TRXAX vs. GLD
Compare and contrast key facts about Catalyst/MAP Global Balanced Fund (TRXAX) and SPDR Gold Shares (GLD).
TRXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. GLD is a passively managed fund by State Street that tracks the performance of the LBMA Gold Price PM. It was launched on Nov 18, 2004.
Performance
TRXAX vs. GLD - Performance Comparison
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TRXAX vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRXAX Catalyst/MAP Global Balanced Fund | 2.23% | 16.16% | 4.67% | 5.23% | -7.44% | 9.65% | 3.62% | 11.51% | -3.30% | 11.12% |
GLD SPDR Gold Shares | 8.57% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Returns By Period
In the year-to-date period, TRXAX achieves a 2.23% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, TRXAX has underperformed GLD with an annualized return of 5.41%, while GLD has yielded a comparatively higher 13.92% annualized return.
TRXAX
- 1D
- 0.03%
- 1M
- -5.20%
- YTD
- 2.23%
- 6M
- 4.39%
- 1Y
- 14.48%
- 3Y*
- 7.99%
- 5Y*
- 4.90%
- 10Y*
- 5.41%
GLD
- 1D
- 3.79%
- 1M
- -11.05%
- YTD
- 8.57%
- 6M
- 21.05%
- 1Y
- 49.33%
- 3Y*
- 32.92%
- 5Y*
- 21.58%
- 10Y*
- 13.92%
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TRXAX vs. GLD - Expense Ratio Comparison
TRXAX has a 1.22% expense ratio, which is higher than GLD's 0.40% expense ratio.
Return for Risk
TRXAX vs. GLD — Risk / Return Rank
TRXAX
GLD
TRXAX vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Balanced Fund (TRXAX) and SPDR Gold Shares (GLD). 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.
| TRXAX | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.79 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.68 | 2.21 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.68 | -0.13 |
Martin ratioReturn relative to average drawdown | 10.37 | 9.90 | +0.47 |
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
| TRXAX | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.79 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.22 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.88 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.62 | +0.05 |
Correlation
The correlation between TRXAX and GLD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TRXAX vs. GLD - Dividend Comparison
TRXAX's dividend yield for the trailing twelve months is around 2.28%, while GLD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRXAX Catalyst/MAP Global Balanced Fund | 2.28% | 2.45% | 4.93% | 5.12% | 0.83% | 6.76% | 1.91% | 2.66% | 8.34% | 3.46% | 3.55% | 1.59% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRXAX vs. GLD - Drawdown Comparison
The maximum TRXAX drawdown since its inception was -20.50%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TRXAX and GLD.
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Drawdown Indicators
| TRXAX | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -45.56% | +25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.60% | -19.21% | +13.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.03% | -21.03% | +5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | -22.00% | +1.50% |
Current DrawdownCurrent decline from peak | -5.20% | -13.23% | +8.03% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -16.17% | +13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 5.20% | -3.82% |
Volatility
TRXAX vs. GLD - Volatility Comparison
The current volatility for Catalyst/MAP Global Balanced Fund (TRXAX) is 2.51%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that TRXAX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRXAX | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 11.06% | -8.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 24.30% | -19.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 27.80% | -20.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.88% | 17.74% | -9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.26% | 15.87% | -7.61% |