CMUVX vs. CRQSX

Last updated Jun 3, 2026

CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) and CRQSX (Catholic Responsible Investments Equity Index Fund) are both mutual funds - CMUVX is a Diversified Portfolio fund managed by Catholic Responsible Investments Funds, while CRQSX is a Large Cap Blend Equities fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CMUVX returned 15.79%/yr vs 22.34%/yr for CRQSX. With a 0.96 correlation, they move nearly in lockstep. CMUVX charges 0.15%/yr vs 0.09%/yr for CRQSX.

Performance

CMUVX vs. CRQSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Catholic Responsible Investments Equity Index Fund (CRQSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMUVX achieves a 9.18% return, which is significantly lower than CRQSX's 11.70% return.

CMUVX

• 1D: 0.30%
• 1M: 3.35%
• YTD: 9.18%
• 6M: 10.06%
• 1Y: 21.16%
• 3Y*: 15.79%
• 5Y*: —
• 10Y*: —

CRQSX

• 1D: 0.38%
• 1M: 4.66%
• YTD: 11.70%
• 6M: 11.84%
• 1Y: 28.10%
• 3Y*: 22.34%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMUVX vs. CRQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	9.18%	14.69%	13.39%	19.07%	-11.55%
CRQSX Catholic Responsible Investments Equity Index Fund	11.70%	16.83%	24.70%	27.55%	-11.69%

Correlation

The correlation between CMUVX and CRQSX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.96

The correlation between CMUVX and CRQSX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

CMUVX vs. CRQSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMUVX

CMUVX Risk / Return Rank: 57
CMUVX Sharpe Ratio Rank: 57
CMUVX Sortino Ratio Rank: 55
CMUVX Omega Ratio Rank: 54
CMUVX Calmar Ratio Rank: 54
CMUVX Martin Ratio Rank: 64

CRQSX

CRQSX Risk / Return Rank: 68
CRQSX Sharpe Ratio Rank: 67
CRQSX Sortino Ratio Rank: 61
CRQSX Omega Ratio Rank: 61
CRQSX Calmar Ratio Rank: 71
CRQSX Martin Ratio Rank: 80

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.

CMUVX vs. CRQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Catholic Responsible Investments Equity Index Fund (CRQSX). 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.

	CMUVX	CRQSX	Difference
Sharpe ratio Return per unit of total volatility	2.23	2.41	-0.18
Sortino ratio Return per unit of downside risk	3.13	3.28	-0.15
Omega ratio Gain probability vs. loss probability	1.41	1.44	-0.03
Calmar ratio Return relative to maximum drawdown	2.83	3.27	-0.44
Martin ratio Return relative to average drawdown	12.48	15.08	-2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMUVX vs. CRQSX - Sharpe Ratio Comparison

The current CMUVX Sharpe Ratio is 2.23, which is comparable to the CRQSX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CMUVX and CRQSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CMUVX	CRQSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.41	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.84	-0.19

Drawdowns

CMUVX vs. CRQSX - Drawdown Comparison

The maximum CMUVX drawdown since its inception was -23.51%, roughly equal to the maximum CRQSX drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for CMUVX and CRQSX.

Drawdown Indicators

	CMUVX	CRQSX	Difference
Max Drawdown Largest peak-to-trough decline	-23.51%	-22.96%	-0.55%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-8.71%	+1.12%
Max Drawdown (3Y) Largest decline over 3 years	-14.12%	-18.95%	+4.83%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.27%	-5.27%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	1.89%	-0.17%

Volatility

CMUVX vs. CRQSX - Volatility Comparison

Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Catholic Responsible Investments Equity Index Fund (CRQSX) have volatilities of 2.83% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMUVX	CRQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	2.88%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.60%	9.04%	-1.44%
Volatility (1Y) Calculated over the trailing 1-year period	9.76%	11.95%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.16%	17.86%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.16%	17.86%	-4.70%

CMUVX vs. CRQSX - Expense Ratio Comparison

CMUVX has a 0.15% expense ratio, which is higher than CRQSX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CMUVX vs. CRQSX - Dividend Comparison

CMUVX's dividend yield for the trailing twelve months is around 33.10%, more than CRQSX's 3.30% yield.

Position	TTM	2025	2024	2023	2022	2021
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	33.10%	36.14%	2.54%	2.03%	2.47%	0.06%
CRQSX Catholic Responsible Investments Equity Index Fund	3.30%	3.66%	2.09%	1.34%	1.56%	0.00%

Frequently Asked Questions

Can I hold both CMUVX and CRQSX in my portfolio?

With a correlation of 0.95, CMUVX and CRQSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CMUVX or CRQSX?

CRQSX has higher volatility (2.88%) compared to CMUVX (2.83%). In terms of maximum drawdown, CMUVX dropped -23.51% vs CRQSX's -22.96%.

Which has better risk-adjusted returns?

CRQSX currently has the higher Sharpe Ratio (2.41 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.