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CRAIX vs. SBI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRAIX vs. SBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Community Impact Bond Fund (CRAIX) and Western Asset Intermediate Muni Fund Inc. (SBI). The values are adjusted to include any dividend payments, if applicable.

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CRAIX vs. SBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRAIX
CCM Community Impact Bond Fund
-0.01%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%
SBI
Western Asset Intermediate Muni Fund Inc.
1.62%5.95%6.83%5.37%-18.45%7.91%4.62%12.78%-6.59%2.42%

Returns By Period

In the year-to-date period, CRAIX achieves a -0.01% return, which is significantly lower than SBI's 1.62% return. Over the past 10 years, CRAIX has underperformed SBI with an annualized return of 1.04%, while SBI has yielded a comparatively higher 1.33% annualized return.


CRAIX

1D
0.42%
1M
-1.54%
YTD
-0.01%
6M
1.17%
1Y
4.02%
3Y*
3.34%
5Y*
0.19%
10Y*
1.04%

SBI

1D
1.59%
1M
-2.99%
YTD
1.62%
6M
0.28%
1Y
5.13%
3Y*
4.86%
5Y*
0.82%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRAIX vs. SBI - Expense Ratio Comparison


Return for Risk

CRAIX vs. SBI — Risk / Return Rank

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

CRAIX
CRAIX Risk / Return Rank: 7373
Overall Rank
CRAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 6060
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 6969
Martin Ratio Rank

SBI
SBI Risk / Return Rank: 2525
Overall Rank
SBI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SBI Sortino Ratio Rank: 2525
Sortino Ratio Rank
SBI Omega Ratio Rank: 2121
Omega Ratio Rank
SBI Calmar Ratio Rank: 3131
Calmar Ratio Rank
SBI Martin Ratio Rank: 2222
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. SBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Community Impact Bond Fund (CRAIX) and Western Asset Intermediate Muni Fund Inc. (SBI). 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.


CRAIXSBIDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.68

+0.57

Sortino ratio

Return per unit of downside risk

1.86

1.00

+0.86

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

2.28

0.90

+1.37

Martin ratio

Return relative to average drawdown

6.53

2.42

+4.11

CRAIX vs. SBI - Sharpe Ratio Comparison

The current CRAIX Sharpe Ratio is 1.25, which is higher than the SBI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CRAIX and SBI, 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


CRAIXSBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.68

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.09

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.14

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.20

+0.36

Correlation

The correlation between CRAIX and SBI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRAIX vs. SBI - Dividend Comparison

CRAIX's dividend yield for the trailing twelve months is around 2.79%, less than SBI's 6.56% 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%
SBI
Western Asset Intermediate Muni Fund Inc.
6.56%6.56%6.23%3.76%3.72%2.93%3.07%3.59%4.32%4.58%5.01%4.70%

Drawdowns

CRAIX vs. SBI - Drawdown Comparison

The maximum CRAIX drawdown since its inception was -14.53%, smaller than the maximum SBI drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for CRAIX and SBI.


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Drawdown Indicators


CRAIXSBIDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-33.70%

+19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-5.98%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-25.21%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-25.21%

+10.68%

Current Drawdown

Current decline from peak

-1.54%

-3.31%

+1.77%

Average Drawdown

Average peak-to-trough decline

-2.47%

-7.71%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.23%

-1.54%

Volatility

CRAIX vs. SBI - Volatility Comparison

The current volatility for CCM Community Impact Bond Fund (CRAIX) is 1.22%, while Western Asset Intermediate Muni Fund Inc. (SBI) has a volatility of 2.78%. This indicates that CRAIX experiences smaller price fluctuations and is considered to be less risky than SBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRAIXSBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

2.78%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

4.58%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

7.55%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

8.92%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

9.75%

-6.12%