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CRMAX vs. CRIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRMAX vs. CRIMX - Performance Comparison

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

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CRMAX vs. CRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRMAX
CRM Small/Mid Cap Value Fund
-0.28%3.89%16.52%8.77%-10.82%26.46%13.02%25.69%-7.84%13.97%
CRIMX
CRM Mid Cap Value Fund
0.60%9.15%8.84%6.58%-9.22%29.14%10.75%24.87%-7.00%19.25%

Returns By Period

In the year-to-date period, CRMAX achieves a -0.28% return, which is significantly lower than CRIMX's 0.60% return. Both investments have delivered pretty close results over the past 10 years, with CRMAX having a 9.72% annualized return and CRIMX not far ahead at 9.92%.


CRMAX

1D
3.00%
1M
-7.63%
YTD
-0.28%
6M
5.75%
1Y
16.75%
3Y*
8.92%
5Y*
5.22%
10Y*
9.72%

CRIMX

1D
3.02%
1M
-9.18%
YTD
0.60%
6M
4.69%
1Y
16.02%
3Y*
8.07%
5Y*
5.93%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRMAX vs. CRIMX - Expense Ratio Comparison

CRMAX has a 1.19% expense ratio, which is higher than CRIMX's 0.98% expense ratio.


Return for Risk

CRMAX vs. CRIMX — Risk / Return Rank

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

CRMAX
CRMAX Risk / Return Rank: 2929
Overall Rank
CRMAX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CRMAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
CRMAX Omega Ratio Rank: 2424
Omega Ratio Rank
CRMAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
CRMAX Martin Ratio Rank: 3030
Martin Ratio Rank

CRIMX
CRIMX Risk / Return Rank: 3030
Overall Rank
CRIMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CRIMX Sortino Ratio Rank: 2929
Sortino Ratio Rank
CRIMX Omega Ratio Rank: 2727
Omega Ratio Rank
CRIMX Calmar Ratio Rank: 3737
Calmar Ratio Rank
CRIMX Martin Ratio Rank: 3333
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. CRIMX - Risk-Adjusted Trends Comparison

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


CRMAXCRIMXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.75

-0.01

Sortino ratio

Return per unit of downside risk

1.17

1.18

-0.01

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.19

1.15

+0.04

Martin ratio

Return relative to average drawdown

3.84

4.04

-0.21

CRMAX vs. CRIMX - Sharpe Ratio Comparison

The current CRMAX Sharpe Ratio is 0.74, which is comparable to the CRIMX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CRMAX and CRIMX, 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


CRMAXCRIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.75

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.33

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.53

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.12

Correlation

The correlation between CRMAX and CRIMX is 0.96, 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. CRIMX - Dividend Comparison

CRMAX's dividend yield for the trailing twelve months is around 5.25%, less than CRIMX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
CRMAX
CRM Small/Mid Cap Value Fund
5.25%5.23%15.07%0.64%6.41%35.31%5.86%2.68%18.13%29.30%2.13%12.11%
CRIMX
CRM Mid Cap Value Fund
5.91%5.94%9.75%6.25%4.33%19.21%2.03%3.01%10.26%20.06%4.13%40.25%

Drawdowns

CRMAX vs. CRIMX - Drawdown Comparison

The maximum CRMAX drawdown since its inception was -49.36%, roughly equal to the maximum CRIMX drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for CRMAX and CRIMX.


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Drawdown Indicators


CRMAXCRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-49.36%

-49.69%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-14.59%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-27.73%

-24.07%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

-39.68%

-1.88%

Current Drawdown

Current decline from peak

-9.74%

-9.70%

-0.04%

Average Drawdown

Average peak-to-trough decline

-7.98%

-7.46%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

4.15%

+0.28%

Volatility

CRMAX vs. CRIMX - Volatility Comparison

CRM Small/Mid Cap Value Fund (CRMAX) has a higher volatility of 7.84% compared to CRM Mid Cap Value Fund (CRIMX) at 7.32%. This indicates that CRMAX's price experiences larger fluctuations and is considered to be riskier than CRIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMAXCRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

7.32%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

12.75%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.32%

22.00%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

18.30%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

18.92%

+1.68%