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ISIN
US14919E8378
Inception Date
Dec 2, 2021
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

CRBVX Performance Chart

Catholic Responsible Investments Bond Fund (CRBVX) is up 0.8% since the beginning of the year. CRBVX is currently trading at $8 per share.


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S&P 500 Index

Returns By Period

Catholic Responsible Investments Bond Fund (CRBVX) has returned 0.76% so far this year and 4.79% over the past 12 months.


Catholic Responsible Investments Bond Fund

1D
0.12%
1M
0.93%
YTD
0.76%
6M
0.83%
1Y
4.79%
3Y*
4.20%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRBVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 26, 2022, CRBVX's average daily return is 0.00%, while the average monthly return is +0.07%. At this rate, an investment would double in approximately 82.5 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CRBVX closed higher 45% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Jun 13, 2022 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.34%1.49%-1.72%0.23%0.21%0.24%0.76%
20250.47%2.13%-0.01%0.15%-0.59%1.54%-0.09%1.05%1.08%0.47%0.65%-0.28%6.73%
20240.11%-1.42%0.92%-2.57%1.83%1.05%2.28%1.51%1.36%-2.39%1.03%-1.61%1.94%
20233.51%-2.36%2.09%0.53%-0.80%-0.50%-0.03%-0.58%-2.54%-1.72%4.53%3.87%5.82%
20220.24%-1.20%-2.34%-3.37%0.18%-1.45%2.10%-2.51%-4.52%-1.54%3.73%-0.73%-11.09%

Benchmark Metrics

Catholic Responsible Investments Bond Fund has an annualized alpha of 0.14%, beta of 0.06, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since January 26, 2022.

  • This fund participated in 39.38% of S&P 500 Index downside but only 18.70% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.14%
Beta
0.06
0.03
Upside Capture
18.70%
Downside Capture
39.38%

Expense Ratio

CRBVX has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CRBVX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CRBVX Risk / Return Rank: 2828
Overall Rank
CRBVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CRBVX Sortino Ratio Rank: 3131
Sortino Ratio Rank
CRBVX Omega Ratio Rank: 2727
Omega Ratio Rank
CRBVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CRBVX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Catholic Responsible Investments Bond Fund (CRBVX) and compare them to S&P 500 Index.

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.


CRBVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.95

2.78

-0.83

Martin ratioReturn relative to average drawdown

5.48

12.44

-6.96

Dividends

Dividend History

Catholic Responsible Investments Bond Fund provided a 4.23% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.36$0.36$0.35$0.34$0.23

Dividend yield

4.23%4.25%4.21%3.93%2.73%

Monthly Dividends

The table displays the monthly dividend distributions for Catholic Responsible Investments Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.14
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.36
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2023$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Catholic Responsible Investments Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Catholic Responsible Investments Bond Fund was 15.00%, occurring on Oct 24, 2022. Recovery took 713 trading sessions.

The current Catholic Responsible Investments Bond Fund drawdown is 1.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.00%Oct 2022
8mo 23d2y 10mo
3y 6moFeb 2022 - Aug 2025
2026 pullback2026
-2.54%May 2026
2mo 18d
3mo 23dMar 2026 - now
2025 pullback2025
-1.03%Nov 2025
7d2mo 10d
2mo 17dOct 2025 - Jan 2026
2025 pullback2025
-0.81%Sep 2025
8d18d
26dSep 2025 - Oct 2025
2026 pullback2026
-0.58%Jan 2026
5d16d
21dJan 2026 - Feb 2026

Drawdown Indicators


CRBVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-56.78%

+41.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-9.10%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-6.30%

-18.90%

+12.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.05%

-1.80%

+0.75%

Average Drawdown

Average peak-to-trough decline

-5.57%

-10.71%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.03%

-1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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