CRMAX vs. FTEC
Compare and contrast key facts about CRM Small/Mid Cap Value Fund (CRMAX) and Fidelity MSCI Information Technology Index ETF (FTEC).
CRMAX is managed by CRM. It was launched on Sep 1, 2004. FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology 25/50 Index. It was launched on Oct 21, 2013.
Performance
CRMAX vs. FTEC - Performance Comparison
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CRMAX vs. FTEC - 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% |
FTEC Fidelity MSCI Information Technology Index ETF | -6.12% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 45.83% | 48.93% | -0.39% | 36.83% |
Returns By Period
In the year-to-date period, CRMAX achieves a -0.28% return, which is significantly higher than FTEC's -6.12% return. Over the past 10 years, CRMAX has underperformed FTEC with an annualized return of 9.72%, while FTEC has yielded a comparatively higher 21.28% 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%
FTEC
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.12%
- 6M
- -5.70%
- 1Y
- 30.17%
- 3Y*
- 23.47%
- 5Y*
- 15.05%
- 10Y*
- 21.28%
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CRMAX vs. FTEC - Expense Ratio Comparison
CRMAX has a 1.19% expense ratio, which is higher than FTEC's 0.08% expense ratio.
Return for Risk
CRMAX vs. FTEC — Risk / Return Rank
CRMAX
FTEC
CRMAX vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Small/Mid Cap Value Fund (CRMAX) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 | FTEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.10 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.69 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.92 | -0.73 |
Martin ratioReturn relative to average drawdown | 3.84 | 5.93 | -2.09 |
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 | FTEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.10 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.60 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.87 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.86 | -0.42 |
Correlation
The correlation between CRMAX and FTEC is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CRMAX vs. FTEC - Dividend Comparison
CRMAX's dividend yield for the trailing twelve months is around 5.25%, more than FTEC's 0.45% 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% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
Drawdowns
CRMAX vs. FTEC - Drawdown Comparison
The maximum CRMAX drawdown since its inception was -49.36%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for CRMAX and FTEC.
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Drawdown Indicators
| CRMAX | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.36% | -34.95% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.31% | -16.26% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -27.73% | -34.95% | +7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | -34.95% | -6.61% |
Current DrawdownCurrent decline from peak | -9.74% | -11.53% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -5.61% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 5.27% | -0.84% |
Volatility
CRMAX vs. FTEC - Volatility Comparison
CRM Small/Mid Cap Value Fund (CRMAX) and Fidelity MSCI Information Technology Index ETF (FTEC) have volatilities of 7.84% and 8.01%, 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 | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 8.01% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 16.40% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.32% | 27.53% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 25.11% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 24.57% | -3.97% |