MMT vs. CRMVX
Compare and contrast key facts about MFS Multimarket Income Trust (MMT) and Conquer Risk Managed Volatility Fund (CRMVX).
MMT is managed by MFS Investment Management. It was launched on Mar 12, 1987. CRMVX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020.
Performance
MMT vs. CRMVX - Performance Comparison
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MMT vs. CRMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MMT MFS Multimarket Income Trust | 0.87% | 8.10% | 12.40% | 10.14% | -22.96% | 13.11% | 13.22% |
CRMVX Conquer Risk Managed Volatility Fund | 0.81% | 4.91% | 1.22% | 0.25% | 4.76% | 0.61% | 3.98% |
Returns By Period
In the year-to-date period, MMT achieves a 0.87% return, which is significantly higher than CRMVX's 0.81% return.
MMT
- 1D
- -0.65%
- 1M
- -1.51%
- YTD
- 0.87%
- 6M
- 0.48%
- 1Y
- 7.15%
- 3Y*
- 9.48%
- 5Y*
- 1.68%
- 10Y*
- 6.43%
CRMVX
- 1D
- -0.30%
- 1M
- 0.40%
- YTD
- 0.81%
- 6M
- 1.01%
- 1Y
- 6.50%
- 3Y*
- 3.99%
- 5Y*
- 2.59%
- 10Y*
- —
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MMT vs. CRMVX - Expense Ratio Comparison
MMT has a 0.03% expense ratio, which is lower than CRMVX's 1.62% expense ratio.
Return for Risk
MMT vs. CRMVX — Risk / Return Rank
MMT
CRMVX
MMT vs. CRMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Multimarket Income Trust (MMT) and Conquer Risk Managed Volatility Fund (CRMVX). 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.
| MMT | CRMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.59 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.17 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.39 | -1.26 |
Martin ratioReturn relative to average drawdown | 3.86 | 7.77 | -3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MMT | CRMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.59 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.00 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.00 | +0.41 |
Correlation
The correlation between MMT and CRMVX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MMT vs. CRMVX - Dividend Comparison
MMT's dividend yield for the trailing twelve months is around 8.77%, more than CRMVX's 5.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMT MFS Multimarket Income Trust | 8.77% | 8.65% | 8.65% | 8.65% | 9.38% | 7.86% | 8.07% | 8.16% | 9.86% | 8.83% | 8.71% | 9.05% |
CRMVX Conquer Risk Managed Volatility Fund | 5.71% | 5.75% | 3.75% | 2.74% | 0.57% | 2.59% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MMT vs. CRMVX - Drawdown Comparison
The maximum MMT drawdown since its inception was -35.70%, smaller than the maximum CRMVX drawdown of -97.39%. Use the drawdown chart below to compare losses from any high point for MMT and CRMVX.
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Drawdown Indicators
| MMT | CRMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -97.39% | +61.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -2.81% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -97.39% | +65.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | — | — |
Current DrawdownCurrent decline from peak | -2.78% | -97.14% | +94.36% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -22.05% | +16.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 0.86% | +1.11% |
Volatility
MMT vs. CRMVX - Volatility Comparison
MFS Multimarket Income Trust (MMT) has a higher volatility of 2.75% compared to Conquer Risk Managed Volatility Fund (CRMVX) at 1.80%. This indicates that MMT's price experiences larger fluctuations and is considered to be riskier than CRMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMT | CRMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 1.80% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.80% | 2.99% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 4.17% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.58% | 1,708.90% | -1,697.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 1,593.93% | -1,579.70% |