Factor analytic studies of Rotter's I-E Scale suggest that locus of control is multidimensional, though little has been done to advance theory by making specialized predictions based on the separate dimensions. Lefcourt noted a paradox in the observation that externals are statistically higher in anxiety and other psychopathological indicators, given their perceived inability to change their negative circumstances. It was hypothesized that this paradox could be resolved by examining the relationships of the locus of control factors to measures of psychological adjustment. More particularly, it was predicted that Belief in a Difficult World--a factor identified by Collins-- would bear a significant relationship to the adjustment measures since this factor appeared to reflect a sense of alienation of fatalism. Collins' Difficult World factor and other factors were clearly identified in the present study. Adjustment measures included anxiety, depression, anomia, and self-esteem. As predicted, Belief in a Difficult World was substantially correlated with these measures, as was total score, whereas correlations of the other factors ranged from near zero to moderate in magnitude.