DMA vs. CMUVX
DMA (Dimensional Managed Account Fund) and CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) are both Diversified Portfolio funds. Over the past 3 years, DMA returned 22.10%/yr vs 15.54%/yr for CMUVX. At a 0.30 correlation, their price movements are largely independent. DMA charges 0.03%/yr vs 0.15%/yr for CMUVX.
Performance
DMA vs. CMUVX - 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 CMUVX's 9.18% return.
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
CMUVX
- 1D
- -0.20%
- 1M
- 1.65%
- YTD
- 9.18%
- 6M
- 8.64%
- 1Y
- 19.87%
- 3Y*
- 15.54%
- 5Y*
- —
- 10Y*
- —
DMA vs. CMUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 41.06% | -3.81% | -37.55% |
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 9.18% | 14.69% | 13.39% | 19.07% | -16.90% |
Correlation
The correlation between DMA and CMUVX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
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. CMUVX — Risk / Return Rank
DMA
CMUVX
DMA vs. CMUVX - 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 75/25 Fund (CMUVX). 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 | CMUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.76 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.29 | 11.89 | -12.18 |
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Drawdowns
DMA vs. CMUVX - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, which is greater than CMUVX's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for DMA and CMUVX.
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Drawdown Indicators
| DMA | CMUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -23.51% | -29.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -7.59% | -10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -14.12% | -4.22% |
Current DrawdownCurrent decline from peak | -12.47% | -0.30% | -12.17% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -6.21% | -19.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 1.75% | +4.81% |
Volatility
DMA vs. CMUVX - Volatility Comparison
Dimensional Managed Account Fund (DMA) has a higher volatility of 8.23% compared to Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) at 3.92%. This indicates that DMA's price experiences larger fluctuations and is considered to be riskier than CMUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMA | CMUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 3.92% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 8.34% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 10.31% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 13.19% | +14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 13.19% | +14.05% |
DMA vs. CMUVX - Expense Ratio Comparison
DMA has a 0.03% expense ratio, which is lower than CMUVX'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. CMUVX - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.60%, less than CMUVX's 33.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 33.10% | 36.14% | 2.54% | 2.03% | 2.47% | 0.06% |
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% |
Frequently Asked Questions
DMA and CMUVX have a correlation of 0.30, 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 CMUVX (3.92%). In terms of maximum drawdown, DMA dropped -53.24% vs CMUVX's -23.51%.
CMUVX currently has the higher Sharpe Ratio (2.03 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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