.35% | 26.91% |
ADX Adams Diversified Equity Fund, Inc. | -2.00% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, CPEAX achieves a -1.23% return, which is significantly higher than ADX's -2.00% return. Over the past 10 years, CPEAX has underperformed ADX with an annualized return of 10.94%, while ADX has yielded a comparatively higher 16.68% annualized return.
CPEAX
- 1D
- 4.79%
- 1M
- -5.91%
- YTD
- -1.23%
- 6M
- -3.49%
- 1Y
- 20.05%
- 3Y*
- 13.98%
- 5Y*
- 8.54%
- 10Y*
- 10.94%
ADX
- 1D
- 2.33%
- 1M
- -3.70%
- YTD
- -2.00%
- 6M
- 3.99%
- 1Y
- 27.40%
- 3Y*
- 24.77%
- 5Y*
- 15.18%
- 10Y*
- 16.68%
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CPEAX vs. ADX - Expense Ratio Comparison
CPEAX has a 1.38% expense ratio, which is higher than ADX's 0.59% expense ratio.
Return for Risk
CPEAX vs. ADX — Risk / Return Rank
CPEAX
ADX
CPEAX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Dynamic Alpha Fund (CPEAX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| CPEAX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.47 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.18 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.31 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.56 | -0.98 |
Martin ratioReturn relative to average drawdown | 5.74 | 11.81 | -6.07 |
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
| CPEAX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.47 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.89 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.93 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.09 | +0.57 |
Correlation
The correlation between CPEAX and ADX 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
CPEAX vs. ADX - Dividend Comparison
CPEAX's dividend yield for the trailing twelve months is around 15.94%, more than ADX's 8.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | 15.94% | 15.75% | 9.57% | 0.00% | 1.21% | 30.88% | 0.00% | 0.12% | 19.37% | 2.32% | 0.00% | 1.36% |
ADX Adams Diversified Equity Fund, Inc. | 8.26% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
CPEAX vs. ADX - Drawdown Comparison
The maximum CPEAX drawdown since its inception was -34.39%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for CPEAX and ADX.
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Drawdown Indicators
| CPEAX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -71.60% | +37.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -11.12% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -25.07% | -1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -37.17% | +2.78% |
Current DrawdownCurrent decline from peak | -8.42% | -4.36% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -23.22% | +17.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.41% | +1.44% |
Volatility
CPEAX vs. ADX - Volatility Comparison
Catalyst Dynamic Alpha Fund (CPEAX) has a higher volatility of 10.01% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.64%. This indicates that CPEAX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPEAX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 6.64% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 10.77% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 18.76% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 17.23% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 17.96% | +2.39% |