CMPVX vs. PALDX

Last updated Apr 1, 2026

Compare and contrast key facts about Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) and PGIM 60/40 Allocation Fund (PALDX).

CMPVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. PALDX is managed by PGIM. It was launched on Sep 12, 2017.

Performance

CMPVX vs. PALDX - 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 PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

CMPVX vs. PALDX - 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%
PALDX PGIM 60/40 Allocation Fund	-3.62%	13.62%	18.96%	18.90%	-15.65%	2.65%

Returns By Period

The year-to-date returns for both stocks are quite close, with CMPVX having a -3.50% return and PALDX slightly lower at -3.62%.

CMPVX

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

PALDX

• 1D: -0.22%
• 1M: -5.44%
• YTD: -3.62%
• 6M: -1.03%
• 1Y: 12.43%
• 3Y*: 13.72%
• 5Y*: 7.99%
• 10Y*: —

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

CMPVX vs. PALDX - Expense Ratio Comparison

CMPVX has a 0.15% expense ratio, which is higher than PALDX's 0.03% 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%.

CMPVX

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund

PALDX

PGIM 60/40 Allocation Fund

Return for Risk

CMPVX vs. PALDX — 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

PALDX

PALDX Risk / Return Rank: 66
PALDX Sharpe Ratio Rank: 63
PALDX Sortino Ratio Rank: 66
PALDX Omega Ratio Rank: 67
PALDX Calmar Ratio Rank: 62
PALDX Martin Ratio Rank: 72

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. PALDX - 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 PGIM 60/40 Allocation Fund (PALDX). 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	PALDX	Difference
Sharpe ratio Return per unit of total volatility	0.95	1.12	-0.16
Sortino ratio Return per unit of downside risk	1.40	1.65	-0.25
Omega ratio Gain probability vs. loss probability	1.20	1.25	-0.05
Calmar ratio Return relative to maximum drawdown	1.16	1.42	-0.26
Martin ratio Return relative to average drawdown	5.18	6.83	-1.66
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. PALDX - Sharpe Ratio Comparison

The current CMPVX Sharpe Ratio is 0.95, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of CMPVX and PALDX, 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	PALDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.12	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.71	-0.30

Correlation

The correlation between CMPVX and PALDX is 0.96, 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. PALDX - Dividend Comparison

CMPVX's dividend yield for the trailing twelve months is around 4.73%, less than PALDX's 5.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PALDX PGIM 60/40 Allocation Fund	5.62%	5.42%	10.40%	2.94%	6.19%	6.87%	2.58%	4.58%	3.65%	1.48%

Drawdowns

CMPVX vs. PALDX - Drawdown Comparison

The maximum CMPVX drawdown since its inception was -21.62%, smaller than the maximum PALDX drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for CMPVX and PALDX.

Drawdown Indicators

	CMPVX	PALDX	Difference
Max Drawdown Largest peak-to-trough decline	-21.62%	-26.16%	+4.54%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-8.20%	+0.44%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.47%	—
Current Drawdown Current decline from peak	-6.52%	-5.96%	-0.56%
Average Drawdown Average peak-to-trough decline	-6.04%	-4.16%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.70%	+0.04%

Volatility

CMPVX vs. PALDX - Volatility Comparison

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) has a higher volatility of 3.29% compared to PGIM 60/40 Allocation Fund (PALDX) at 3.05%. This indicates that CMPVX's price experiences larger fluctuations and is considered to be riskier than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPVX	PALDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	3.05%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	6.01%	5.86%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	11.52%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.97%	12.08%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.97%	12.75%	-1.78%