LVOYX vs. CRMAX
LVOYX (Lord Abbett Value Opportunities Fund) and CRMAX (CRM Small/Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, LVOYX returned 8.24%/yr vs 11.15%/yr for CRMAX. Their correlation of 0.95 means they have usually moved in the same direction. LVOYX charges 0.90%/yr vs 1.19%/yr for CRMAX.
Performance
LVOYX vs. CRMAX - Performance Comparison
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Returns By Period
In the year-to-date period, LVOYX achieves a 11.82% return, which is significantly lower than CRMAX's 20.39% return. Over the past 10 years, LVOYX has underperformed CRMAX with an annualized return of 8.24%, while CRMAX has yielded a comparatively higher 11.15% annualized return.
LVOYX
- 1D
- 0.94%
- 1M
- -1.92%
- 6M
- 6.55%
- YTD
- 11.82%
- 1Y
- 16.01%
- 3Y*
- 9.96%
- 5Y*
- 4.91%
- 10Y*
- 8.24%
- ALL TIME*
- 9.51%
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 |
LVOYX vs. CRMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVOYX Lord Abbett Value Opportunities Fund | 11.82% | 0.87% | 13.84% | 17.03% | -21.62% | 27.23% | 15.54% | 23.05% | -12.06% | 10.18% |
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 LVOYX and CRMAX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2005 | 0.95 |
The correlation between LVOYX and CRMAX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
LVOYX vs. CRMAX — Risk / Return Rank
LVOYX
CRMAX
LVOYX vs. CRMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Value Opportunities Fund (LVOYX) 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.
| LVOYX | CRMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.44 | -0.94 |
| Martin ratioReturn relative to average drawdown | 5.10 | 8.08 | -2.98 |
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Drawdowns
LVOYX vs. CRMAX - Drawdown Comparison
The maximum LVOYX drawdown since its inception was -46.13%, smaller than the maximum CRMAX drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for LVOYX and CRMAX.
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Drawdown Indicators
| LVOYX | CRMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.13% | -49.36% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -12.79% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -25.29% | -27.73% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -27.73% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -39.06% | -41.56% | +2.50% |
Current DrawdownCurrent decline from peak | -3.24% | -5.85% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -7.90% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.85% | -1.13% |
Volatility
LVOYX vs. CRMAX - Volatility Comparison
The current volatility for Lord Abbett Value Opportunities Fund (LVOYX) is 3.87%, while CRM Small/Mid Cap Value Fund (CRMAX) has a volatility of 4.73%. This indicates that LVOYX 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.
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Volatility by Period
| LVOYX | CRMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 4.73% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 15.66% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 20.50% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 20.20% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 20.76% | -0.71% |
LVOYX vs. CRMAX - Expense Ratio Comparison
LVOYX has a 0.90% expense ratio, which is lower than CRMAX's 1.19% expense ratio.
Dividends
LVOYX vs. CRMAX - Dividend Comparison
LVOYX's dividend yield for the trailing twelve months is around 5.38%, 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% |
LVOYX Lord Abbett Value Opportunities Fund | 5.38% | 6.01% | 6.65% | 1.59% | 9.14% | 12.66% | 5.41% | 11.55% | 10.49% | 5.98% | 5.82% | 7.68% |
Frequently Asked Questions
LVOYX and CRMAX have a correlation of 0.89, 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 LVOYX (3.87%). In terms of maximum drawdown, LVOYX dropped -46.13% vs CRMAX's -49.36%.
CRMAX currently has the higher Sharpe Ratio (1.52 vs 0.93), 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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