The word "Orthodoxy" has three different semantic meanings.
The first refers sociologically to a body of some three hundred million Christian faithful, primarily of the Byzantine rite or sometimes (when a distinction is made between "Eastern Orthodox" and "Oriental Orthodox"), one of the other Oriental rites. There is an Orthodox Church, and Roman Catholics and Protestants and Rastafarians and Unitarians are ipso facto "not Orthodox".
The second refers to a system of beliefs held as normative by some authority. The Russian word for this is orthodoksia, a loan-word from Greek. In this sense of the term, there is a Marxist orthodoxy, a Neo-Conservative orthodoxy, a Catholic orthodoxy, an Orthodox (pravoslavni) orthodoxy, a Jewish Orthodoxy (which, if you want to be pedantic, you could consider a separate meaning of the word altogether), etc. etc.
The third is right doctrine or right teaching (stemming from the Greek orthos + dokein), or right glory (orthos + doxa). This is the sense in which Catholics say they are orthodox. However, the Russian language uses the same word for this - pravoslavije - as for the first meaning of the term, just as in English the word "catholic" (denoting universality and totality) is the same as the word "Catholic".
I will argue that they are not separate meanings at all. We call ourselves Orthodox because that is what our Liturgy calls us. We pray during the Great Entrance and during the ektenias "for all Orthodox Christians" (sikvas Pravoslavni Khristian' - apologies if my spelling is a bit unstandard), and traditional Melkite and Ukrainian Catholic churches will leave the term "Orthodoxy" capitalized. At Vespers we pray for God to "strengthen the Orthodox Faith". We have prayed like this since the 4th century, and this is why we call ourselves Orthodox. And as we share the same faith as the Church of Rome, she too is Orthodox.
Likewise, the term "Catholic" appears in both the Apostles' and the Nicene Creed. When we say we believe in "One, Holy, Catholic, and Apostolic Church", we are referring to nothing other than the Catholic Church. When St. Ignatios Theophoros said "where the bishop is, there is the Catholic Church", thereby introducing the term into our vocabulary, he was referring to nothing other than the Catholic Church. There is no distinction between "catholic" and "Catholic". Protestants or non-Christians who participate in salvation do so through and only through the Catholic Church, and are ipso facto Catholic insofar as they are saved, whether they are aware of the fact or not. The Catholic Church is not just one expression or manifestation of the catholic Church. She IS the catholic Church. And, therefore, since we are not Feeneyites, it follows that there may be people who are Catholics without realizing the fact. We know who is in the Catholic Church. We do not know who is not.