CRMAX vs. DDDIX
CRMAX (CRM Small/Mid Cap Value Fund) and DDDIX (13D Activist Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, CRMAX returned 11.15%/yr vs 10.18%/yr for DDDIX. Their correlation of 0.86 means they have usually moved in the same direction. CRMAX charges 1.19%/yr vs 1.51%/yr for DDDIX.
Performance
CRMAX vs. DDDIX - Performance Comparison
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Returns By Period
In the year-to-date period, CRMAX achieves a 20.39% return, which is significantly lower than DDDIX's 28.42% return. Over the past 10 years, CRMAX has outperformed DDDIX with an annualized return of 11.15%, while DDDIX has yielded a comparatively lower 10.18% annualized return.
CRMAX
- 1D
- 0.70%
- 1M
- -2.79%
- 6M
- 14.20%
- YTD
- 20.39%
- 1Y
- 34.38%
- 3Y*
- 13.64%
- 5Y*
- 8.29%
- 10Y*
- 11.15%
- ALL TIME*
- 9.77%
DDDIX
- 1D
- 0.56%
- 1M
- -3.71%
- 6M
- 25.23%
- YTD
- 28.42%
- 1Y
- 39.46%
- 3Y*
- 11.72%
- 5Y*
- 4.41%
- 10Y*
- 10.18%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
DDDIX 13D Activist Fund | $0.00 | $0.00 | $0.00 |
CRMAX vs. DDDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRMAX CRM Small/Mid Cap Value Fund | 20.39% | 3.89% | 16.52% | 8.77% | -10.82% | 26.46% | 13.02% | 25.69% | -7.84% | 13.97% |
DDDIX 13D Activist Fund | 28.42% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
Correlation
The correlation between CRMAX and DDDIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.86 |
The correlation between CRMAX and DDDIX shifts across timeframes, from 0.67 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRMAX vs. DDDIX — Risk / Return Rank
CRMAX
DDDIX
CRMAX vs. DDDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Small/Mid Cap Value Fund (CRMAX) and 13D Activist Fund (DDDIX). 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.
| CRMAX | DDDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.31 | -0.87 |
| Martin ratioReturn relative to average drawdown | 8.08 | 10.56 | -2.48 |
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Drawdowns
CRMAX vs. DDDIX - Drawdown Comparison
The maximum CRMAX drawdown since its inception was -49.36%, which is greater than DDDIX's maximum drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for CRMAX and DDDIX.
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Drawdown Indicators
| CRMAX | DDDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.36% | -43.82% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -10.82% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -28.76% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.73% | -28.76% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | -43.82% | +2.26% |
Current DrawdownCurrent decline from peak | -5.85% | -4.57% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -7.10% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.38% | +0.47% |
Volatility
CRMAX vs. DDDIX - Volatility Comparison
CRM Small/Mid Cap Value Fund (CRMAX) and 13D Activist Fund (DDDIX) have volatilities of 4.73% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMAX | DDDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.80% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 14.46% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 20.36% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 20.27% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 20.95% | -0.19% |
CRMAX vs. DDDIX - Expense Ratio Comparison
CRMAX has a 1.19% expense ratio, which is lower than DDDIX's 1.51% expense ratio.
Dividends
CRMAX vs. DDDIX - Dividend Comparison
CRMAX's dividend yield for the trailing twelve months is around 4.34%, more than DDDIX's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMAX CRM Small/Mid Cap Value Fund | 4.34% | 5.23% | 15.07% | 0.64% | 6.41% | 35.31% | 5.86% | 2.68% | 18.13% | 29.30% | 2.13% | 12.11% |
DDDIX 13D Activist Fund | 3.60% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
Frequently Asked Questions
CRMAX and DDDIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDDIX has higher volatility (4.80%) compared to CRMAX (4.73%). In terms of maximum drawdown, CRMAX dropped -49.36% vs DDDIX's -43.82%.
DDDIX currently has the higher Sharpe Ratio (1.76 vs 1.52), 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.
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