CRIMX vs. VSEQX

Last updated Jun 24, 2026

CRIMX (CRM Mid Cap Value Fund) and VSEQX (Vanguard Strategic Equity Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, CRIMX returned 11.35%/yr vs 13.69%/yr for VSEQX. Their correlation of 0.92 suggests significant overlap in exposure. CRIMX charges 0.98%/yr vs 0.17%/yr for VSEQX.

Performance

CRIMX vs. VSEQX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with CRIMX having a 18.16% return and VSEQX slightly lower at 17.68%. Over the past 10 years, CRIMX has underperformed VSEQX with an annualized return of 11.35%, while VSEQX has yielded a comparatively higher 13.69% annualized 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%

VSEQX

• 1D: 0.55%
• 1M: 3.47%
• YTD: 17.68%
• 6M: 15.76%
• 1Y: 35.93%
• 3Y*: 21.51%
• 5Y*: 12.44%
• 10Y*: 13.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRIMX vs. VSEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRIMX CRM Mid Cap Value Fund	18.16%	9.15%	8.84%	6.58%	-9.22%	29.14%	10.75%	24.87%	-7.00%	19.25%
VSEQX Vanguard Strategic Equity Fund	17.68%	15.32%	16.67%	19.31%	-11.90%	30.83%	10.26%	26.76%	-11.86%	12.36%

Correlation

The correlation between CRIMX and VSEQX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 31, 1997	0.92

The correlation between CRIMX and VSEQX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

CRIMX vs. VSEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRIMX

CRIMX Risk / Return Rank: 53
CRIMX Sharpe Ratio Rank: 51
CRIMX Sortino Ratio Rank: 54
CRIMX Omega Ratio Rank: 45
CRIMX Calmar Ratio Rank: 60
CRIMX Martin Ratio Rank: 54

VSEQX

VSEQX Risk / Return Rank: 83
VSEQX Sharpe Ratio Rank: 81
VSEQX Sortino Ratio Rank: 77
VSEQX Omega Ratio Rank: 69
VSEQX Calmar Ratio Rank: 93
VSEQX Martin Ratio Rank: 94

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. VSEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Mid Cap Value Fund (CRIMX) and Vanguard Strategic Equity Fund (VSEQX). 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	VSEQX	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.45	-0.50
Sortino ratio: Return per unit of downside risk	2.83	3.37	-0.54
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.85	4.93	-2.08
Martin ratio: Return relative to average drawdown	10.31	18.91	-8.61

CRIMX vs. VSEQX - Sharpe Ratio Comparison

The current CRIMX Sharpe Ratio is 1.94, which is comparable to the VSEQX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CRIMX and VSEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRIMX vs. VSEQX - Drawdown Comparison

The maximum CRIMX drawdown since its inception was -49.69%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for CRIMX and VSEQX.

Drawdown Indicators

	CRIMX	VSEQX	Difference
Max Drawdown Largest peak-to-trough decline	-49.69%	-63.55%	+13.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-7.60%	-4.75%
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	-24.73%	+0.66%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	-24.73%	+0.66%
Max Drawdown (10Y) Largest decline over 10 years	-39.68%	-44.08%	+4.40%
Current Drawdown Current decline from peak	0.00%	-0.05%	+0.05%
Average Drawdown Average peak-to-trough decline	-7.42%	-9.05%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	1.98%	+1.43%

Volatility

CRIMX vs. VSEQX - Volatility Comparison

CRM Mid Cap Value Fund (CRIMX) has a higher volatility of 6.32% compared to Vanguard Strategic Equity Fund (VSEQX) at 4.41%. This indicates that CRIMX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRIMX	VSEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.32%	4.41%	+1.91%
Volatility (6M) Calculated over the trailing 6-month period	14.40%	11.09%	+3.31%
Volatility (1Y) Calculated over the trailing 1-year period	18.15%	15.34%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.60%	19.97%	-1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.11%	21.44%	-2.33%

CRIMX vs. VSEQX - Expense Ratio Comparison

CRIMX has a 0.98% expense ratio, which is higher than VSEQX's 0.17% expense ratio.

Dividends

CRIMX vs. VSEQX - Dividend Comparison

CRIMX's dividend yield for the trailing twelve months is around 5.03%, less than VSEQX's 9.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VSEQX Vanguard Strategic Equity Fund	9.48%	11.16%	11.36%	6.11%	11.77%	21.36%	1.77%	2.92%	10.34%	7.05%	3.13%	12.28%

Frequently Asked Questions

Can I hold both CRIMX and VSEQX in my portfolio?

With a correlation of 0.90, CRIMX and VSEQX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CRIMX or VSEQX?

CRIMX has higher volatility (6.32%) compared to VSEQX (4.41%). In terms of maximum drawdown, CRIMX dropped -49.69% vs VSEQX's -63.55%.

Which has better risk-adjusted returns?

VSEQX currently has the higher Sharpe Ratio (2.45 vs 1.94), 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.