CLM vs. CRF
CLM (Cornerstone Strategic Investment Fund, Inc.) and CRF (Cornerstone Total Return Fund, Inc.) are both mutual funds - CLM is a Global Equities fund actively managed by Cornerstone, while CRF is a Large Cap Blend Equities fund actively managed by Cornerstone. Both are actively managed. Over the past 10 years, CLM returned 10.88%/yr vs 10.88%/yr for CRF. Their 0.62 correlation means they have sometimes moved together and sometimes differently. CLM charges 1.10%/yr vs 1.13%/yr for CRF.
Performance
CLM vs. CRF - Performance Comparison
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Returns By Period
In the year-to-date period, CLM achieves a -0.66% return, which is significantly lower than CRF's -0.35% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CLM at 10.88% and CRF at 10.88%.
CLM
- 1D
- 1.64%
- 1M
- 0.95%
- 6M
- -1.37%
- YTD
- -0.66%
- 1Y
- 11.38%
- 3Y*
- 14.14%
- 5Y*
- 9.56%
- 10Y*
- 10.88%
- ALL TIME*
- 7.65%
CRF
- 1D
- 1.42%
- 1M
- 1.65%
- 6M
- -0.80%
- YTD
- -0.35%
- 1Y
- 11.13%
- 3Y*
- 13.21%
- 5Y*
- 9.10%
- 10Y*
- 10.88%
- ALL TIME*
- 5.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.53M | $12.84M | $12.41M | |
| $6.46M | $7.87M | $8.14M |
CLM vs. CRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Investment Fund, Inc. | -0.66% | 18.61% | 41.49% | 17.50% | -36.72% | 41.42% | 29.43% | 23.60% | -11.94% | 22.11% |
CRF Cornerstone Total Return Fund, Inc. | -0.35% | 12.46% | 44.39% | 19.49% | -36.70% | 39.73% | 28.13% | 21.74% | -11.74% | 21.35% |
Correlation
The correlation between CLM and CRF is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2002 | 0.62 |
Over the past year, CLM and CRF have become more correlated (0.87) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
CLM vs. CRF — Risk / Return Rank
CLM
CRF
CLM vs. CRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cornerstone Strategic Investment Fund, Inc. (CLM) and Cornerstone Total Return Fund, Inc. (CRF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLM | CRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.69 | +0.03 |
| Martin ratioReturn relative to average drawdown | 2.32 | 2.21 | +0.10 |
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Drawdowns
CLM vs. CRF - Drawdown Comparison
The maximum CLM drawdown since its inception was -77.02%, roughly equal to the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for CLM and CRF.
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Drawdown Indicators
| CLM | CRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.02% | -80.70% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -14.88% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -29.66% | +4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -43.45% | -43.12% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | -45.90% | +0.92% |
Current DrawdownCurrent decline from peak | -2.41% | -2.18% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -24.66% | -22.24% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 4.66% | -0.09% |
Volatility
CLM vs. CRF - Volatility Comparison
Cornerstone Strategic Investment Fund, Inc. (CLM) has a higher volatility of 5.60% compared to Cornerstone Total Return Fund, Inc. (CRF) at 3.38%. This indicates that CLM's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLM | CRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.38% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 13.90% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 15.34% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 25.08% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 25.87% | -0.87% |
CLM vs. CRF - Expense Ratio Comparison
CLM has a 1.10% expense ratio, which is lower than CRF's 1.13% expense ratio.
Dividends
CLM vs. CRF - Dividend Comparison
CLM's dividend yield for the trailing twelve months is around 19.66%, which matches CRF's 19.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Investment Fund, Inc. | 19.66% | 17.48% | 15.17% | 20.50% | 29.44% | 13.45% | 18.96% | 21.98% | 25.38% | 18.04% | 22.44% | 28.20% |
CRF Cornerstone Total Return Fund, Inc. | 19.71% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
Frequently Asked Questions
CLM and CRF have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLM has higher volatility (5.60%) compared to CRF (3.38%). In terms of maximum drawdown, CLM dropped -77.02% vs CRF's -80.70%.
CRF currently has the higher Sharpe Ratio (0.67 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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