CMNVX vs. DMA
CMNVX (Catholic Responsible Investments Magnus 45/55 Fund) and DMA (Dimensional Managed Account Fund) are both Diversified Portfolio funds. Over the past 3 years, CMNVX returned 10.90%/yr vs 21.80%/yr for DMA. At a 0.30 correlation, their price movements are largely independent. CMNVX charges 0.15%/yr vs 0.03%/yr for DMA.
Performance
CMNVX vs. DMA - Performance Comparison
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Returns By Period
In the year-to-date period, CMNVX achieves a 5.10% return, which is significantly higher than DMA's -11.18% return.
CMNVX
- 1D
- 0.27%
- 1M
- -0.18%
- YTD
- 5.10%
- 6M
- 4.61%
- 1Y
- 11.79%
- 3Y*
- 10.90%
- 5Y*
- —
- 10Y*
- —
DMA
- 1D
- 0.48%
- 1M
- 5.31%
- YTD
- -11.18%
- 6M
- -11.97%
- 1Y
- -2.22%
- 3Y*
- 21.80%
- 5Y*
- —
- 10Y*
- —
CMNVX vs. DMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 5.10% | 11.29% | 9.60% | 13.32% | -13.30% |
DMA Dimensional Managed Account Fund | -11.18% | 16.89% | 41.06% | -3.81% | -37.55% |
Correlation
The correlation between CMNVX and DMA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.30 |
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Return for Risk
CMNVX vs. DMA — Risk / Return Rank
CMNVX
DMA
CMNVX vs. DMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) and Dimensional Managed Account Fund (DMA). 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.
| CMNVX | DMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | -0.12 | +2.41 |
| Martin ratioReturn relative to average drawdown | 9.89 | -0.33 | +10.22 |
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Drawdowns
CMNVX vs. DMA - Drawdown Comparison
The maximum CMNVX drawdown since its inception was -18.25%, smaller than the maximum DMA drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for CMNVX and DMA.
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Drawdown Indicators
| CMNVX | DMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -53.24% | +34.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -18.34% | +13.19% |
Max Drawdown (3Y)Largest decline over 3 years | -8.14% | -18.34% | +10.20% |
Current DrawdownCurrent decline from peak | -0.87% | -12.77% | +11.90% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -25.65% | +20.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 6.67% | -5.48% |
Volatility
CMNVX vs. DMA - Volatility Comparison
The current volatility for Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) is 2.80%, while Dimensional Managed Account Fund (DMA) has a volatility of 8.19%. This indicates that CMNVX experiences smaller price fluctuations and is considered to be less risky than DMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMNVX | DMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 8.19% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.58% | 13.47% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.75% | 15.22% | -8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 27.22% | -18.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.29% | 27.22% | -18.93% |
CMNVX vs. DMA - Expense Ratio Comparison
CMNVX has a 0.15% expense ratio, which is higher than DMA's 0.03% 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%.
Dividends
CMNVX vs. DMA - Dividend Comparison
CMNVX's dividend yield for the trailing twelve months is around 4.47%, less than DMA's 16.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 4.47% | 4.70% | 2.92% | 2.51% | 1.57% | 0.08% |
DMA Dimensional Managed Account Fund | 16.66% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% |
Frequently Asked Questions
CMNVX and DMA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.19%) compared to CMNVX (2.80%). In terms of maximum drawdown, CMNVX dropped -18.25% vs DMA's -53.24%.
CMNVX currently has the higher Sharpe Ratio (1.76 vs -0.15), 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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