CRIMX vs. PREIX
Compare and contrast key facts about CRM Mid Cap Value Fund (CRIMX) and T. Rowe Price Equity Index 500 Fund (PREIX).
CRIMX is managed by CRM. It was launched on Jan 6, 1998. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRIMX or PREIX.
Key characteristics
| CRIMX | PREIX | |
|---|---|---|
| YTD Return | 6.80% | 11.80% |
| 1Y Return | 17.48% | 30.92% |
| 3Y Return (Ann) | 3.59% | 9.86% |
| 5Y Return (Ann) | 9.70% | 14.88% |
| 10Y Return (Ann) | 9.38% | 12.81% |
| Sharpe Ratio | 1.17 | 2.59 |
| Daily Std Dev | 15.91% | 11.62% |
| Max Drawdown | -49.69% | -55.32% |
| Current Drawdown | -2.60% | 0.00% |
Correlation
The correlation between CRIMX and PREIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CRIMX vs. PREIX - Performance Comparison
In the year-to-date period, CRIMX achieves a 6.80% return, which is significantly lower than PREIX's 11.80% return. Over the past 10 years, CRIMX has underperformed PREIX with an annualized return of 9.38%, while PREIX has yielded a comparatively higher 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CRIMX vs. PREIX - Expense Ratio Comparison
CRIMX has a 0.98% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Risk-Adjusted Performance
CRIMX vs. PREIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Mid Cap Value Fund (CRIMX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.
Dividends
CRIMX vs. PREIX - Dividend Comparison
CRIMX's dividend yield for the trailing twelve months is around 5.85%, more than PREIX's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRIMX CRM Mid Cap Value Fund | 5.85% | 6.25% | 4.33% | 19.21% | 2.03% | 3.01% | 10.26% | 20.06% | 4.13% | 40.25% | 29.07% | 17.54% |
PREIX T. Rowe Price Equity Index 500 Fund | 1.20% | 1.32% | 1.50% | 1.56% | 1.97% | 1.96% | 2.60% | 1.74% | 2.03% | 2.02% | 1.69% | 1.63% |
Drawdowns
CRIMX vs. PREIX - Drawdown Comparison
The maximum CRIMX drawdown since its inception was -49.69%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for CRIMX and PREIX. For additional features, visit the drawdowns tool.
Volatility
CRIMX vs. PREIX - Volatility Comparison
CRM Mid Cap Value Fund (CRIMX) and T. Rowe Price Equity Index 500 Fund (PREIX) have volatilities of 3.25% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.