CMMVX vs. CMNVX
Compare and contrast key facts about Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) and Catholic Responsible Investments Magnus 45/55 Fund (CMNVX).
CMMVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. CMNVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021.
Performance
CMMVX vs. CMNVX - Performance Comparison
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CMMVX vs. CMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | -1.73% | 13.09% | 12.44% | 16.24% | -15.57% | 2.78% |
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | -1.30% | 11.29% | 9.60% | 13.32% | -13.99% | 1.88% |
Returns By Period
In the year-to-date period, CMMVX achieves a -1.73% return, which is significantly lower than CMNVX's -1.30% return.
CMMVX
- 1D
- 1.80%
- 1M
- -3.90%
- YTD
- -1.73%
- 6M
- -0.37%
- 1Y
- 11.97%
- 3Y*
- 11.16%
- 5Y*
- —
- 10Y*
- —
CMNVX
- 1D
- 1.33%
- 1M
- -3.27%
- YTD
- -1.30%
- 6M
- -0.09%
- 1Y
- 9.74%
- 3Y*
- 9.20%
- 5Y*
- —
- 10Y*
- —
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CMMVX vs. CMNVX - Expense Ratio Comparison
Both CMMVX and CMNVX have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
CMMVX vs. CMNVX — Risk / Return Rank
CMMVX
CMNVX
CMMVX vs. CMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) and Catholic Responsible Investments Magnus 45/55 Fund (CMNVX). 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.
| CMMVX | CMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.25 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.81 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.73 | -0.18 |
Martin ratioReturn relative to average drawdown | 7.16 | 7.40 | -0.24 |
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
| CMMVX | CMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.25 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between CMMVX and CMNVX is 0.98, 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
CMMVX vs. CMNVX - Dividend Comparison
CMMVX's dividend yield for the trailing twelve months is around 3.75%, less than CMNVX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | 3.75% | 3.68% | 3.00% | 2.31% | 1.76% | 0.08% |
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 4.76% | 4.70% | 2.92% | 2.51% | 1.57% | 0.08% |
Drawdowns
CMMVX vs. CMNVX - Drawdown Comparison
The maximum CMMVX drawdown since its inception was -20.58%, which is greater than CMNVX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for CMMVX and CMNVX.
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Drawdown Indicators
| CMMVX | CMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -18.25% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -5.89% | -2.17% |
Current DrawdownCurrent decline from peak | -4.63% | -3.79% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.15% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.38% | +0.37% |
Volatility
CMMVX vs. CMNVX - Volatility Comparison
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) has a higher volatility of 3.85% compared to Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) at 3.08%. This indicates that CMMVX's price experiences larger fluctuations and is considered to be riskier than CMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMMVX | CMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 3.08% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.18% | 4.86% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 8.19% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 8.29% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.75% | 8.29% | +2.46% |