CRMAX vs. CRMEX
Compare and contrast key facts about CRM Small/Mid Cap Value Fund (CRMAX) and CRM All Cap Value Fund (CRMEX).
CRMAX is managed by CRM. It was launched on Sep 1, 2004. CRMEX is managed by CRM. It was launched on Oct 24, 2006.
Performance
CRMAX vs. CRMEX - Performance Comparison
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CRMAX vs. CRMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CRMEX CRM All Cap Value Fund | -0.29% | 11.04% | 15.55% | 5.43% | -9.73% | 21.44% | 14.59% | 22.36% | -13.87% | 18.55% |
Returns By Period
The year-to-date returns for both stocks are quite close, with CRMAX having a -0.28% return and CRMEX slightly lower at -0.29%. Over the past 10 years, CRMAX has outperformed CRMEX with an annualized return of 9.72%, while CRMEX has yielded a comparatively lower 8.96% annualized return.
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%
CRMEX
- 1D
- 3.59%
- 1M
- -7.72%
- YTD
- -0.29%
- 6M
- 6.39%
- 1Y
- 21.90%
- 3Y*
- 10.84%
- 5Y*
- 5.99%
- 10Y*
- 8.96%
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CRMAX vs. CRMEX - Expense Ratio Comparison
CRMAX has a 1.19% expense ratio, which is lower than CRMEX's 1.34% expense ratio.
Return for Risk
CRMAX vs. CRMEX — Risk / Return Rank
CRMAX
CRMEX
CRMAX vs. CRMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Small/Mid Cap Value Fund (CRMAX) and CRM All Cap Value Fund (CRMEX). 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.
| CRMAX | CRMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.92 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.39 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.47 | -0.29 |
Martin ratioReturn relative to average drawdown | 3.84 | 5.26 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRMAX | CRMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.92 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.30 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.44 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.33 | +0.11 |
Correlation
The correlation between CRMAX and CRMEX 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. CRMEX - Dividend Comparison
CRMAX's dividend yield for the trailing twelve months is around 5.25%, less than CRMEX's 9.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CRMEX CRM All Cap Value Fund | 9.51% | 9.49% | 11.02% | 1.92% | 7.25% | 22.91% | 2.70% | 6.13% | 26.31% | 16.83% | 4.64% | 29.97% |
Drawdowns
CRMAX vs. CRMEX - Drawdown Comparison
The maximum CRMAX drawdown since its inception was -49.36%, smaller than the maximum CRMEX drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for CRMAX and CRMEX.
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Drawdown Indicators
| CRMAX | CRMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.36% | -53.72% | +4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.31% | -15.12% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -27.73% | -25.73% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | -42.66% | +1.10% |
Current DrawdownCurrent decline from peak | -9.74% | -9.06% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -9.12% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.24% | +0.19% |
Volatility
CRMAX vs. CRMEX - Volatility Comparison
The current volatility for CRM Small/Mid Cap Value Fund (CRMAX) is 7.84%, while CRM All Cap Value Fund (CRMEX) has a volatility of 8.57%. This indicates that CRMAX experiences smaller price fluctuations and is considered to be less risky than CRMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMAX | CRMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 8.57% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 14.58% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.32% | 24.25% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 20.11% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 20.42% | +0.18% |