CRDSX vs. CMPVX

Last updated Apr 2, 2026

Compare and contrast key facts about Catholic Responsible Investments Short Duration Bond Fund (CRDSX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX).

CRDSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. CMPVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021.

Performance

CRDSX vs. CMPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Short Duration Bond Fund (CRDSX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX). The values are adjusted to include any dividend payments, if applicable.

CRDSX vs. CMPVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRDSX Catholic Responsible Investments Short Duration Bond Fund	-0.06%	5.51%	4.81%	5.02%	-2.53%
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	-1.79%	12.97%	10.59%	16.55%	-10.68%

Returns By Period

In the year-to-date period, CRDSX achieves a -0.06% return, which is significantly higher than CMPVX's -1.79% return.

CRDSX

• 1D: 0.10%
• 1M: -0.72%
• YTD: -0.06%
• 6M: 0.91%
• 1Y: 3.68%
• 3Y*: 4.61%
• 5Y*: —
• 10Y*: —

CMPVX

• 1D: 1.77%
• 1M: -4.20%
• YTD: -1.79%
• 6M: -0.62%
• 1Y: 11.59%
• 3Y*: 10.68%
• 5Y*: —
• 10Y*: —

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

CRDSX vs. CMPVX - Expense Ratio Comparison

CRDSX has a 0.35% expense ratio, which is higher than CMPVX's 0.15% expense ratio.

CRDSX

Catholic Responsible Investments Short Duration Bond Fund

CMPVX

Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund

Return for Risk

CRDSX vs. CMPVX — Risk / Return Rank

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

CRDSX

CRDSX Risk / Return Rank: 96
CRDSX Sharpe Ratio Rank: 95
CRDSX Sortino Ratio Rank: 97
CRDSX Omega Ratio Rank: 96
CRDSX Calmar Ratio Rank: 96
CRDSX Martin Ratio Rank: 96

CMPVX

CMPVX Risk / Return Rank: 59
CMPVX Sharpe Ratio Rank: 55
CMPVX Sortino Ratio Rank: 58
CMPVX Omega Ratio Rank: 55
CMPVX Calmar Ratio Rank: 60
CMPVX Martin Ratio Rank: 66

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.

CRDSX vs. CMPVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Short Duration Bond Fund (CRDSX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX). 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.

	CRDSX	CMPVX	Difference
Sharpe ratio Return per unit of total volatility	2.35	1.11	+1.24
Sortino ratio Return per unit of downside risk	3.61	1.63	+1.98
Omega ratio Gain probability vs. loss probability	1.56	1.24	+0.32
Calmar ratio Return relative to maximum drawdown	3.69	1.56	+2.13
Martin ratio Return relative to average drawdown	16.19	6.86	+9.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRDSX vs. CMPVX - Sharpe Ratio Comparison

The current CRDSX Sharpe Ratio is 2.35, which is higher than the CMPVX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CRDSX and CMPVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CRDSX	CMPVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.11	+1.24
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	0.44	+1.02

Correlation

The correlation between CRDSX and CMPVX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CRDSX vs. CMPVX - Dividend Comparison

CRDSX's dividend yield for the trailing twelve months is around 3.95%, less than CMPVX's 4.65% yield.

	TTM	2025	2024	2023	2022	2021
CRDSX Catholic Responsible Investments Short Duration Bond Fund	3.95%	4.32%	4.38%	3.50%	1.89%	0.00%
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	4.65%	4.57%	3.32%	2.04%	1.58%	0.07%

Drawdowns

CRDSX vs. CMPVX - Drawdown Comparison

The maximum CRDSX drawdown since its inception was -4.22%, smaller than the maximum CMPVX drawdown of -21.62%. Use the drawdown chart below to compare losses from any high point for CRDSX and CMPVX.

Drawdown Indicators

	CRDSX	CMPVX	Difference
Max Drawdown Largest peak-to-trough decline	-4.22%	-21.62%	+17.40%
Max Drawdown (1Y) Largest decline over 1 year	-1.02%	-7.76%	+6.74%
Current Drawdown Current decline from peak	-0.92%	-4.87%	+3.95%
Average Drawdown Average peak-to-trough decline	-0.86%	-6.04%	+5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.23%	1.77%	-1.54%

Volatility

CRDSX vs. CMPVX - Volatility Comparison

The current volatility for Catholic Responsible Investments Short Duration Bond Fund (CRDSX) is 0.59%, while Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) has a volatility of 3.88%. This indicates that CRDSX experiences smaller price fluctuations and is considered to be less risky than CMPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRDSX	CMPVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.59%	3.88%	-3.29%
Volatility (6M) Calculated over the trailing 6-month period	1.00%	6.26%	-5.26%
Volatility (1Y) Calculated over the trailing 1-year period	1.62%	10.89%	-9.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.05%	11.00%	-8.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.05%	11.00%	-8.95%