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CRIHX vs. GTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CRIHX vs. GTAPX

Last updated Apr 3, 2026

Compare and contrast key facts about CRM Long/Short Opportunities Fund (CRIHX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX).

CRIHX is managed by CRM. It was launched on Aug 15, 2016. GTAPX is managed by Glenmede. It was launched on Sep 28, 2006.

Performance

CRIHX vs. GTAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Long/Short Opportunities Fund (CRIHX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX). The values are adjusted to include any dividend payments, if applicable.

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CRIHX vs. GTAPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CRIHX
CRM Long/Short Opportunities Fund		0.08%-1.55%17.72%6.06%-4.24%5.91%20.44%12.95%-8.43%4.49%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		2.79%12.79%13.28%4.42%3.16%17.72%-5.16%3.26%-8.65%8.74%

Returns By Period

In the year-to-date period, CRIHX achieves a 0.08% return, which is significantly lower than GTAPX's 2.79% return.

CRIHX

1D
0.47%
1M
-4.01%
YTD
0.08%
6M
2.01%
1Y
7.45%
3Y*
6.62%
5Y*
3.99%
10Y*
—

GTAPX

1D
0.08%
1M
1.45%
YTD
2.79%
6M
7.10%
1Y
14.11%
3Y*
10.69%
5Y*
9.13%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRM Long/Short Opportunities Fund

Quantitative U.S. Long/Short Equity Portfolio

Often compared with CRIHX:
CRIHX vs. QLEIXCRIHX vs. SPYCRIHX vs. SNOIXCRIHX vs. PHSWXCRIHX vs. ASILXCRIHX vs. BTPIXCRIHX vs. MNWIX
Often compared with GTAPX:
GTAPX vs. QAMNXGTAPX vs. SPYGTAPX vs. SAOAXGTAPX vs. GARIXGTAPX vs. RLSIXGTAPX vs. VMNIXGTAPX vs. ATESX

CRIHX vs. GTAPX - Expense Ratio Comparison

CRIHX has a 1.60% expense ratio, which is higher than GTAPX's 1.25% expense ratio.

CRIHX
CRM Long/Short Opportunities Fund
GTAPX
Quantitative U.S. Long/Short Equity Portfolio

Return for Risk

CRIHX vs. GTAPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRIHX
CRIHX Risk / Return Rank: 2020
Overall Rank
CRIHX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 2020
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 1616
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 2020
Martin Ratio Rank
GTAPX
GTAPX Risk / Return Rank: 8989
Overall Rank
GTAPX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GTAPX Sortino Ratio Rank: 8888
Sortino Ratio Rank
GTAPX Omega Ratio Rank: 8181
Omega Ratio Rank
GTAPX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GTAPX Martin Ratio Rank: 9393
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.

CRIHX vs. GTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX). 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.

CRIHXGTAPXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.81

-1.14

Sortino ratio

Return per unit of downside risk

1.03

2.63

-1.60

Omega ratio

Gain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratio

Return relative to maximum drawdown

1.00

3.53

-2.53

Martin ratio

Return relative to average drawdown

3.08

12.62

-9.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRIHX vs. GTAPX - Sharpe Ratio Comparison

The current CRIHX Sharpe Ratio is 0.67, which is lower than the GTAPX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CRIHX and GTAPX, 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

CRIHXGTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.81

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.84

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Correlation

The correlation between CRIHX and GTAPX is 0.51, 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

CRIHX vs. GTAPX - Dividend Comparison

CRIHX has not paid dividends to shareholders, while GTAPX's dividend yield for the trailing twelve months is around 15.62%.

TTM202520242023202220212020201920182017
CRIHX
CRM Long/Short Opportunities Fund		0.00%0.00%8.11%2.32%1.55%0.75%8.83%0.03%1.75%0.24%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		15.62%16.63%11.79%11.23%0.00%0.00%0.00%0.96%0.00%0.00%

Drawdowns

CRIHX vs. GTAPX - Drawdown Comparison

The maximum CRIHX drawdown since its inception was -21.33%, smaller than the maximum GTAPX drawdown of -30.40%. Use the drawdown chart below to compare losses from any high point for CRIHX and GTAPX.

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Drawdown Indicators

CRIHXGTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-21.33%

-30.40%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-3.01%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-12.21%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.40%

—

Current Drawdown

Current decline from peak

-7.10%

-0.82%

-6.28%

Average Drawdown

Average peak-to-trough decline

-4.15%

-7.09%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.16%

+1.80%

Volatility

CRIHX vs. GTAPX - Volatility Comparison

CRM Long/Short Opportunities Fund (CRIHX) has a higher volatility of 4.66% compared to Quantitative U.S. Long/Short Equity Portfolio (GTAPX) at 1.86%. This indicates that CRIHX's price experiences larger fluctuations and is considered to be riskier than GTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CRIHXGTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

1.86%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

5.09%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

8.17%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

10.89%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

10.20%

+0.81%