CMMVX vs. QDTE

Last updated Apr 2, 2026

Compare and contrast key facts about Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE).

CMMVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. QDTE is an actively managed fund by Roundhill. It was launched on Mar 6, 2024.

Performance

CMMVX vs. QDTE - 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 Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

CMMVX vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund	-1.73%	13.09%	7.77%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	-3.92%	19.32%	16.07%

Returns By Period

In the year-to-date period, CMMVX achieves a -1.73% return, which is significantly higher than QDTE's -3.92% return.

CMMVX

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

QDTE

• 1D: 1.50%
• 1M: -4.27%
• YTD: -3.92%
• 6M: 0.35%
• 1Y: 21.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMMVX vs. QDTE - Expense Ratio Comparison

CMMVX has a 0.15% expense ratio, which is lower than QDTE's 0.95% expense ratio.

QDTE

Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF

CMMVX

Catholic Responsible Investments Magnus 60/40 Beta Plus Fund

Return for Risk

CMMVX vs. QDTE — Risk / Return Rank

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

CMMVX

CMMVX Risk / Return Rank: 55
CMMVX Sharpe Ratio Rank: 52
CMMVX Sortino Ratio Rank: 54
CMMVX Omega Ratio Rank: 54
CMMVX Calmar Ratio Rank: 52
CMMVX Martin Ratio Rank: 63

QDTE

QDTE Risk / Return Rank: 58
QDTE Sharpe Ratio Rank: 60
QDTE Sortino Ratio Rank: 54
QDTE Omega Ratio Rank: 56
QDTE Calmar Ratio Rank: 59
QDTE Martin Ratio Rank: 59

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. QDTE - 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 Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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	QDTE	Difference
Sharpe ratio Return per unit of total volatility	1.12	1.09	+0.03
Sortino ratio Return per unit of downside risk	1.65	1.46	+0.19
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.02
Calmar ratio Return relative to maximum drawdown	1.55	1.56	-0.01
Martin ratio Return relative to average drawdown	7.16	5.99	+1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMMVX vs. QDTE - Sharpe Ratio Comparison

The current CMMVX Sharpe Ratio is 1.12, which is comparable to the QDTE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of CMMVX and QDTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CMMVX	QDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.09	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.80	-0.28

Correlation

The correlation between CMMVX and QDTE is 0.85, 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. QDTE - Dividend Comparison

CMMVX's dividend yield for the trailing twelve months is around 3.75%, less than QDTE's 51.17% 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%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	51.17%	49.49%	32.09%	0.00%	0.00%	0.00%

Drawdowns

CMMVX vs. QDTE - Drawdown Comparison

The maximum CMMVX drawdown since its inception was -20.58%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for CMMVX and QDTE.

Drawdown Indicators

	CMMVX	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-20.58%	-22.86%	+2.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.06%	-14.08%	+6.02%
Current Drawdown Current decline from peak	-4.63%	-6.92%	+2.29%
Average Drawdown Average peak-to-trough decline	-5.66%	-3.30%	-2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	3.68%	-1.93%

Volatility

CMMVX vs. QDTE - Volatility Comparison

The current volatility for Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) is 3.85%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 5.86%. This indicates that CMMVX experiences smaller price fluctuations and is considered to be less risky than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMMVX	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	5.86%	-2.01%
Volatility (6M) Calculated over the trailing 6-month period	6.18%	12.11%	-5.93%
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	19.37%	-8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.75%	18.71%	-7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.75%	18.71%	-7.96%