PortfoliosLab logoPortfoliosLab logo
CRAIX vs. OPIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRAIX vs. OPIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Community Impact Bond Fund (CRAIX) and Invesco Core Bond Fund (OPIGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRAIX vs. OPIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRAIX
CCM Community Impact Bond Fund
-0.12%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%
OPIGX
Invesco Core Bond Fund
-1.05%5.83%1.81%4.55%-14.37%-1.58%9.23%9.51%-1.11%4.29%

Returns By Period

In the year-to-date period, CRAIX achieves a -0.12% return, which is significantly higher than OPIGX's -1.05% return. Over the past 10 years, CRAIX has underperformed OPIGX with an annualized return of 1.03%, while OPIGX has yielded a comparatively higher 1.52% annualized return.


CRAIX

1D
-0.10%
1M
-1.34%
YTD
-0.12%
6M
0.86%
1Y
3.69%
3Y*
3.30%
5Y*
0.15%
10Y*
1.03%

OPIGX

1D
0.18%
1M
-1.74%
YTD
-1.05%
6M
-1.06%
1Y
1.96%
3Y*
2.81%
5Y*
-0.74%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CRAIX vs. OPIGX - Expense Ratio Comparison

CRAIX has a 0.88% expense ratio, which is higher than OPIGX's 0.71% expense ratio.


Return for Risk

CRAIX vs. OPIGX — Risk / Return Rank

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

CRAIX
CRAIX Risk / Return Rank: 6262
Overall Rank
CRAIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 4949
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 5353
Martin Ratio Rank

OPIGX
OPIGX Risk / Return Rank: 2020
Overall Rank
OPIGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
OPIGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OPIGX Omega Ratio Rank: 1212
Omega Ratio Rank
OPIGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
OPIGX Martin Ratio Rank: 2424
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.

CRAIX vs. OPIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Community Impact Bond Fund (CRAIX) and Invesco Core Bond Fund (OPIGX). 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.


CRAIXOPIGXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.52

+0.68

Sortino ratio

Return per unit of downside risk

1.79

0.73

+1.06

Omega ratio

Gain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratio

Return relative to maximum drawdown

2.00

1.15

+0.85

Martin ratio

Return relative to average drawdown

5.67

2.99

+2.68

CRAIX vs. OPIGX - Sharpe Ratio Comparison

The current CRAIX Sharpe Ratio is 1.20, which is higher than the OPIGX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CRAIX and OPIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CRAIXOPIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.52

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.13

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.31

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.55

+0.01

Correlation

The correlation between CRAIX and OPIGX is 0.77, 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

CRAIX vs. OPIGX - Dividend Comparison

CRAIX's dividend yield for the trailing twelve months is around 2.79%, more than OPIGX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%
OPIGX
Invesco Core Bond Fund
2.47%3.51%4.13%3.53%2.61%1.75%8.30%3.12%3.22%2.73%2.46%3.21%

Drawdowns

CRAIX vs. OPIGX - Drawdown Comparison

The maximum CRAIX drawdown since its inception was -14.53%, smaller than the maximum OPIGX drawdown of -46.78%. Use the drawdown chart below to compare losses from any high point for CRAIX and OPIGX.


Loading graphics...

Drawdown Indicators


CRAIXOPIGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-46.78%

+32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-2.81%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-19.93%

+5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-19.96%

+5.43%

Current Drawdown

Current decline from peak

-1.64%

-6.06%

+4.42%

Average Drawdown

Average peak-to-trough decline

-2.47%

-6.07%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.08%

-0.38%

Volatility

CRAIX vs. OPIGX - Volatility Comparison

The current volatility for CCM Community Impact Bond Fund (CRAIX) is 1.20%, while Invesco Core Bond Fund (OPIGX) has a volatility of 1.65%. This indicates that CRAIX experiences smaller price fluctuations and is considered to be less risky than OPIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CRAIXOPIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.65%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

2.91%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

4.60%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

5.98%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

4.94%

-1.31%