CRIMX vs. FIIAX
CRIMX (CRM Mid Cap Value Fund) and FIIAX (Fidelity Advisor Mid Cap II Fund Class A) are both Mid Cap Blend Equities funds. Over the past 10 years, CRIMX returned 10.69%/yr vs 12.09%/yr for FIIAX. Their correlation of 0.92 suggests significant overlap in exposure. CRIMX charges 0.98%/yr vs 1.00%/yr for FIIAX.
Performance
CRIMX vs. FIIAX - Performance Comparison
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Returns By Period
In the year-to-date period, CRIMX achieves a 15.90% return, which is significantly lower than FIIAX's 24.38% return. Over the past 10 years, CRIMX has underperformed FIIAX with an annualized return of 10.69%, while FIIAX has yielded a comparatively higher 12.09% annualized return.
CRIMX
- 1D
- 0.56%
- 1M
- 0.48%
- 6M
- 10.42%
- YTD
- 15.90%
- 1Y
- 25.89%
- 3Y*
- 12.96%
- 5Y*
- 7.72%
- 10Y*
- 10.69%
FIIAX
- 1D
- -0.45%
- 1M
- 0.21%
- 6M
- 19.13%
- YTD
- 24.38%
- 1Y
- 35.87%
- 3Y*
- 17.80%
- 5Y*
- 10.51%
- 10Y*
- 12.09%
CRIMX vs. FIIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRIMX CRM Mid Cap Value Fund | 15.90% | 9.15% | 8.84% | 6.58% | -9.22% | 29.14% | 10.75% | 24.87% | -7.00% | 19.25% |
FIIAX Fidelity Advisor Mid Cap II Fund Class A | 24.38% | 7.21% | 16.96% | 14.68% | -15.04% | 24.94% | 18.34% | 23.32% | -15.21% | 20.32% |
Correlation
The correlation between CRIMX and FIIAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2004 | 0.92 |
The correlation between CRIMX and FIIAX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
CRIMX vs. FIIAX — Risk / Return Rank
CRIMX
FIIAX
CRIMX vs. FIIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Mid Cap Value Fund (CRIMX) and Fidelity Advisor Mid Cap II Fund Class A (FIIAX). 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.
| CRIMX | FIIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.57 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.22 | 14.01 | -6.79 |
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Drawdowns
CRIMX vs. FIIAX - Drawdown Comparison
The maximum CRIMX drawdown since its inception was -49.69%, smaller than the maximum FIIAX drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for CRIMX and FIIAX.
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Drawdown Indicators
| CRIMX | FIIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.69% | -53.35% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -9.83% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -28.25% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -28.25% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -39.68% | -42.33% | +2.65% |
Current DrawdownCurrent decline from peak | -3.59% | -3.16% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -8.17% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.50% | +0.96% |
Volatility
CRIMX vs. FIIAX - Volatility Comparison
CRM Mid Cap Value Fund (CRIMX) has a higher volatility of 6.69% compared to Fidelity Advisor Mid Cap II Fund Class A (FIIAX) at 5.78%. This indicates that CRIMX's price experiences larger fluctuations and is considered to be riskier than FIIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRIMX | FIIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.78% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 14.37% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 18.01% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 20.42% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.98% | -1.92% |
CRIMX vs. FIIAX - Expense Ratio Comparison
CRIMX has a 0.98% expense ratio, which is lower than FIIAX's 1.00% expense ratio.
Dividends
CRIMX vs. FIIAX - Dividend Comparison
CRIMX's dividend yield for the trailing twelve months is around 5.13%, less than FIIAX's 5.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRIMX CRM Mid Cap Value Fund | 5.13% | 5.94% | 9.75% | 6.25% | 4.33% | 19.21% | 2.03% | 3.01% | 10.26% | 20.06% | 4.13% | 40.25% |
FIIAX Fidelity Advisor Mid Cap II Fund Class A | 5.68% | 6.21% | 6.89% | 2.59% | 5.68% | 18.94% | 1.12% | 3.21% | 10.53% | 7.60% | 8.69% | 4.74% |
Frequently Asked Questions
CRIMX and FIIAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRIMX has higher volatility (6.69%) compared to FIIAX (5.78%). In terms of maximum drawdown, CRIMX dropped -49.69% vs FIIAX's -53.35%.
FIIAX currently has the higher Sharpe Ratio (1.95 vs 1.36), 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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