CRBVX vs. CRDSX

Last updated Jun 3, 2026

CRBVX (Catholic Responsible Investments Bond Fund) and CRDSX (Catholic Responsible Investments Short Duration Bond Fund) are both mutual funds - CRBVX is a Intermediate Core-Plus Bond fund managed by Catholic Responsible Investments Funds, while CRDSX is a Short-Term Bond fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CRBVX returned 4.16%/yr vs 4.83%/yr for CRDSX. A 0.77 correlation means they provide meaningful diversification when combined. CRBVX charges 0.51%/yr vs 0.35%/yr for CRDSX.

Performance

CRBVX vs. CRDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Bond Fund (CRBVX) and Catholic Responsible Investments Short Duration Bond Fund (CRDSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRBVX achieves a 0.52% return, which is significantly lower than CRDSX's 0.68% return.

CRBVX

• 1D: 0.00%
• 1M: 0.10%
• YTD: 0.52%
• 6M: 0.48%
• 1Y: 5.41%
• 3Y*: 4.16%
• 5Y*: —
• 10Y*: —

CRDSX

• 1D: -0.10%
• 1M: 0.12%
• YTD: 0.68%
• 6M: 0.98%
• 1Y: 3.87%
• 3Y*: 4.83%
• 5Y*: —
• 10Y*: —

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

CRBVX vs. CRDSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRBVX Catholic Responsible Investments Bond Fund	0.52%	6.73%	1.94%	5.82%	-11.18%
CRDSX Catholic Responsible Investments Short Duration Bond Fund	0.68%	5.51%	4.81%	5.02%	-2.53%

Correlation

The correlation between CRBVX and CRDSX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022	0.77

The correlation between CRBVX and CRDSX shifts across timeframes, from 0.67 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CRBVX vs. CRDSX — Risk / Return Rank

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

CRBVX

CRBVX Risk / Return Rank: 25
CRBVX Sharpe Ratio Rank: 23
CRBVX Sortino Ratio Rank: 26
CRBVX Omega Ratio Rank: 22
CRBVX Calmar Ratio Rank: 30
CRBVX Martin Ratio Rank: 24

CRDSX

CRDSX Risk / Return Rank: 87
CRDSX Sharpe Ratio Rank: 81
CRDSX Sortino Ratio Rank: 89
CRDSX Omega Ratio Rank: 90
CRDSX Calmar Ratio Rank: 87
CRDSX Martin Ratio Rank: 86

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.

CRBVX vs. CRDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Bond Fund (CRBVX) and Catholic Responsible Investments Short Duration Bond Fund (CRDSX). 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.

	CRBVX	CRDSX	Difference
Sharpe ratio Return per unit of total volatility	1.38	2.63	-1.25
Sortino ratio Return per unit of downside risk	2.13	4.30	-2.18
Omega ratio Gain probability vs. loss probability	1.25	1.64	-0.39
Calmar ratio Return relative to maximum drawdown	2.08	4.20	-2.12
Martin ratio Return relative to average drawdown	6.17	16.46	-10.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRBVX vs. CRDSX - Sharpe Ratio Comparison

The current CRBVX Sharpe Ratio is 1.38, which is lower than the CRDSX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of CRBVX and CRDSX, 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

	CRBVX	CRDSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	2.63	-1.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	1.51	-1.40

Drawdowns

CRBVX vs. CRDSX - Drawdown Comparison

The maximum CRBVX drawdown since its inception was -15.00%, which is greater than CRDSX's maximum drawdown of -4.22%. Use the drawdown chart below to compare losses from any high point for CRBVX and CRDSX.

Drawdown Indicators

	CRBVX	CRDSX	Difference
Max Drawdown Largest peak-to-trough decline	-15.00%	-4.22%	-10.78%
Max Drawdown (1Y) Largest decline over 1 year	-2.54%	-0.92%	-1.62%
Max Drawdown (3Y) Largest decline over 3 years	-6.30%	-0.92%	-5.38%
Current Drawdown Current decline from peak	-1.28%	-0.19%	-1.09%
Average Drawdown Average peak-to-trough decline	-5.62%	-0.84%	-4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	0.24%	+0.62%

Volatility

CRBVX vs. CRDSX - Volatility Comparison

Catholic Responsible Investments Bond Fund (CRBVX) has a higher volatility of 1.27% compared to Catholic Responsible Investments Short Duration Bond Fund (CRDSX) at 0.44%. This indicates that CRBVX's price experiences larger fluctuations and is considered to be riskier than CRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRBVX	CRDSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	0.44%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	2.50%	1.05%	+1.45%
Volatility (1Y) Calculated over the trailing 1-year period	3.67%	1.48%	+2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.06%	2.04%	+4.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.06%	2.04%	+4.02%

CRBVX vs. CRDSX - Expense Ratio Comparison

CRBVX has a 0.51% expense ratio, which is higher than CRDSX's 0.35% expense ratio.

Dividends

CRBVX vs. CRDSX - Dividend Comparison

CRBVX's dividend yield for the trailing twelve months is around 4.24%, which matches CRDSX's 4.25% yield.

Position	TTM	2025	2024	2023	2022
CRBVX Catholic Responsible Investments Bond Fund	4.24%	4.25%	4.21%	3.93%	2.73%
CRDSX Catholic Responsible Investments Short Duration Bond Fund	4.25%	4.32%	4.38%	3.50%	1.89%

Frequently Asked Questions

Can I hold both CRBVX and CRDSX in my portfolio?

CRBVX and CRDSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRBVX or CRDSX?

CRBVX has higher volatility (1.27%) compared to CRDSX (0.44%). In terms of maximum drawdown, CRBVX dropped -15.00% vs CRDSX's -4.22%.

Which has better risk-adjusted returns?

CRDSX currently has the higher Sharpe Ratio (2.63 vs 1.38), 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.