CMPVX vs. CRSSX

Last updated Jun 23, 2026

CMPVX (Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund) and CRSSX (Catholic Responsible Investments Small-Cap Fund) are both mutual funds - CMPVX is a Diversified Portfolio fund managed by Catholic Responsible Investments Funds, while CRSSX is a Small Cap Blend Equities fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CMPVX returned 12.83%/yr vs 14.90%/yr for CRSSX. Their correlation of 0.85 suggests significant overlap in exposure. CMPVX charges 0.15%/yr vs 0.29%/yr for CRSSX.

Performance

CMPVX vs. CRSSX - 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 Small-Cap Fund (CRSSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMPVX achieves a 7.89% return, which is significantly lower than CRSSX's 19.68% return.

CMPVX

• 1D: 0.92%
• 1M: 1.78%
• YTD: 7.89%
• 6M: 7.60%
• 1Y: 17.33%
• 3Y*: 12.83%
• 5Y*: —
• 10Y*: —

CRSSX

• 1D: 1.87%
• 1M: 4.35%
• YTD: 19.68%
• 6M: 17.09%
• 1Y: 36.50%
• 3Y*: 14.90%
• 5Y*: —
• 10Y*: —

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

CMPVX vs. CRSSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	7.89%	12.97%	10.59%	16.55%	-11.24%
CRSSX Catholic Responsible Investments Small-Cap Fund	19.68%	5.86%	8.16%	16.02%	-6.44%

Correlation

The correlation between CMPVX and CRSSX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.85

The correlation between CMPVX and CRSSX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

CMPVX vs. CRSSX — Risk / Return Rank

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

CMPVX

CMPVX Risk / Return Rank: 55
CMPVX Sharpe Ratio Rank: 54
CMPVX Sortino Ratio Rank: 55
CMPVX Omega Ratio Rank: 55
CMPVX Calmar Ratio Rank: 52
CMPVX Martin Ratio Rank: 60

CRSSX

CRSSX Risk / Return Rank: 68
CRSSX Sharpe Ratio Rank: 58
CRSSX Sortino Ratio Rank: 60
CRSSX Omega Ratio Rank: 49
CRSSX Calmar Ratio Rank: 89
CRSSX Martin Ratio Rank: 82

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. CRSSX - 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 Small-Cap Fund (CRSSX). 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.

	CMPVX	CRSSX	Difference
Sharpe ratio: Return per unit of total volatility	2.01	2.06	-0.05
Sortino ratio: Return per unit of downside risk	2.85	2.97	-0.12
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.02
Calmar ratio: Return relative to maximum drawdown	2.64	4.27	-1.63
Martin ratio: Return relative to average drawdown	11.33	14.23	-2.90

CMPVX vs. CRSSX - Sharpe Ratio Comparison

The current CMPVX Sharpe Ratio is 2.01, which is comparable to the CRSSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CMPVX and CRSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMPVX vs. CRSSX - Drawdown Comparison

The maximum CMPVX drawdown since its inception was -21.62%, smaller than the maximum CRSSX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for CMPVX and CRSSX.

Drawdown Indicators

	CMPVX	CRSSX	Difference
Max Drawdown Largest peak-to-trough decline	-21.62%	-27.86%	+6.24%
Max Drawdown (1Y) Largest decline over 1 year	-6.52%	-8.60%	+2.08%
Max Drawdown (3Y) Largest decline over 3 years	-10.96%	-27.86%	+16.90%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.79%	-7.72%	+1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	2.57%	-1.06%

Volatility

CMPVX vs. CRSSX - Volatility Comparison

The current volatility for Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) is 3.32%, while Catholic Responsible Investments Small-Cap Fund (CRSSX) has a volatility of 5.16%. This indicates that CMPVX experiences smaller price fluctuations and is considered to be less risky than CRSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPVX	CRSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	5.16%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	7.04%	12.07%	-5.03%
Volatility (1Y) Calculated over the trailing 1-year period	8.56%	17.81%	-9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.96%	21.78%	-10.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.96%	21.78%	-10.82%

CMPVX vs. CRSSX - Expense Ratio Comparison

CMPVX has a 0.15% expense ratio, which is lower than CRSSX's 0.29% expense ratio.

Dividends

CMPVX vs. CRSSX - Dividend Comparison

CMPVX's dividend yield for the trailing twelve months is around 4.23%, less than CRSSX's 4.77% yield.

Position	TTM	2025	2024	2023	2022	2021
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	4.23%	4.57%	3.32%	2.04%	1.58%	0.07%
CRSSX Catholic Responsible Investments Small-Cap Fund	4.77%	5.64%	2.30%	1.36%	5.03%	0.00%

Frequently Asked Questions

Can I hold both CMPVX and CRSSX in my portfolio?

CMPVX and CRSSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMPVX or CRSSX?

CRSSX has higher volatility (5.16%) compared to CMPVX (3.32%). In terms of maximum drawdown, CMPVX dropped -21.62% vs CRSSX's -27.86%.

Which has better risk-adjusted returns?

CRSSX currently has the higher Sharpe Ratio (2.06 vs 2.01), 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.