DNLDX vs. CRMAX
DNLDX (BNY Mellon Active MidCap Fund) and CRMAX (CRM Small/Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, DNLDX returned 10.07%/yr vs 11.15%/yr for CRMAX. Their correlation of 0.93 means they have usually moved in the same direction. DNLDX charges 1.00%/yr vs 1.19%/yr for CRMAX.
Performance
DNLDX vs. CRMAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DNLDX achieves a 15.00% return, which is significantly lower than CRMAX's 20.39% return. Over the past 10 years, DNLDX has underperformed CRMAX with an annualized return of 10.07%, while CRMAX has yielded a comparatively higher 11.15% annualized return.
DNLDX
- 1D
- 0.37%
- 1M
- 0.66%
- 6M
- 11.95%
- YTD
- 15.00%
- 1Y
- 21.19%
- 3Y*
- 16.81%
- 5Y*
- 10.45%
- 10Y*
- 10.07%
- ALL TIME*
- 10.44%
CRMAX
- 1D
- 0.70%
- 1M
- -2.79%
- 6M
- 14.20%
- YTD
- 20.39%
- 1Y
- 34.38%
- 3Y*
- 13.64%
- 5Y*
- 8.29%
- 10Y*
- 11.15%
- ALL TIME*
- 9.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DNLDX vs. CRMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNLDX BNY Mellon Active MidCap Fund | 15.00% | 9.79% | 22.27% | 16.99% | -14.34% | 26.49% | 9.29% | 16.82% | -14.46% | 16.64% |
CRMAX CRM Small/Mid Cap Value Fund | 20.39% | 3.89% | 16.52% | 8.77% | -10.82% | 26.46% | 13.02% | 25.69% | -7.84% | 13.97% |
Correlation
The correlation between DNLDX and CRMAX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2004 | 0.93 |
The correlation between DNLDX and CRMAX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DNLDX vs. CRMAX — Risk / Return Rank
DNLDX
CRMAX
DNLDX vs. CRMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Active MidCap Fund (DNLDX) and CRM Small/Mid Cap Value Fund (CRMAX). 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.
| DNLDX | CRMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.44 | +0.18 |
| Martin ratioReturn relative to average drawdown | 9.77 | 8.08 | +1.69 |
Loading charts...
Drawdowns
DNLDX vs. CRMAX - Drawdown Comparison
The maximum DNLDX drawdown since its inception was -63.69%, which is greater than CRMAX's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for DNLDX and CRMAX.
Loading charts...
Drawdown Indicators
| DNLDX | CRMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.69% | -49.36% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.29% | -12.79% | +5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -20.42% | -27.73% | +7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -27.73% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -41.56% | -0.67% |
Current DrawdownCurrent decline from peak | -0.65% | -5.85% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -7.90% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.85% | -1.90% |
Volatility
DNLDX vs. CRMAX - Volatility Comparison
The current volatility for BNY Mellon Active MidCap Fund (DNLDX) is 2.77%, while CRM Small/Mid Cap Value Fund (CRMAX) has a volatility of 4.73%. This indicates that DNLDX experiences smaller price fluctuations and is considered to be less risky than CRMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DNLDX | CRMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.73% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 15.66% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 20.50% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.50% | 20.20% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 20.76% | -1.30% |
DNLDX vs. CRMAX - Expense Ratio Comparison
DNLDX has a 1.00% expense ratio, which is lower than CRMAX's 1.19% expense ratio.
Dividends
DNLDX vs. CRMAX - Dividend Comparison
DNLDX's dividend yield for the trailing twelve months is around 13.06%, more than CRMAX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMAX CRM Small/Mid Cap Value Fund | 4.34% | 5.23% | 15.07% | 0.64% | 6.41% | 35.31% | 5.86% | 2.68% | 18.13% | 29.30% | 2.13% | 12.11% |
DNLDX BNY Mellon Active MidCap Fund | 13.06% | 14.15% | 15.24% | 1.69% | 8.82% | 17.74% | 2.77% | 2.65% | 11.14% | 11.32% | 1.00% | 3.12% |
Frequently Asked Questions
DNLDX and CRMAX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRMAX has higher volatility (4.73%) compared to DNLDX (2.77%). In terms of maximum drawdown, DNLDX dropped -63.69% vs CRMAX's -49.36%.
CRMAX currently has the higher Sharpe Ratio (1.52 vs 1.41), 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.
Find the right allocation for DNLDX and CRMAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer