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CRIMX vs. QCGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CRIMX vs. QCGDX

Last updated Jun 24, 2026

CRIMX (CRM Mid Cap Value Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, CRIMX returned 8.14%/yr vs 9.08%/yr for QCGDX. A 0.78 correlation means they provide meaningful diversification when combined. CRIMX charges 0.98%/yr vs 1.68%/yr for QCGDX.

Performance

CRIMX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Mid Cap Value Fund (CRIMX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRIMX achieves a 18.16% return, which is significantly higher than QCGDX's 16.84% return.

CRIMX

1D
0.58%
1M
7.13%
YTD
18.16%
6M
16.57%
1Y
33.55%
3Y*
15.32%
5Y*
8.14%
10Y*
11.35%

QCGDX

1D
-0.06%
1M
0.63%
YTD
16.84%
6M
16.10%
1Y
22.20%
3Y*
12.91%
5Y*
9.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRIMX vs. QCGDX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CRIMX
CRM Mid Cap Value Fund		18.16%9.15%8.84%6.58%-9.22%29.14%10.75%0.18%
QCGDX
Quantified Common Ground Fund		16.84%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%

Correlation

The correlation between CRIMX and QCGDX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.78

The correlation between CRIMX and QCGDX has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CRM Mid Cap Value Fund

Quantified Common Ground Fund

Often compared with CRIMX:
CRIMX vs. PREIXCRIMX vs. CRMEXCRIMX vs. CRMSXCRIMX vs. CRMAXCRIMX vs. BIGTXCRIMX vs. CRIHXCRIMX vs. GTSGX
Often compared with QCGDX:
QCGDX vs. QEVOXQCGDX vs. QSPMXQCGDX vs. RSINXQCGDX vs. VIIIXQCGDX vs. KAMIXQCGDX vs. TARKXQCGDX vs. QSTFX

Return for Risk

CRIMX vs. QCGDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRIMX
CRIMX Risk / Return Rank: 5353
Overall Rank
CRIMX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CRIMX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CRIMX Omega Ratio Rank: 4545
Omega Ratio Rank
CRIMX Calmar Ratio Rank: 6060
Calmar Ratio Rank
CRIMX Martin Ratio Rank: 5454
Martin Ratio Rank
QCGDX
QCGDX Risk / Return Rank: 5353
Overall Rank
QCGDX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 4444
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 7575
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.

CRIMX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Mid Cap Value Fund (CRIMX) and Quantified Common Ground Fund (QCGDX). 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.

CRIMXQCGDXDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.73

+0.22

Sortino ratioReturn per unit of downside risk
2.83
2.41

+0.41

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.85

2.96

-0.11

Martin ratioReturn relative to average drawdown

10.31

13.27

-2.97

CRIMX vs. QCGDX - Sharpe Ratio Comparison

The current CRIMX Sharpe Ratio is 1.94, which is comparable to the QCGDX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CRIMX and QCGDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CRIMX vs. QCGDX - Drawdown Comparison

The maximum CRIMX drawdown since its inception was -49.69%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for CRIMX and QCGDX.

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Drawdown Indicators

CRIMXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-22.37%

-27.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-7.92%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-24.07%

-16.10%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-20.18%

-3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.68%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.40%

+1.40%

Average Drawdown

Average peak-to-trough decline

-7.42%

-6.10%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.76%

+1.65%

Volatility

CRIMX vs. QCGDX - Volatility Comparison

The current volatility for CRM Mid Cap Value Fund (CRIMX) is 6.32%, while Quantified Common Ground Fund (QCGDX) has a volatility of 7.34%. This indicates that CRIMX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CRIMXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

7.34%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

11.31%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

13.58%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

14.98%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

16.61%

+2.50%

CRIMX vs. QCGDX - Expense Ratio Comparison

CRIMX has a 0.98% expense ratio, which is lower than QCGDX's 1.68% expense ratio.

Dividends

CRIMX vs. QCGDX - Dividend Comparison

CRIMX's dividend yield for the trailing twelve months is around 5.03%, more than QCGDX's 0.59% yield.

PositionTTM20252024202320222021202020192018201720162015
CRIMX
CRM Mid Cap Value Fund		5.03%5.94%9.75%6.25%4.33%19.21%2.03%3.01%10.26%20.06%4.13%40.25%
QCGDX
Quantified Common Ground Fund		0.59%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CRIMX and QCGDX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCGDX has higher volatility (7.34%) compared to CRIMX (6.32%). In terms of maximum drawdown, CRIMX dropped -49.69% vs QCGDX's -22.37%.

CRIMX currently has the higher Sharpe Ratio (1.94 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for CRIMX and QCGDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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