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CMUVX vs. HEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMUVX vs. HEQ - Performance Comparison

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

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CMUVX vs. HEQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund
-4.31%14.69%13.39%19.07%-17.54%3.47%
HEQ
John Hancock Diversified Income Fund
3.33%15.64%11.70%-3.14%-3.08%3.97%

Returns By Period

In the year-to-date period, CMUVX achieves a -4.31% return, which is significantly lower than HEQ's 3.33% return.


CMUVX

1D
-0.23%
1M
-7.19%
YTD
-4.31%
6M
-2.59%
1Y
11.93%
3Y*
11.68%
5Y*
10Y*

HEQ

1D
2.65%
1M
-3.32%
YTD
3.33%
6M
6.72%
1Y
14.53%
3Y*
7.61%
5Y*
7.48%
10Y*
6.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMUVX vs. HEQ - Expense Ratio Comparison

CMUVX has a 0.15% expense ratio, which is higher than HEQ's 0.02% 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%.


Return for Risk

CMUVX vs. HEQ — Risk / Return Rank

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

CMUVX
CMUVX Risk / Return Rank: 4444
Overall Rank
CMUVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CMUVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMUVX Omega Ratio Rank: 4545
Omega Ratio Rank
CMUVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMUVX Martin Ratio Rank: 5151
Martin Ratio Rank

HEQ
HEQ Risk / Return Rank: 6363
Overall Rank
HEQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HEQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
HEQ Omega Ratio Rank: 6464
Omega Ratio Rank
HEQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
HEQ Martin Ratio Rank: 7171
Martin Ratio Rank
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. HEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and John Hancock Diversified Income Fund (HEQ). 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.


CMUVXHEQDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.10

-0.20

Sortino ratio

Return per unit of downside risk

1.35

1.59

-0.24

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.08

1.52

-0.44

Martin ratio

Return relative to average drawdown

5.06

6.79

-1.72

CMUVX vs. HEQ - Sharpe Ratio Comparison

The current CMUVX Sharpe Ratio is 0.89, which is comparable to the HEQ Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CMUVX and HEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMUVXHEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.10

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.31

+0.11

Correlation

The correlation between CMUVX and HEQ is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CMUVX vs. HEQ - Dividend Comparison

CMUVX's dividend yield for the trailing twelve months is around 37.77%, more than HEQ's 9.21% yield.


TTM20252024202320222021202020192018201720162015
CMUVX
Catholic Responsible Investments Magnus 75/25 Fund
37.77%36.14%2.54%2.03%2.47%0.06%0.00%0.00%0.00%0.00%0.00%0.00%
HEQ
John Hancock Diversified Income Fund
9.21%9.30%9.79%10.75%10.09%8.92%11.64%10.09%11.50%10.44%9.57%10.40%

Drawdowns

CMUVX vs. HEQ - Drawdown Comparison

The maximum CMUVX drawdown since its inception was -23.51%, smaller than the maximum HEQ drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for CMUVX and HEQ.


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Drawdown Indicators


CMUVXHEQDifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-44.38%

+20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.48%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-7.59%

-3.91%

-3.68%

Average Drawdown

Average peak-to-trough decline

-6.49%

-8.66%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.13%

-0.06%

Volatility

CMUVX vs. HEQ - Volatility Comparison

The current volatility for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) is 3.83%, while John Hancock Diversified Income Fund (HEQ) has a volatility of 5.24%. This indicates that CMUVX experiences smaller price fluctuations and is considered to be less risky than HEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMUVXHEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

5.24%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

7.51%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

13.32%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

16.42%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

18.81%

-5.61%