CMNVX vs. HEQ
Compare and contrast key facts about Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) and John Hancock Diversified Income Fund (HEQ).
CMNVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. HEQ is managed by John Hancock. It was launched on May 26, 2011.
Performance
CMNVX vs. HEQ - Performance Comparison
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CMNVX vs. HEQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | -1.30% | 11.29% | 9.60% | 13.32% | -13.99% | 1.88% |
HEQ John Hancock Diversified Income Fund | 4.57% | 15.64% | 11.70% | -3.14% | -3.08% | 3.97% |
Returns By Period
In the year-to-date period, CMNVX achieves a -1.30% return, which is significantly lower than HEQ's 4.57% return.
CMNVX
- 1D
- 1.33%
- 1M
- -3.27%
- YTD
- -1.30%
- 6M
- -0.09%
- 1Y
- 9.74%
- 3Y*
- 9.20%
- 5Y*
- —
- 10Y*
- —
HEQ
- 1D
- 1.20%
- 1M
- -2.08%
- YTD
- 4.57%
- 6M
- 7.79%
- 1Y
- 15.46%
- 3Y*
- 8.04%
- 5Y*
- 7.73%
- 10Y*
- 7.06%
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CMNVX vs. HEQ - Expense Ratio Comparison
CMNVX has a 0.15% expense ratio, which is higher than HEQ'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
CMNVX vs. HEQ — Risk / Return Rank
CMNVX
HEQ
CMNVX vs. HEQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) and John Hancock Diversified Income Fund (HEQ). 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.
| CMNVX | HEQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.16 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.68 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.68 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.40 | 7.46 | -0.06 |
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
| CMNVX | HEQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.16 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.32 | +0.20 |
Correlation
The correlation between CMNVX and HEQ is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CMNVX vs. HEQ - Dividend Comparison
CMNVX's dividend yield for the trailing twelve months is around 4.76%, less than HEQ's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 4.76% | 4.70% | 2.92% | 2.51% | 1.57% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HEQ John Hancock Diversified Income Fund | 9.10% | 9.30% | 9.79% | 10.75% | 10.09% | 8.92% | 11.64% | 10.09% | 11.50% | 10.44% | 9.57% | 10.40% |
Drawdowns
CMNVX vs. HEQ - Drawdown Comparison
The maximum CMNVX drawdown since its inception was -18.25%, smaller than the maximum HEQ drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for CMNVX and HEQ.
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Drawdown Indicators
| CMNVX | HEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -44.38% | +26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -9.31% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.38% | — |
Current DrawdownCurrent decline from peak | -3.79% | -2.76% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -8.66% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.13% | -0.75% |
Volatility
CMNVX vs. HEQ - Volatility Comparison
The current volatility for Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) is 3.08%, while John Hancock Diversified Income Fund (HEQ) has a volatility of 5.28%. This indicates that CMNVX experiences smaller price fluctuations and is considered to be less risky than HEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMNVX | HEQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 5.28% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 7.60% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.19% | 13.37% | -5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 16.42% | -8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.29% | 18.81% | -10.52% |