CRMSX vs. VSMAX
Compare and contrast key facts about CRM Small Cap Value Fund (CRMSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
CRMSX is managed by CRM. It was launched on Sep 29, 1995. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
CRMSX vs. VSMAX - Performance Comparison
Loading graphics...
CRMSX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRMSX CRM Small Cap Value Fund | -1.96% | 2.61% | 17.86% | 9.71% | -6.05% | 16.50% | -3.28% | 25.82% | -15.48% | 14.13% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, CRMSX achieves a -1.96% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, CRMSX has underperformed VSMAX with an annualized return of 7.39%, while VSMAX has yielded a comparatively higher 10.49% annualized return.
CRMSX
- 1D
- 2.54%
- 1M
- -6.21%
- YTD
- -1.96%
- 6M
- 3.30%
- 1Y
- 10.45%
- 3Y*
- 9.52%
- 5Y*
- 4.04%
- 10Y*
- 7.39%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRMSX vs. VSMAX - Expense Ratio Comparison
CRMSX has a 1.17% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
CRMSX vs. VSMAX — Risk / Return Rank
CRMSX
VSMAX
CRMSX vs. VSMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Small Cap Value Fund (CRMSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
| CRMSX | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.91 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.40 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.38 | -0.58 |
Martin ratioReturn relative to average drawdown | 2.43 | 5.95 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CRMSX | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.26 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.49 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Correlation
The correlation between CRMSX and VSMAX is 0.94, 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
CRMSX vs. VSMAX - Dividend Comparison
CRMSX's dividend yield for the trailing twelve months is around 10.92%, more than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMSX CRM Small Cap Value Fund | 10.92% | 10.71% | 10.29% | 4.44% | 16.87% | 12.53% | 0.46% | 7.17% | 12.30% | 16.69% | 7.54% | 23.38% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
CRMSX vs. VSMAX - Drawdown Comparison
The maximum CRMSX drawdown since its inception was -55.09%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for CRMSX and VSMAX.
Loading graphics...
Drawdown Indicators
| CRMSX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.09% | -59.68% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -14.30% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -28.14% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -47.66% | -41.82% | -5.84% |
Current DrawdownCurrent decline from peak | -9.47% | -6.11% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -9.75% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 3.32% | +1.20% |
Volatility
CRMSX vs. VSMAX - Volatility Comparison
CRM Small Cap Value Fund (CRMSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) have volatilities of 7.14% and 6.82%, 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.
Loading graphics...
Volatility by Period
| CRMSX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 6.82% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 12.61% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 21.80% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 20.74% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.72% | 21.54% | +1.18% |