DMA vs. CMNVX
DMA (Dimensional Managed Account Fund) and CMNVX (Catholic Responsible Investments Magnus 45/55 Fund) are both Diversified Portfolio funds. Over the past 3 years, DMA returned 22.10%/yr vs 11.13%/yr for CMNVX. At a 0.30 correlation, their price movements are largely independent. DMA charges 0.03%/yr vs 0.15%/yr for CMNVX.
Performance
DMA vs. CMNVX - Performance Comparison
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Returns By Period
In the year-to-date period, DMA achieves a -10.88% return, which is significantly lower than CMNVX's 5.75% return.
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
CMNVX
- 1D
- -0.17%
- 1M
- 1.15%
- YTD
- 5.75%
- 6M
- 5.54%
- 1Y
- 13.23%
- 3Y*
- 11.13%
- 5Y*
- —
- 10Y*
- —
DMA vs. CMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 41.06% | -3.81% | -37.55% |
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 5.75% | 11.29% | 9.60% | 13.32% | -13.30% |
Correlation
The correlation between DMA and CMNVX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.30 |
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Return for Risk
DMA vs. CMNVX — Risk / Return Rank
DMA
CMNVX
DMA vs. CMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) and Catholic Responsible Investments Magnus 45/55 Fund (CMNVX). 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.
| DMA | CMNVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.72 | -2.82 |
| Martin ratioReturn relative to average drawdown | -0.29 | 11.77 | -12.07 |
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Drawdowns
DMA vs. CMNVX - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, which is greater than CMNVX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for DMA and CMNVX.
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Drawdown Indicators
| DMA | CMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -18.25% | -34.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -5.15% | -13.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -8.14% | -10.20% |
Current DrawdownCurrent decline from peak | -12.47% | -0.26% | -12.21% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -4.93% | -20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 1.18% | +5.38% |
Volatility
DMA vs. CMNVX - Volatility Comparison
Dimensional Managed Account Fund (DMA) has a higher volatility of 8.23% compared to Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) at 2.63%. This indicates that DMA's price experiences larger fluctuations and is considered to be riskier than CMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMA | CMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 2.63% | +5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 5.53% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 6.71% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 8.29% | +18.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 8.29% | +18.95% |
DMA vs. CMNVX - Expense Ratio Comparison
DMA has a 0.03% expense ratio, which is lower than CMNVX's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMA vs. CMNVX - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.60%, more than CMNVX's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CMNVX Catholic Responsible Investments Magnus 45/55 Fund | 4.44% | 4.70% | 2.92% | 2.51% | 1.57% | 0.08% |
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% |
Frequently Asked Questions
DMA and CMNVX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to CMNVX (2.63%). In terms of maximum drawdown, DMA dropped -53.24% vs CMNVX's -18.25%.
CMNVX currently has the higher Sharpe Ratio (2.09 vs -0.13), 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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