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CMUVX vs. EIT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CMUVX vs. EIT-UN.TO

Last updated Jun 5, 2026

CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) and EIT-UN.TO (Canoe EIT Income Fund) are both Diversified Portfolio funds. Over the past 3 years, CMUVX returned 15.68%/yr vs 21.31%/yr for EIT-UN.TO. A 0.55 correlation means they provide meaningful diversification when combined. CMUVX charges 0.15%/yr vs 1.10%/yr for EIT-UN.TO.

Performance

CMUVX vs. EIT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Canoe EIT Income Fund (EIT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMUVX is traded in USD, while EIT-UN.TO is traded in CAD. To make them comparable, the EIT-UN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMUVX achieves a 8.85% return, which is significantly lower than EIT-UN.TO's 27.78% return.

CMUVX

1D
-0.51%
1M
2.71%
YTD
8.85%
6M
9.19%
1Y
20.14%
3Y*
15.68%
5Y*
—
10Y*
—

EIT-UN.TO

1D
24.73%
1M
23.14%
YTD
27.78%
6M
36.24%
1Y
39.33%
3Y*
21.31%
5Y*
125.33%
10Y*
117.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMUVX vs. EIT-UN.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund		8.85%14.69%13.39%19.07%-17.54%3.47%
EIT-UN.TO
Canoe EIT Income Fund		27.78%8.40%18.12%8.35%3.10%3,039.87%

Correlation

The correlation between CMUVX and EIT-UN.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.45

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2021

0.55

Over the past year, the correlation between CMUVX and EIT-UN.TO has dropped to 0.33 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Catholic Responsible Investments Magnus 75/25 Fund

Canoe EIT Income Fund

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Often compared with EIT-UN.TO:
EIT-UN.TO vs. HDIV.TOEIT-UN.TO vs. DFN.TOEIT-UN.TO vs. MNS.TOEIT-UN.TO vs. HDIF.TOEIT-UN.TO vs. ZWC.TOEIT-UN.TO vs. HYLD.TOEIT-UN.TO vs. XEQT.TO

Return for Risk

CMUVX vs. EIT-UN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMUVX
CMUVX Risk / Return Rank: 5454
Overall Rank
CMUVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMUVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMUVX Omega Ratio Rank: 5151
Omega Ratio Rank
CMUVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CMUVX Martin Ratio Rank: 6262
Martin Ratio Rank
EIT-UN.TO
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. EIT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Canoe EIT Income Fund (EIT-UN.TO). 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.

CMUVXEIT-UN.TODifference
Sharpe ratioReturn per unit of total volatility
2.10
1.55

+0.55

Sortino ratioReturn per unit of downside risk
2.96
12.31

-9.35

Omega ratioGain probability vs. loss probability

1.38

2.37

-0.99

Calmar ratioReturn relative to maximum drawdown

2.70

18.12

-15.42

Martin ratioReturn relative to average drawdown

11.85

43.52

-31.67

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. EIT-UN.TO - Sharpe Ratio Comparison

The current CMUVX Sharpe Ratio is 2.10, which is higher than the EIT-UN.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CMUVX and EIT-UN.TO, 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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Sharpe Ratios by Period

CMUVXEIT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.55

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.11

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.12

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.09

+0.56

Drawdowns

CMUVX vs. EIT-UN.TO - Drawdown Comparison

The maximum CMUVX drawdown since its inception was -23.51%, smaller than the maximum EIT-UN.TO drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for CMUVX and EIT-UN.TO.

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Drawdown Indicators

CMUVXEIT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-54.80%

+31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-2.18%

-5.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.12%

-10.16%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.40%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-54.80%

—

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-6.26%

-6.33%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.91%

+0.81%

Volatility

CMUVX vs. EIT-UN.TO - Volatility Comparison

The current volatility for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) is 2.85%, while Canoe EIT Income Fund (EIT-UN.TO) has a volatility of 22.20%. This indicates that CMUVX experiences smaller price fluctuations and is considered to be less risky than EIT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CMUVXEIT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

22.20%

-19.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

22.69%

-15.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.76%

27.43%

-17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.15%

1,192.51%

-1,179.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

1,019.20%

-1,006.05%

CMUVX vs. EIT-UN.TO - Expense Ratio Comparison

CMUVX has a 0.15% expense ratio, which is lower than EIT-UN.TO's 1.10% expense ratio.

Dividends

CMUVX vs. EIT-UN.TO - Dividend Comparison

CMUVX's dividend yield for the trailing twelve months is around 33.21%, more than EIT-UN.TO's 10.06% yield.

PositionTTM20252024202320222021202020192018201720162015
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund		33.21%36.14%2.54%2.03%2.47%0.06%0.00%0.00%0.00%0.00%0.00%0.00%
EIT-UN.TO
Canoe EIT Income Fund		10.06%12.56%7.90%9.29%8.97%104.98%108.64%11.53%11.62%11.01%10.06%10.71%

Frequently Asked Questions

CMUVX and EIT-UN.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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