CMPVX vs. AAAAX

Last updated Apr 1, 2026

Compare and contrast key facts about Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and DWS RREEF Real Assets Fund - Class A (AAAAX).

CMPVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. AAAAX is managed by DWS. It was launched on Jul 30, 2007.

Performance

CMPVX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

CMPVX vs. AAAAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	-3.50%	12.97%	10.59%	16.55%	-16.34%	2.57%
AAAAX DWS RREEF Real Assets Fund - Class A	8.59%	12.82%	5.24%	2.30%	-9.91%	5.58%

Returns By Period

In the year-to-date period, CMPVX achieves a -3.50% return, which is significantly lower than AAAAX's 8.59% return.

CMPVX

• 1D: -0.09%
• 1M: -6.19%
• YTD: -3.50%
• 6M: -2.17%
• 1Y: 10.08%
• 3Y*: 10.04%
• 5Y*: —
• 10Y*: —

AAAAX

• 1D: 0.36%
• 1M: -4.37%
• YTD: 8.59%
• 6M: 10.72%
• 1Y: 16.80%
• 3Y*: 9.80%
• 5Y*: 6.74%
• 10Y*: 7.28%

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

CMPVX vs. AAAAX - Expense Ratio Comparison

CMPVX has a 0.15% expense ratio, which is lower than AAAAX's 1.22% expense ratio.

AAAAX

DWS RREEF Real Assets Fund - Class A

CMPVX

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund

Return for Risk

CMPVX vs. AAAAX — Risk / Return Rank

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

CMPVX

CMPVX Risk / Return Rank: 50
CMPVX Sharpe Ratio Rank: 49
CMPVX Sortino Ratio Rank: 50
CMPVX Omega Ratio Rank: 50
CMPVX Calmar Ratio Rank: 47
CMPVX Martin Ratio Rank: 53

AAAAX

AAAAX Risk / Return Rank: 81
AAAAX Sharpe Ratio Rank: 81
AAAAX Sortino Ratio Rank: 80
AAAAX Omega Ratio Rank: 79
AAAAX Calmar Ratio Rank: 77
AAAAX Martin Ratio Rank: 89

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.

CMPVX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.

	CMPVX	AAAAX	Difference
Sharpe ratio Return per unit of total volatility	0.95	1.49	-0.54
Sortino ratio Return per unit of downside risk	1.40	2.00	-0.60
Omega ratio Gain probability vs. loss probability	1.20	1.30	-0.10
Calmar ratio Return relative to maximum drawdown	1.16	1.80	-0.64
Martin ratio Return relative to average drawdown	5.18	9.69	-4.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMPVX vs. AAAAX - Sharpe Ratio Comparison

The current CMPVX Sharpe Ratio is 0.95, which is lower than the AAAAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CMPVX and AAAAX, 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

	CMPVX	AAAAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.49	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.38	+0.03

Correlation

The correlation between CMPVX and AAAAX is 0.69, 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

CMPVX vs. AAAAX - Dividend Comparison

CMPVX's dividend yield for the trailing twelve months is around 4.73%, more than AAAAX's 3.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	4.73%	4.57%	3.32%	2.04%	1.58%	0.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AAAAX DWS RREEF Real Assets Fund - Class A	3.26%	3.54%	2.45%	2.08%	4.17%	2.31%	1.33%	1.81%	1.61%	1.52%	1.47%	2.15%

Drawdowns

CMPVX vs. AAAAX - Drawdown Comparison

The maximum CMPVX drawdown since its inception was -21.62%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for CMPVX and AAAAX.

Drawdown Indicators

	CMPVX	AAAAX	Difference
Max Drawdown Largest peak-to-trough decline	-21.62%	-40.47%	+18.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-9.55%	+1.79%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.41%	—
Current Drawdown Current decline from peak	-6.52%	-4.57%	-1.95%
Average Drawdown Average peak-to-trough decline	-6.04%	-6.89%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.77%	-0.03%

Volatility

CMPVX vs. AAAAX - Volatility Comparison

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) has a higher volatility of 3.29% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that CMPVX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPVX	AAAAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	3.03%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	6.01%	7.22%	-1.21%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	11.60%	-0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.97%	12.18%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.97%	12.66%	-1.69%