CMUVX vs. DMA
CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) and DMA (Dimensional Managed Account Fund) are both Diversified Portfolio funds. Over the past 3 years, CMUVX returned 14.99%/yr vs 21.76%/yr for DMA. At a 0.30 correlation, their price movements are largely independent. CMUVX charges 0.15%/yr vs 0.03%/yr for DMA.
Performance
CMUVX vs. DMA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMUVX achieves a 7.63% return, which is significantly higher than DMA's -11.61% return.
CMUVX
- 1D
- -1.42%
- 1M
- 0.21%
- YTD
- 7.63%
- 6M
- 6.76%
- 1Y
- 16.81%
- 3Y*
- 14.99%
- 5Y*
- —
- 10Y*
- —
DMA
- 1D
- -0.82%
- 1M
- 4.21%
- YTD
- -11.61%
- 6M
- -12.39%
- 1Y
- -2.46%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
CMUVX vs. DMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 7.63% | 14.69% | 13.39% | 19.07% | -16.90% |
DMA Dimensional Managed Account Fund | -11.61% | 16.89% | 41.06% | -3.81% | -37.55% |
Correlation
The correlation between CMUVX and DMA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMUVX vs. DMA — Risk / Return Rank
CMUVX
DMA
CMUVX vs. DMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Dimensional Managed Account Fund (DMA). 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.
| CMUVX | DMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.98 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | -0.13 | +2.55 |
| Martin ratioReturn relative to average drawdown | 10.40 | -0.37 | +10.77 |
Loading charts...
Drawdowns
CMUVX vs. DMA - Drawdown Comparison
The maximum CMUVX drawdown since its inception was -23.51%, smaller than the maximum DMA drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for CMUVX and DMA.
Loading charts...
Drawdown Indicators
| CMUVX | DMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.51% | -53.24% | +29.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -18.34% | +10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | -18.34% | +4.22% |
Current DrawdownCurrent decline from peak | -1.72% | -13.19% | +11.47% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -25.66% | +19.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 6.62% | -4.86% |
Volatility
CMUVX vs. DMA - Volatility Comparison
The current volatility for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) is 4.20%, while Dimensional Managed Account Fund (DMA) has a volatility of 8.23%. This indicates that CMUVX experiences smaller price fluctuations and is considered to be less risky than DMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMUVX | DMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 8.23% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 13.46% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 15.21% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 27.23% | -14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.20% | 27.23% | -14.03% |
CMUVX vs. DMA - Expense Ratio Comparison
CMUVX has a 0.15% expense ratio, which is higher than DMA'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%.
Dividends
CMUVX vs. DMA - Dividend Comparison
CMUVX's dividend yield for the trailing twelve months is around 33.58%, more than DMA's 16.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 33.58% | 36.14% | 2.54% | 2.03% | 2.47% | 0.06% |
DMA Dimensional Managed Account Fund | 16.74% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% |
Frequently Asked Questions
CMUVX and DMA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to CMUVX (4.20%). In terms of maximum drawdown, CMUVX dropped -23.51% vs DMA's -53.24%.
CMUVX currently has the higher Sharpe Ratio (1.77 vs -0.16), 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.
Find the right allocation for CMUVX and DMA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer