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ISIN
US14919E8782
Inception Date
Dec 2, 2021
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

CRDSX Performance Chart

Catholic Responsible Investments Short Duration Bond Fund (CRDSX) is up 0.8% since the beginning of the year. CRDSX is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

Catholic Responsible Investments Short Duration Bond Fund (CRDSX) has returned 0.78% so far this year and 3.66% over the past 12 months.


Catholic Responsible Investments Short Duration Bond Fund

1D
0.00%
1M
0.32%
YTD
0.78%
6M
0.88%
1Y
3.66%
3Y*
4.90%
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)

CRDSX Monthly Returns History

Based on dividend-adjusted daily data since Jan 27, 2022, CRDSX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Dec 2023 with a return of +1.3%, while the worst month was Mar 2022 at -1.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CRDSX closed higher 35% of trading days. The best single day was Mar 13, 2023 with a return of +0.7%, while the worst single day was Apr 10, 2024 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.34%0.53%-0.55%0.25%0.22%0.00%0.78%
20250.47%0.78%0.34%0.70%-0.05%0.77%0.07%0.85%0.37%0.25%0.51%0.30%5.51%
20240.56%-0.28%0.43%-0.43%0.79%0.66%1.01%1.09%0.87%-0.51%0.44%0.10%4.81%
20230.87%-0.50%1.01%0.44%-0.11%-0.45%0.50%0.35%-0.01%0.25%1.30%1.30%5.02%
2022-0.01%-0.40%-1.22%-0.62%0.32%-0.48%0.44%-0.55%-1.17%-0.11%0.88%0.36%-2.53%

Benchmark Metrics

Catholic Responsible Investments Short Duration Bond Fund has an annualized alpha of 2.97%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 27, 2022.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (9.09%) than losses (2.49%) - typical of diversified or defensive assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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
2.97%
Beta
0.01
0.00
Upside Capture
9.09%
Downside Capture
2.49%

Expense Ratio

CRDSX has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CRDSX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CRDSX Risk / Return Rank: 8989
Overall Rank
CRDSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CRDSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
CRDSX Omega Ratio Rank: 9090
Omega Ratio Rank
CRDSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CRDSX Martin Ratio Rank: 8989
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 Short Duration Bond Fund (CRDSX) 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.


CRDSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.61

1.37

+0.25

Calmar ratioReturn relative to maximum drawdown

4.10

2.78

+1.32

Martin ratioReturn relative to average drawdown

15.96

12.44

+3.52

Dividends

Dividend History

Catholic Responsible Investments Short Duration Bond Fund provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.41$0.42$0.42$0.34$0.18

Dividend yield

4.25%4.32%4.38%3.50%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for Catholic Responsible Investments Short Duration 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$0.04$0.03$0.03$0.00$0.17
2025$0.04$0.03$0.04$0.04$0.04$0.03$0.04$0.03$0.04$0.03$0.03$0.04$0.42
2024$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.42
2023$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.18

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 Short Duration 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 Short Duration Bond Fund was 4.22%, occurring on Oct 20, 2022. Recovery took 261 trading sessions.

The current Catholic Responsible Investments Short Duration Bond Fund drawdown is 0.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-4.22%Oct 2022
8mo 19d1y 14d
1y 9moFeb 2022 - Nov 2023
2026 pullback2026
-0.92%Mar 2026
24d2mo 21d
3mo 15dMar 2026 - Jun 2026
2024 pullback2024
-0.73%Feb 2024
11d24d
1mo 5dFeb 2024 - Mar 2024
2024 pullback2024
-0.72%Nov 2024
1mo1mo 5d
2mo 5dOct 2024 - Dec 2024
2025 selloff2025
-0.62%Apr 2025
2d15d
17dApr 2025 - Apr 2025

Drawdown Indicators


CRDSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.22%

-56.78%

+52.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

-9.10%

+8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-0.92%

-18.90%

+17.98%

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

-0.10%

-1.80%

+1.70%

Average Drawdown

Average peak-to-trough decline

-0.83%

-10.71%

+9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

2.03%

-1.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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