CRF vs. CLM
CRF (Cornerstone Total Return Fund, Inc.) and CLM (Cornerstone Strategic Investment Fund, Inc.) are both mutual funds - CRF is a Large Cap Blend Equities fund actively managed by Cornerstone, while CLM is a Global Equities fund actively managed by Cornerstone. Both are actively managed. Over the past 10 years, CRF returned 10.88%/yr vs 10.88%/yr for CLM. Their 0.62 correlation means they have sometimes moved together and sometimes differently. CRF charges 1.13%/yr vs 1.10%/yr for CLM.
Performance
CRF vs. CLM - Performance Comparison
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Returns By Period
In the year-to-date period, CRF achieves a -0.35% return, which is significantly higher than CLM's -0.66% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CRF at 10.88% and CLM at 10.88%.
CRF
- 1D
- 1.42%
- 1M
- 1.65%
- 6M
- -0.80%
- YTD
- -0.35%
- 1Y
- 11.13%
- 3Y*
- 13.21%
- 5Y*
- 9.10%
- 10Y*
- 10.88%
- ALL TIME*
- 5.06%
CLM
- 1D
- 1.64%
- 1M
- 0.95%
- 6M
- -1.37%
- YTD
- -0.66%
- 1Y
- 11.38%
- 3Y*
- 14.14%
- 5Y*
- 9.56%
- 10Y*
- 10.88%
- ALL TIME*
- 7.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.53M | $12.84M | $12.41M | |
| $6.46M | $7.87M | $8.14M |
CRF vs. CLM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRF Cornerstone Total Return Fund, Inc. | -0.35% | 12.46% | 44.39% | 19.49% | -36.70% | 39.73% | 28.13% | 21.74% | -11.74% | 21.35% |
CLM Cornerstone Strategic Investment Fund, Inc. | -0.66% | 18.61% | 41.49% | 17.50% | -36.72% | 41.42% | 29.43% | 23.60% | -11.94% | 22.11% |
Correlation
The correlation between CRF and CLM is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2002 | 0.62 |
Over the past year, CRF and CLM have become more correlated (0.87) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
CRF vs. CLM — Risk / Return Rank
CRF
CLM
CRF vs. CLM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and Cornerstone Strategic Investment Fund, Inc. (CLM). 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.
| CRF | CLM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.73 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.21 | 2.32 | -0.10 |
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Drawdowns
CRF vs. CLM - Drawdown Comparison
The maximum CRF drawdown since its inception was -80.70%, roughly equal to the maximum CLM drawdown of -77.02%. Use the drawdown chart below to compare losses from any high point for CRF and CLM.
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Drawdown Indicators
| CRF | CLM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.70% | -77.02% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -14.61% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -29.66% | -25.16% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -43.12% | -43.45% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -45.90% | -44.98% | -0.92% |
Current DrawdownCurrent decline from peak | -2.18% | -2.41% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -24.66% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 4.57% | +0.09% |
Volatility
CRF vs. CLM - Volatility Comparison
The current volatility for Cornerstone Total Return Fund, Inc. (CRF) is 3.38%, while Cornerstone Strategic Investment Fund, Inc. (CLM) has a volatility of 5.60%. This indicates that CRF experiences smaller price fluctuations and is considered to be less risky than CLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRF | CLM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.60% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 15.15% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 16.61% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 24.18% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 25.00% | +0.87% |
CRF vs. CLM - Expense Ratio Comparison
CRF has a 1.13% expense ratio, which is higher than CLM's 1.10% expense ratio.
Dividends
CRF vs. CLM - Dividend Comparison
CRF's dividend yield for the trailing twelve months is around 19.71%, which matches CLM's 19.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Investment Fund, Inc. | 19.66% | 17.48% | 15.17% | 20.50% | 29.44% | 13.45% | 18.96% | 21.98% | 25.38% | 18.04% | 22.44% | 28.20% |
CRF Cornerstone Total Return Fund, Inc. | 19.71% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
Frequently Asked Questions
CRF and CLM have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLM has higher volatility (5.60%) compared to CRF (3.38%). In terms of maximum drawdown, CRF dropped -80.70% vs CLM's -77.02%.
CRF currently has the higher Sharpe Ratio (0.67 vs 0.64), 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.
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