CRMEX vs. DNLDX
CRMEX (CRM All Cap Value Fund) and DNLDX (BNY Mellon Active MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, CRMEX returned 10.05%/yr vs 10.16%/yr for DNLDX. Their correlation of 0.93 means they have usually moved in the same direction. CRMEX charges 1.34%/yr vs 1.00%/yr for DNLDX.
Performance
CRMEX vs. DNLDX - Performance Comparison
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Returns By Period
In the year-to-date period, CRMEX achieves a 18.27% return, which is significantly higher than DNLDX's 15.76% return. Both investments have delivered pretty close results over the past 10 years, with CRMEX having a 10.05% annualized return and DNLDX not far ahead at 10.16%.
CRMEX
- 1D
- 1.99%
- 1M
- -1.08%
- 6M
- 12.76%
- YTD
- 18.27%
- 1Y
- 32.11%
- 3Y*
- 16.29%
- 5Y*
- 9.28%
- 10Y*
- 10.05%
- ALL TIME*
- 7.71%
DNLDX
- 1D
- 1.17%
- 1M
- 1.32%
- 6M
- 12.44%
- YTD
- 15.76%
- 1Y
- 19.67%
- 3Y*
- 17.95%
- 5Y*
- 10.57%
- 10Y*
- 10.16%
- ALL TIME*
- 10.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CRMEX vs. DNLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRMEX CRM All Cap Value Fund | 18.27% | 11.04% | 15.55% | 5.43% | -9.73% | 21.44% | 14.59% | 22.36% | -13.87% | 18.55% |
DNLDX BNY Mellon Active MidCap Fund | 15.76% | 9.79% | 22.27% | 16.99% | -14.34% | 26.49% | 9.29% | 16.82% | -14.46% | 16.64% |
Correlation
The correlation between CRMEX and DNLDX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2006 | 0.93 |
The correlation between CRMEX and DNLDX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
CRMEX vs. DNLDX — Risk / Return Rank
CRMEX
DNLDX
CRMEX vs. DNLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM All Cap Value Fund (CRMEX) and BNY Mellon Active MidCap Fund (DNLDX). 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.
| CRMEX | DNLDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.03 | -0.18 |
| Martin ratioReturn relative to average drawdown | 9.73 | 11.33 | -1.60 |
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Drawdowns
CRMEX vs. DNLDX - Drawdown Comparison
The maximum CRMEX drawdown since its inception was -53.72%, smaller than the maximum DNLDX drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for CRMEX and DNLDX.
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Drawdown Indicators
| CRMEX | DNLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -63.69% | +9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -7.29% | -4.91% |
Max Drawdown (3Y)Largest decline over 3 years | -25.73% | -20.42% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -23.42% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -42.23% | -0.43% |
Current DrawdownCurrent decline from peak | -4.20% | 0.00% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -9.60% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 1.95% | +1.62% |
Volatility
CRMEX vs. DNLDX - Volatility Comparison
CRM All Cap Value Fund (CRMEX) has a higher volatility of 5.33% compared to BNY Mellon Active MidCap Fund (DNLDX) at 2.97%. This indicates that CRMEX's price experiences larger fluctuations and is considered to be riskier than DNLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMEX | DNLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.97% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.21% | 10.05% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.37% | 13.46% | +6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 18.50% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 19.46% | +1.17% |
CRMEX vs. DNLDX - Expense Ratio Comparison
CRMEX has a 1.34% expense ratio, which is higher than DNLDX's 1.00% expense ratio.
Dividends
CRMEX vs. DNLDX - Dividend Comparison
CRMEX's dividend yield for the trailing twelve months is around 8.02%, less than DNLDX's 12.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMEX CRM All Cap Value Fund | 8.02% | 9.49% | 11.02% | 1.92% | 7.25% | 22.91% | 2.70% | 6.13% | 26.31% | 16.83% | 4.64% | 29.97% |
DNLDX BNY Mellon Active MidCap Fund | 12.98% | 14.15% | 15.24% | 1.69% | 8.82% | 17.74% | 2.77% | 2.65% | 11.14% | 11.32% | 1.00% | 3.12% |
Frequently Asked Questions
With a correlation of 0.90, CRMEX and DNLDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CRMEX has higher volatility (5.33%) compared to DNLDX (2.97%). In terms of maximum drawdown, CRMEX dropped -53.72% vs DNLDX's -63.69%.
CRMEX currently has the higher Sharpe Ratio (1.71 vs 1.64), 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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