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CRMAX vs. AVEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRMAX vs. AVEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Small/Mid Cap Value Fund (CRMAX) and Ave Maria Value Fund (AVEMX). The values are adjusted to include any dividend payments, if applicable.

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CRMAX vs. AVEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRMAX
CRM Small/Mid Cap Value Fund
-3.18%3.89%16.52%8.77%-10.82%26.46%13.02%25.69%-7.84%13.97%
AVEMX
Ave Maria Value Fund
7.40%2.82%21.43%3.49%4.19%25.15%6.20%20.51%-8.70%17.75%

Returns By Period

In the year-to-date period, CRMAX achieves a -3.18% return, which is significantly lower than AVEMX's 7.40% return. Over the past 10 years, CRMAX has underperformed AVEMX with an annualized return of 9.40%, while AVEMX has yielded a comparatively higher 11.12% annualized return.


CRMAX

1D
-0.96%
1M
-10.00%
YTD
-3.18%
6M
2.87%
1Y
13.71%
3Y*
7.85%
5Y*
4.85%
10Y*
9.40%

AVEMX

1D
-2.30%
1M
-8.63%
YTD
7.40%
6M
4.39%
1Y
5.29%
3Y*
12.84%
5Y*
9.04%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRMAX vs. AVEMX - Expense Ratio Comparison

CRMAX has a 1.19% expense ratio, which is higher than AVEMX's 0.97% expense ratio.


Return for Risk

CRMAX vs. AVEMX — Risk / Return Rank

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

CRMAX
CRMAX Risk / Return Rank: 2424
Overall Rank
CRMAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CRMAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
CRMAX Omega Ratio Rank: 2121
Omega Ratio Rank
CRMAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CRMAX Martin Ratio Rank: 2525
Martin Ratio Rank

AVEMX
AVEMX Risk / Return Rank: 1212
Overall Rank
AVEMX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AVEMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AVEMX Omega Ratio Rank: 1212
Omega Ratio Rank
AVEMX Calmar Ratio Rank: 1212
Calmar Ratio Rank
AVEMX Martin Ratio Rank: 1111
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.

CRMAX vs. AVEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Small/Mid Cap Value Fund (CRMAX) and Ave Maria Value Fund (AVEMX). 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.


CRMAXAVEMXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.28

+0.31

Sortino ratio

Return per unit of downside risk

0.98

0.53

+0.45

Omega ratio

Gain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratio

Return relative to maximum drawdown

0.81

0.31

+0.50

Martin ratio

Return relative to average drawdown

2.65

0.76

+1.88

CRMAX vs. AVEMX - Sharpe Ratio Comparison

The current CRMAX Sharpe Ratio is 0.59, which is higher than the AVEMX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CRMAX and AVEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRMAXAVEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.28

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.49

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.60

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Correlation

The correlation between CRMAX and AVEMX is 0.89, 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.


Dividends

CRMAX vs. AVEMX - Dividend Comparison

CRMAX's dividend yield for the trailing twelve months is around 5.40%, more than AVEMX's 0.31% yield.


TTM20252024202320222021202020192018201720162015
CRMAX
CRM Small/Mid Cap Value Fund
5.40%5.23%15.07%0.64%6.41%35.31%5.86%2.68%18.13%29.30%2.13%12.11%
AVEMX
Ave Maria Value Fund
0.31%0.34%8.81%4.42%1.15%8.07%3.57%5.27%10.76%7.84%0.00%0.12%

Drawdowns

CRMAX vs. AVEMX - Drawdown Comparison

The maximum CRMAX drawdown since its inception was -49.36%, smaller than the maximum AVEMX drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for CRMAX and AVEMX.


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Drawdown Indicators


CRMAXAVEMXDifference

Max Drawdown

Largest peak-to-trough decline

-49.36%

-59.76%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-13.42%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.73%

-18.64%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

-39.76%

-1.80%

Current Drawdown

Current decline from peak

-12.36%

-9.20%

-3.16%

Average Drawdown

Average peak-to-trough decline

-7.98%

-8.63%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

5.51%

-1.12%

Volatility

CRMAX vs. AVEMX - Volatility Comparison

CRM Small/Mid Cap Value Fund (CRMAX) has a higher volatility of 7.07% compared to Ave Maria Value Fund (AVEMX) at 5.17%. This indicates that CRMAX's price experiences larger fluctuations and is considered to be riskier than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMAXAVEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

5.17%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

13.14%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

20.99%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

18.44%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

18.46%

+2.12%