CRIHX vs. LSOFX
CRIHX (CRM Long/Short Opportunities Fund) and LSOFX (LS Opportunity Fund - Institutional Class) are both Long-Short funds. Over the past 5 years, CRIHX returned 5.91%/yr vs 5.76%/yr for LSOFX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. CRIHX charges 1.60%/yr vs 1.95%/yr for LSOFX.
Performance
CRIHX vs. LSOFX - Performance Comparison
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Returns By Period
In the year-to-date period, CRIHX achieves a 7.80% return, which is significantly higher than LSOFX's 4.61% return.
CRIHX
- 1D
- 0.22%
- 1M
- -3.32%
- 6M
- 3.79%
- YTD
- 7.80%
- 1Y
- 15.05%
- 3Y*
- 7.53%
- 5Y*
- 5.91%
- 10Y*
- —
- ALL TIME*
- 5.68%
LSOFX
- 1D
- 0.13%
- 1M
- 1.85%
- 6M
- 3.01%
- YTD
- 4.61%
- 1Y
- 6.58%
- 3Y*
- 6.99%
- 5Y*
- 5.76%
- 10Y*
- 7.10%
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CRIHX vs. LSOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRIHX CRM Long/Short Opportunities Fund | 7.80% | -1.55% | 17.72% | 6.06% | -4.24% | 5.91% | 20.44% | 12.95% | -8.43% | 4.49% |
LSOFX LS Opportunity Fund - Institutional Class | 4.61% | 3.85% | 8.28% | 11.00% | -3.12% | 12.42% | 4.35% | 18.31% | -3.57% | 9.59% |
Correlation
The correlation between CRIHX and LSOFX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2016 | 0.68 |
The correlation between CRIHX and LSOFX has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
CRIHX vs. LSOFX — Risk / Return Rank
CRIHX
LSOFX
CRIHX vs. LSOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) and LS Opportunity Fund - Institutional Class (LSOFX). 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.
| CRIHX | LSOFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.00 | +0.51 |
| Martin ratioReturn relative to average drawdown | 4.19 | 2.90 | +1.29 |
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Drawdowns
CRIHX vs. LSOFX - Drawdown Comparison
The maximum CRIHX drawdown since its inception was -21.33%, roughly equal to the maximum LSOFX drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for CRIHX and LSOFX.
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Drawdown Indicators
| CRIHX | LSOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.33% | -22.05% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.07% | -5.36% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -10.43% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.87% | -13.00% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.05% | — |
Current DrawdownCurrent decline from peak | -7.32% | 0.00% | -7.32% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -3.31% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.85% | +1.41% |
Volatility
CRIHX vs. LSOFX - Volatility Comparison
CRM Long/Short Opportunities Fund (CRIHX) has a higher volatility of 3.92% compared to LS Opportunity Fund - Institutional Class (LSOFX) at 2.99%. This indicates that CRIHX's price experiences larger fluctuations and is considered to be riskier than LSOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRIHX | LSOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 2.99% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 6.24% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 8.16% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.27% | 9.76% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 10.24% | +0.97% |
CRIHX vs. LSOFX - Expense Ratio Comparison
CRIHX has a 1.60% expense ratio, which is lower than LSOFX's 1.95% expense ratio.
Dividends
CRIHX vs. LSOFX - Dividend Comparison
CRIHX has not paid dividends to shareholders, while LSOFX's dividend yield for the trailing twelve months is around 32.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
LSOFX LS Opportunity Fund - Institutional Class | 32.10% | 4.81% | 0.98% | 0.00% | 5.27% | 4.35% | 1.28% | 2.35% | 2.71% | 3.91% | 0.00% | 6.74% |
Frequently Asked Questions
CRIHX and LSOFX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRIHX has higher volatility (3.92%) compared to LSOFX (2.99%). In terms of maximum drawdown, CRIHX dropped -21.33% vs LSOFX's -22.05%.
CRIHX currently has the higher Sharpe Ratio (0.95 vs 0.66), 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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