PortfoliosLab logoPortfoliosLab logo
ISIN
US14919E8600
Inception Date
Dec 2, 2021
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

CROVX Performance Chart

Catholic Responsible Investments Opportunistic Bond Fund (CROVX) is up 1.2% since the beginning of the year. CROVX is currently trading at $9 per share.


Loading charts...

S&P 500 Index

Returns By Period

Catholic Responsible Investments Opportunistic Bond Fund (CROVX) has returned 1.21% so far this year and 4.38% over the past 12 months.


Catholic Responsible Investments Opportunistic Bond Fund

1D
0.00%
1M
0.47%
YTD
1.21%
6M
1.31%
1Y
4.38%
3Y*
5.25%
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)

CROVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 27, 2022, CROVX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +2.3%, while the worst month was Sep 2022 at -2.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CROVX closed higher 39% of trading days. The best single day was Nov 10, 2022 with a return of +1.0%, while the worst single day was Apr 10, 2024 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%0.54%-0.59%0.48%0.26%0.11%1.21%
20250.48%1.02%0.16%0.41%0.17%0.91%0.08%0.93%0.50%0.26%0.53%0.21%5.81%
20240.80%-0.60%0.79%-1.08%1.17%0.80%1.50%1.13%1.01%-0.87%0.68%-0.22%5.18%
20231.98%-1.04%1.33%0.32%-0.26%-0.52%0.46%0.19%-0.85%-0.48%2.31%2.06%5.56%
20220.01%-0.60%-1.20%-1.12%0.03%-0.86%0.93%-1.12%-2.29%-0.82%1.87%-0.19%-5.29%

Benchmark Metrics

Catholic Responsible Investments Opportunistic Bond Fund has an annualized alpha of 2.49%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 27, 2022.

  • This fund participated in 13.94% of S&P 500 Index downside but only 13.04% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.02 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 0.02 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
2.49%
Beta
0.02
0.02
Upside Capture
13.04%
Downside Capture
13.94%

Expense Ratio

CROVX has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CROVX ranks 94 for risk / return — in the top 94% 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.


CROVX Risk / Return Rank: 9494
Overall Rank
CROVX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CROVX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CROVX Omega Ratio Rank: 9393
Omega Ratio Rank
CROVX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CROVX Martin Ratio Rank: 9595
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 Opportunistic Bond Fund (CROVX) 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.


CROVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.67

1.37

+0.31

Calmar ratioReturn relative to maximum drawdown

5.19

2.78

+2.40

Martin ratioReturn relative to average drawdown

20.92

12.44

+8.49

Dividends

Dividend History

Catholic Responsible Investments Opportunistic Bond Fund provided a 4.42% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 3 consecutive years.


2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.41$0.43$0.43$0.40$0.23

Dividend yield

4.42%4.57%4.61%4.39%2.52%

Monthly Dividends

The table displays the monthly dividend distributions for Catholic Responsible Investments Opportunistic 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$0.16
2025$0.03$0.03$0.03$0.04$0.04$0.03$0.04$0.04$0.04$0.03$0.03$0.04$0.43
2024$0.03$0.03$0.03$0.04$0.04$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.43
2023$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.04$0.04$0.40
2022$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.03$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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Catholic Responsible Investments Opportunistic 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 Opportunistic Bond Fund was 7.31%, occurring on Oct 20, 2022. Recovery took 308 trading sessions.

The current Catholic Responsible Investments Opportunistic Bond Fund drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-7.31%Oct 2022
8mo 19d1y 2mo
1y 11moFeb 2022 - Jan 2024
2024 pullback2024
-1.30%Apr 2024
28d20d
1mo 18dMar 2024 - May 2024
2024 pullback2024
-1.25%Nov 2024
1mo 7d3mo
4mo 7dSep 2024 - Jan 2025
2024 pullback2024
-1.19%Feb 2024
11d1mo 13d
1mo 24dFeb 2024 - Mar 2024
2025 selloff2025
-1.18%Apr 2025
7d18d
25dApr 2025 - Apr 2025

Drawdown Indicators


CROVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-56.78%

+49.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.85%

-9.10%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-2.06%

-18.90%

+16.84%

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

-0.11%

-1.80%

+1.69%

Average Drawdown

Average peak-to-trough decline

-1.71%

-10.71%

+9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

2.03%

-1.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CROVX

Add Catholic Responsible Investments Opportunistic Bond Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CROVX