CRMVX vs. LCRDX

Last updated Jun 5, 2026

CRMVX (Potomac Managed Volatility Fund) and LCRDX (Lord Abbett Credit Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, CRMVX returned 2.60%/yr vs 3.36%/yr for LCRDX. At a 0.27 correlation, their price movements are largely independent. CRMVX charges 1.62%/yr vs 1.39%/yr for LCRDX.

Performance

CRMVX vs. LCRDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Potomac Managed Volatility Fund (CRMVX) and Lord Abbett Credit Opportunities Fund (LCRDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRMVX achieves a 1.81% return, which is significantly lower than LCRDX's 2.26% return.

CRMVX

• 1D: -0.39%
• 1M: -0.69%
• YTD: 1.81%
• 6M: 2.14%
• 1Y: 7.78%
• 3Y*: 4.26%
• 5Y*: 2.60%
• 10Y*: —

LCRDX

• 1D: 0.00%
• 1M: 0.89%
• YTD: 2.26%
• 6M: 1.57%
• 1Y: 7.65%
• 3Y*: 8.23%
• 5Y*: 3.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRMVX vs. LCRDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CRMVX Potomac Managed Volatility Fund	1.81%	4.91%	1.22%	0.25%	4.76%	0.61%	3.98%
LCRDX Lord Abbett Credit Opportunities Fund	2.26%	5.03%	10.16%	11.25%	-13.00%	12.19%	20.37%

Correlation

The correlation between CRMVX and LCRDX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jul 2, 2020	0.27

The correlation between CRMVX and LCRDX shifts across timeframes, from 0.12 (1 year) to 0.33 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

CRMVX vs. LCRDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRMVX

CRMVX Risk / Return Rank: 64
CRMVX Sharpe Ratio Rank: 46
CRMVX Sortino Ratio Rank: 46
CRMVX Omega Ratio Rank: 53
CRMVX Calmar Ratio Rank: 92
CRMVX Martin Ratio Rank: 83

LCRDX

LCRDX Risk / Return Rank: 43
LCRDX Sharpe Ratio Rank: 42
LCRDX Sortino Ratio Rank: 61
LCRDX Omega Ratio Rank: 56
LCRDX Calmar Ratio Rank: 35
LCRDX Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRMVX vs. LCRDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Potomac Managed Volatility Fund (CRMVX) and Lord Abbett Credit Opportunities Fund (LCRDX). 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.

	CRMVX	LCRDX	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.84	+0.13
Sortino ratio: Return per unit of downside risk	2.80	3.21	-0.41
Omega ratio: Gain probability vs. loss probability	1.40	1.40	-0.01
Calmar ratio: Return relative to maximum drawdown	4.96	2.18	+2.78
Martin ratio: Return relative to average drawdown	15.29	4.94	+10.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRMVX vs. LCRDX - Sharpe Ratio Comparison

The current CRMVX Sharpe Ratio is 1.98, which is comparable to the LCRDX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CRMVX and LCRDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRMVX	LCRDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.84	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.72	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.92	-0.92

Drawdowns

CRMVX vs. LCRDX - Drawdown Comparison

The maximum CRMVX drawdown since its inception was -97.39%, which is greater than LCRDX's maximum drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for CRMVX and LCRDX.

Drawdown Indicators

	CRMVX	LCRDX	Difference
Max Drawdown Largest peak-to-trough decline	-97.39%	-22.75%	-74.64%
Max Drawdown (1Y) Largest decline over 1 year	-1.62%	-3.64%	+2.02%
Max Drawdown (3Y) Largest decline over 3 years	-97.39%	-6.95%	-90.44%
Max Drawdown (5Y) Largest decline over 5 years	-97.39%	-13.62%	-83.77%
Current Drawdown Current decline from peak	-97.11%	-0.06%	-97.05%
Average Drawdown Average peak-to-trough decline	-24.30%	-4.28%	-20.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.52%	1.60%	-1.08%

Volatility

CRMVX vs. LCRDX - Volatility Comparison

Potomac Managed Volatility Fund (CRMVX) and Lord Abbett Credit Opportunities Fund (LCRDX) have volatilities of 1.34% and 1.32%, 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.

Volatility by Period

	CRMVX	LCRDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.34%	1.32%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	3.17%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	4.07%	4.30%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,597.76%	4.68%	+1,593.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,468.01%	5.82%	+1,462.19%

CRMVX vs. LCRDX - Expense Ratio Comparison

CRMVX has a 1.62% expense ratio, which is higher than LCRDX's 1.39% expense ratio.

Dividends

CRMVX vs. LCRDX - Dividend Comparison

CRMVX's dividend yield for the trailing twelve months is around 5.65%, less than LCRDX's 10.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CRMVX Potomac Managed Volatility Fund	5.65%	5.75%	3.75%	2.74%	0.57%	2.59%	0.95%
LCRDX Lord Abbett Credit Opportunities Fund	10.35%	9.81%	9.09%	9.54%	5.10%	9.71%	4.24%

Frequently Asked Questions

Can I hold both CRMVX and LCRDX in my portfolio?

CRMVX and LCRDX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRMVX or LCRDX?

CRMVX has higher volatility (1.34%) compared to LCRDX (1.32%). In terms of maximum drawdown, CRMVX dropped -97.39% vs LCRDX's -22.75%.

Which has better risk-adjusted returns?

CRMVX currently has the higher Sharpe Ratio (1.98 vs 1.84), 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.