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CMPVX vs. CRBVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CMPVX vs. CRBVX

Last updated Jun 25, 2026

CMPVX (Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund) and CRBVX (Catholic Responsible Investments Bond Fund) are both mutual funds - CMPVX is a Diversified Portfolio fund managed by Catholic Responsible Investments Funds, while CRBVX is a Intermediate Core-Plus Bond fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CMPVX returned 12.78%/yr vs 4.12%/yr for CRBVX. At a 0.33 correlation, their price movements are largely independent. CMPVX charges 0.15%/yr vs 0.51%/yr for CRBVX.

Performance

CMPVX vs. CRBVX - 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 Catholic Responsible Investments Bond Fund (CRBVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMPVX achieves a 6.46% return, which is significantly higher than CRBVX's 0.64% return.

CMPVX

1D
-1.08%
1M
0.42%
YTD
6.46%
6M
5.80%
1Y
13.97%
3Y*
12.78%
5Y*
—
10Y*
—

CRBVX

1D
0.12%
1M
0.81%
YTD
0.64%
6M
0.60%
1Y
4.05%
3Y*
4.12%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPVX vs. CRBVX - Yearly Performance Comparison

2026 (YTD)2025202420232022
CMPVX
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund		6.46%12.97%10.59%16.55%-11.33%
CRBVX
Catholic Responsible Investments Bond Fund		0.64%6.73%1.94%5.82%-11.09%

Correlation

The correlation between CMPVX and CRBVX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.33

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Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund

Catholic Responsible Investments Bond Fund

Often compared with CMPVX:
CMPVX vs. FITLXCMPVX vs. CRQSXCMPVX vs. CMMVXCMPVX vs. CRNSXCMPVX vs. CRLVXCMPVX vs. CONWXCMPVX vs. CRSSX
Often compared with CRBVX:
CRBVX vs. RCSCRBVX vs. CROVXCRBVX vs. CRSSXCRBVX vs. CRDSXCRBVX vs. CMNVXCRBVX vs. CRNSXCRBVX vs. CRQSX

Return for Risk

CMPVX vs. CRBVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMPVX
CMPVX Risk / Return Rank: 4949
Overall Rank
CMPVX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CMPVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CMPVX Omega Ratio Rank: 4848
Omega Ratio Rank
CMPVX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CMPVX Martin Ratio Rank: 5555
Martin Ratio Rank
CRBVX
CRBVX Risk / Return Rank: 2626
Overall Rank
CRBVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CRBVX Sortino Ratio Rank: 2828
Sortino Ratio Rank
CRBVX Omega Ratio Rank: 2424
Omega Ratio Rank
CRBVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CRBVX Martin Ratio Rank: 2323
Martin Ratio Rank
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. CRBVX - 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 Bond Fund (CRBVX). 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.

CMPVXCRBVXDifference
Sharpe ratioReturn per unit of total volatility
1.76
1.22

+0.54

Sortino ratioReturn per unit of downside risk
2.50
1.88

+0.63

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.33

1.70

+0.63

Martin ratioReturn relative to average drawdown

10.00

4.76

+5.24

CMPVX vs. CRBVX - Sharpe Ratio Comparison

The current CMPVX Sharpe Ratio is 1.76, which is higher than the CRBVX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CMPVX and CRBVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CMPVX vs. CRBVX - Drawdown Comparison

The maximum CMPVX drawdown since its inception was -21.62%, which is greater than CRBVX's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for CMPVX and CRBVX.

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Drawdown Indicators

CMPVXCRBVXDifference

Max Drawdown

Largest peak-to-trough decline

-21.62%

-15.00%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-2.54%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-10.96%

-6.30%

-4.66%

Current Drawdown

Current decline from peak

-1.33%

-1.16%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.78%

-5.56%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

0.91%

+0.61%

Volatility

CMPVX vs. CRBVX - Volatility Comparison

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) has a higher volatility of 3.44% compared to Catholic Responsible Investments Bond Fund (CRBVX) at 0.86%. This indicates that CMPVX's price experiences larger fluctuations and is considered to be riskier than CRBVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CMPVXCRBVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

0.86%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

2.49%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

3.56%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

6.03%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

6.03%

+4.94%

CMPVX vs. CRBVX - Expense Ratio Comparison

CMPVX has a 0.15% expense ratio, which is lower than CRBVX's 0.51% expense ratio.

Dividends

CMPVX vs. CRBVX - Dividend Comparison

CMPVX's dividend yield for the trailing twelve months is around 4.29%, more than CRBVX's 4.24% yield.

PositionTTM20252024202320222021
CMPVX
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund		4.29%4.57%3.32%2.04%1.58%0.07%
CRBVX
Catholic Responsible Investments Bond Fund		4.24%4.25%4.21%3.93%2.73%0.00%

Frequently Asked Questions

CMPVX and CRBVX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMPVX has higher volatility (3.44%) compared to CRBVX (0.86%). In terms of maximum drawdown, CMPVX dropped -21.62% vs CRBVX's -15.00%.

CMPVX currently has the higher Sharpe Ratio (1.76 vs 1.22), 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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