CMPVX vs. CMMVX
Compare and contrast key facts about Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX).
CMPVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. CMMVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021.
Performance
CMPVX vs. CMMVX - Performance Comparison
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CMPVX vs. CMMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund | -1.79% | 12.97% | 10.59% | 16.55% | -16.34% | 2.57% |
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | -1.73% | 13.09% | 12.44% | 16.24% | -15.57% | 2.78% |
Returns By Period
The year-to-date returns for both investments are quite close, with CMPVX having a -1.79% return and CMMVX slightly higher at -1.73%.
CMPVX
- 1D
- 1.77%
- 1M
- -4.20%
- YTD
- -1.79%
- 6M
- -0.62%
- 1Y
- 11.59%
- 3Y*
- 10.68%
- 5Y*
- —
- 10Y*
- —
CMMVX
- 1D
- 1.80%
- 1M
- -3.90%
- YTD
- -1.73%
- 6M
- -0.37%
- 1Y
- 11.97%
- 3Y*
- 11.16%
- 5Y*
- —
- 10Y*
- —
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CMPVX vs. CMMVX - Expense Ratio Comparison
Both CMPVX and CMMVX have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
CMPVX vs. CMMVX — Risk / Return Rank
CMPVX
CMMVX
CMPVX vs. CMMVX - 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 Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX). 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 | CMMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.12 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.65 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.55 | +0.01 |
Martin ratioReturn relative to average drawdown | 6.86 | 7.16 | -0.30 |
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
| CMPVX | CMMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.12 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.07 |
Correlation
The correlation between CMPVX and CMMVX is 0.99, 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
CMPVX vs. CMMVX - Dividend Comparison
CMPVX's dividend yield for the trailing twelve months is around 4.65%, more than CMMVX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund | 4.65% | 4.57% | 3.32% | 2.04% | 1.58% | 0.07% |
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | 3.75% | 3.68% | 3.00% | 2.31% | 1.76% | 0.08% |
Drawdowns
CMPVX vs. CMMVX - Drawdown Comparison
The maximum CMPVX drawdown since its inception was -21.62%, which is greater than CMMVX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for CMPVX and CMMVX.
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Drawdown Indicators
| CMPVX | CMMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -20.58% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -8.06% | +0.30% |
Current DrawdownCurrent decline from peak | -4.87% | -4.63% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -5.66% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.75% | +0.02% |
Volatility
CMPVX vs. CMMVX - Volatility Comparison
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) have volatilities of 3.88% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPVX | CMMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.85% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 6.18% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 11.16% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 10.75% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.00% | 10.75% | +0.25% |