CMUVX vs. CMPVX

Last updated Jun 4, 2026

CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) and CMPVX (Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund) are both Diversified Portfolio funds from Catholic Responsible Investments Funds. Over the past 3 years, CMUVX returned 15.87%/yr vs 13.46%/yr for CMPVX. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.15% expense ratio.

Performance

CMUVX vs. CMPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMUVX achieves a 9.40% return, which is significantly higher than CMPVX's 7.80% return.

CMUVX

• 1D: 0.20%
• 1M: 4.00%
• YTD: 9.40%
• 6M: 9.92%
• 1Y: 20.97%
• 3Y*: 15.87%
• 5Y*: —
• 10Y*: —

CMPVX

• 1D: 0.25%
• 1M: 3.44%
• YTD: 7.80%
• 6M: 8.06%
• 1Y: 17.46%
• 3Y*: 13.46%
• 5Y*: —
• 10Y*: —

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

CMUVX vs. CMPVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	9.40%	14.69%	13.39%	19.07%	-17.54%	3.47%
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	7.80%	12.97%	10.59%	16.55%	-16.34%	2.57%

Correlation

The correlation between CMUVX and CMPVX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (All Time) Calculated using the full available price history since Dec 6, 2021	0.99

The correlation between CMUVX and CMPVX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

Return for Risk

CMUVX vs. CMPVX — Risk / Return Rank

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

CMUVX

CMUVX Risk / Return Rank: 56
CMUVX Sharpe Ratio Rank: 56
CMUVX Sortino Ratio Rank: 54
CMUVX Omega Ratio Rank: 53
CMUVX Calmar Ratio Rank: 55
CMUVX Martin Ratio Rank: 63

CMPVX

CMPVX Risk / Return Rank: 56
CMPVX Sharpe Ratio Rank: 56
CMPVX Sortino Ratio Rank: 56
CMPVX Omega Ratio Rank: 56
CMPVX Calmar Ratio Rank: 52
CMPVX Martin Ratio Rank: 60

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.

CMUVX vs. CMPVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX). 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.

	CMUVX	CMPVX	Difference
Sharpe ratio Return per unit of total volatility	2.21	2.20	+0.01
Sortino ratio Return per unit of downside risk	3.11	3.15	-0.04
Omega ratio Gain probability vs. loss probability	1.40	1.41	-0.01
Calmar ratio Return relative to maximum drawdown	2.83	2.74	+0.09
Martin ratio Return relative to average drawdown	12.46	11.96	+0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMUVX vs. CMPVX - Sharpe Ratio Comparison

The current CMUVX Sharpe Ratio is 2.21, which is comparable to the CMPVX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CMUVX and CMPVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CMUVX	CMPVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.20	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.63	+0.02

Drawdowns

CMUVX vs. CMPVX - Drawdown Comparison

The maximum CMUVX drawdown since its inception was -23.51%, which is greater than CMPVX's maximum drawdown of -21.62%. Use the drawdown chart below to compare losses from any high point for CMUVX and CMPVX.

Drawdown Indicators

	CMUVX	CMPVX	Difference
Max Drawdown Largest peak-to-trough decline	-23.51%	-21.62%	-1.89%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-6.52%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-14.12%	-10.96%	-3.16%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.27%	-5.84%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	1.49%	+0.23%

Volatility

CMUVX vs. CMPVX - Volatility Comparison

Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) has a higher volatility of 2.83% compared to Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) at 2.52%. This indicates that CMUVX's price experiences larger fluctuations and is considered to be riskier than CMPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMUVX	CMPVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	2.52%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	7.59%	6.45%	+1.14%
Volatility (1Y) Calculated over the trailing 1-year period	9.75%	8.12%	+1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	10.93%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.15%	10.93%	+2.22%

CMUVX vs. CMPVX - Expense Ratio Comparison

Both CMUVX and CMPVX 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%.

Dividends

CMUVX vs. CMPVX - Dividend Comparison

CMUVX's dividend yield for the trailing twelve months is around 33.04%, more than CMPVX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	4.24%	4.57%	3.32%	2.04%	1.58%	0.07%
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	33.04%	36.14%	2.54%	2.03%	2.47%	0.06%

Frequently Asked Questions

Can I hold both CMUVX and CMPVX in my portfolio?

With a correlation of 0.97, CMUVX and CMPVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CMUVX or CMPVX?

CMUVX has higher volatility (2.83%) compared to CMPVX (2.52%). In terms of maximum drawdown, CMUVX dropped -23.51% vs CMPVX's -21.62%.

Which has better risk-adjusted returns?

CMUVX currently has the higher Sharpe Ratio (2.21 vs 2.20), 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.