CRMEX vs. KMVAX
Compare and contrast key facts about CRM All Cap Value Fund (CRMEX) and Kirr Marbach Partners Value Fund (KMVAX).
CRMEX is managed by CRM. It was launched on Oct 24, 2006. KMVAX is managed by Kirr Marbach Partners. It was launched on Dec 31, 1998.
Performance
CRMEX vs. KMVAX - Performance Comparison
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CRMEX vs. KMVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
KMVAX Kirr Marbach Partners Value Fund | 1.97% | 14.44% | 27.82% | 20.42% | -16.01% | 28.83% | 2.96% | 27.03% | -19.72% | 16.12% |
Returns By Period
In the year-to-date period, CRMEX achieves a -0.29% return, which is significantly lower than KMVAX's 1.97% return. Over the past 10 years, CRMEX has underperformed KMVAX with an annualized return of 8.96%, while KMVAX has yielded a comparatively higher 10.26% annualized return.
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%
KMVAX
- 1D
- 3.26%
- 1M
- -6.04%
- YTD
- 1.97%
- 6M
- -2.72%
- 1Y
- 23.05%
- 3Y*
- 18.99%
- 5Y*
- 11.56%
- 10Y*
- 10.26%
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CRMEX vs. KMVAX - Expense Ratio Comparison
CRMEX has a 1.34% expense ratio, which is lower than KMVAX's 1.45% expense ratio.
Return for Risk
CRMEX vs. KMVAX — Risk / Return Rank
CRMEX
KMVAX
CRMEX vs. KMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM All Cap Value Fund (CRMEX) and Kirr Marbach Partners Value Fund (KMVAX). 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.
| CRMEX | KMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.20 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.79 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.17 | -0.70 |
Martin ratioReturn relative to average drawdown | 5.26 | 6.23 | -0.97 |
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
| CRMEX | KMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.20 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.63 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.51 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.40 | -0.07 |
Correlation
The correlation between CRMEX and KMVAX is 0.90, 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
CRMEX vs. KMVAX - Dividend Comparison
CRMEX's dividend yield for the trailing twelve months is around 9.51%, more than KMVAX's 5.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KMVAX Kirr Marbach Partners Value Fund | 5.19% | 5.30% | 7.58% | 3.35% | 3.57% | 3.72% | 1.35% | 2.11% | 9.38% | 6.87% | 5.64% | 0.34% |
Drawdowns
CRMEX vs. KMVAX - Drawdown Comparison
The maximum CRMEX drawdown since its inception was -53.72%, smaller than the maximum KMVAX drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for CRMEX and KMVAX.
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Drawdown Indicators
| CRMEX | KMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -65.81% | +12.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.12% | -11.33% | -3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -24.84% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -42.66% | -45.41% | +2.75% |
Current DrawdownCurrent decline from peak | -9.06% | -6.82% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -10.04% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 3.95% | +0.29% |
Volatility
CRMEX vs. KMVAX - Volatility Comparison
CRM All Cap Value Fund (CRMEX) has a higher volatility of 8.57% compared to Kirr Marbach Partners Value Fund (KMVAX) at 6.55%. This indicates that CRMEX's price experiences larger fluctuations and is considered to be riskier than KMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMEX | KMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 6.55% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 12.31% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.25% | 20.21% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.11% | 18.30% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 20.10% | +0.32% |