- ISIN
- US14919E7537
- Inception Date
- Dec 2, 2021
- Category
- Foreign Small & Mid Cap Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CRNSX Performance Chart
Catholic Responsible Investments International Small-Cap Fund (CRNSX) is up 10.1% since the beginning of the year. CRNSX is currently trading at $12 per share.
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Returns By Period
Catholic Responsible Investments International Small-Cap Fund (CRNSX) has returned 10.14% so far this year and 22.46% over the past 12 months.
Catholic Responsible Investments International Small-Cap Fund
- 1D
- 0.08%
- 1M
- 1.07%
- YTD
- 10.14%
- 6M
- 10.13%
- 1Y
- 22.46%
- 3Y*
- 16.26%
- 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%
CRNSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 26, 2022, CRNSX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +12.0%, while the worst month was Sep 2022 at -12.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CRNSX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.55% | 4.75% | -9.17% | 7.08% | 2.76% | -0.33% | 10.14% | ||||||
| 2025 | 1.95% | 0.91% | 0.99% | 3.48% | 5.38% | 4.99% | -1.14% | 3.89% | 1.46% | -1.35% | 1.88% | 2.03% | 27.12% |
| 2024 | -0.43% | 2.28% | 3.27% | -2.36% | 5.68% | -2.91% | 4.14% | 1.89% | 2.27% | -5.37% | 1.32% | -1.72% | 7.72% |
| 2023 | 7.33% | -0.77% | 0.04% | 0.11% | -5.01% | 3.32% | 4.35% | -2.19% | -4.41% | -5.55% | 8.62% | 7.11% | 12.24% |
| 2022 | 0.71% | -0.81% | -0.78% | -5.85% | 1.42% | -10.70% | 6.20% | -4.69% | -11.95% | 3.70% | 12.02% | 0.11% | -12.42% |
Benchmark Metrics
Catholic Responsible Investments International Small-Cap Fund has an annualized alpha of 1.39%, beta of 0.63, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 26, 2022.
- This fund participated in 78.33% of S&P 500 Index downside but only 68.80% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.63 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.39%
- Beta
- 0.63
- R²
- 0.52
- Upside Capture
- 68.80%
- Downside Capture
- 78.33%
Expense Ratio
CRNSX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CRNSX ranks 34 for risk / return — below 34% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Catholic Responsible Investments International Small-Cap Fund (CRNSX) 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.
| CRNSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.78 | -0.91 |
| Martin ratioReturn relative to average drawdown | 6.87 | 12.44 | -5.57 |
Dividends
Dividend History
Catholic Responsible Investments International Small-Cap Fund provided a 9.62% dividend yield over the last twelve months, with an annual payout of $1.18 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.18 | $1.16 | $0.26 | $0.22 | $0.16 |
Dividend yield | 9.62% | 10.39% | 2.63% | 2.37% | 1.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Catholic Responsible Investments International Small-Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.98 | $1.16 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.26 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.22 |
| 2022 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.16 |
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 International Small-Cap 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 International Small-Cap Fund was 28.68%, occurring on Oct 12, 2022. Recovery took 393 trading sessions.
The current Catholic Responsible Investments International Small-Cap Fund drawdown is 0.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -28.68%Oct 2022 | 8mo 4d | 1y 6mo | 2y 2moFeb 2022 - May 2024 |
2025 selloff2025 | -11.75%Apr 2025 | 19d | 22d | 1mo 11dMar 2025 - Apr 2025 |
2026 correction2026 | -11.45%Mar 2026 | 28d | 2mo 17d | 3mo 15dMar 2026 - Jun 2026 |
2025 pullback2025 | -9.47%Jan 2025 | 3mo 15d | 2mo 5d | 5mo 20dSep 2024 - Mar 2025 |
2024 pullback2024 | -7.55%Aug 2024 | 4d | 14d | 18dAug 2024 - Aug 2024 |
Drawdown Indicators
| CRNSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.68% | -56.78% | +28.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.10% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.91% | -18.90% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.73% | -1.80% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -10.71% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.03% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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