PortfoliosLab logoPortfoliosLab logo
CMMVX vs. HFRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMMVX vs. HFRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) and Highland Funds I - Highland Opportunities and Income Fund (HFRO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CMMVX vs. HFRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMMVX
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
-1.73%13.09%12.44%16.24%-15.57%2.78%
HFRO
Highland Funds I - Highland Opportunities and Income Fund
-3.03%25.08%-27.17%-16.97%1.71%-0.03%

Returns By Period

In the year-to-date period, CMMVX achieves a -1.73% return, which is significantly higher than HFRO's -3.03% return.


CMMVX

1D
1.80%
1M
-3.90%
YTD
-1.73%
6M
-0.37%
1Y
11.97%
3Y*
11.16%
5Y*
10Y*

HFRO

1D
-0.35%
1M
-8.34%
YTD
-3.03%
6M
-6.64%
1Y
19.01%
3Y*
-5.65%
5Y*
-4.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMMVX vs. HFRO - Expense Ratio Comparison

CMMVX has a 0.15% expense ratio, which is higher than HFRO's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CMMVX vs. HFRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMMVX
CMMVX Risk / Return Rank: 5555
Overall Rank
CMMVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CMMVX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CMMVX Omega Ratio Rank: 5454
Omega Ratio Rank
CMMVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CMMVX Martin Ratio Rank: 6363
Martin Ratio Rank

HFRO
HFRO Risk / Return Rank: 2828
Overall Rank
HFRO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HFRO Sortino Ratio Rank: 2828
Sortino Ratio Rank
HFRO Omega Ratio Rank: 3030
Omega Ratio Rank
HFRO Calmar Ratio Rank: 3131
Calmar Ratio Rank
HFRO Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMMVX vs. HFRO - 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 Highland Funds I - Highland Opportunities and Income Fund (HFRO). 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.


CMMVXHFRODifference

Sharpe ratio

Return per unit of total volatility

1.12

0.80

+0.31

Sortino ratio

Return per unit of downside risk

1.65

1.20

+0.45

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.55

1.18

+0.37

Martin ratio

Return relative to average drawdown

7.16

3.03

+4.13

CMMVX vs. HFRO - Sharpe Ratio Comparison

The current CMMVX Sharpe Ratio is 1.12, which is higher than the HFRO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CMMVX and HFRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CMMVXHFRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.80

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.16

+0.68

Correlation

The correlation between CMMVX and HFRO is 0.34, 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

CMMVX vs. HFRO - Dividend Comparison

CMMVX's dividend yield for the trailing twelve months is around 3.75%, less than HFRO's 8.12% yield.


TTM202520242023202220212020201920182017
CMMVX
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
3.75%3.68%3.00%2.31%1.76%0.08%0.00%0.00%0.00%0.00%
HFRO
Highland Funds I - Highland Opportunities and Income Fund
8.12%7.73%8.90%12.02%8.97%8.41%8.99%7.43%7.22%0.99%

Drawdowns

CMMVX vs. HFRO - Drawdown Comparison

The maximum CMMVX drawdown since its inception was -20.58%, smaller than the maximum HFRO drawdown of -52.79%. Use the drawdown chart below to compare losses from any high point for CMMVX and HFRO.


Loading graphics...

Drawdown Indicators


CMMVXHFRODifference

Max Drawdown

Largest peak-to-trough decline

-20.58%

-52.79%

+32.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

-15.74%

+7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-52.79%

Current Drawdown

Current decline from peak

-4.63%

-34.89%

+30.26%

Average Drawdown

Average peak-to-trough decline

-5.66%

-20.50%

+14.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

6.13%

-4.38%

Volatility

CMMVX vs. HFRO - Volatility Comparison

The current volatility for Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) is 3.85%, while Highland Funds I - Highland Opportunities and Income Fund (HFRO) has a volatility of 7.74%. This indicates that CMMVX experiences smaller price fluctuations and is considered to be less risky than HFRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CMMVXHFRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

7.74%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

15.13%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

23.78%

-12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

23.58%

-12.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.75%

22.53%

-11.78%