CRDSX vs. DHEIX
Compare and contrast key facts about Catholic Responsible Investments Short Duration Bond Fund (CRDSX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
CRDSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
CRDSX vs. DHEIX - Performance Comparison
Loading graphics...
CRDSX vs. DHEIX - 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% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.00% |
Returns By Period
In the year-to-date period, CRDSX achieves a -0.06% return, which is significantly lower than DHEIX's 0.82% return.
CRDSX
- 1D
- 0.10%
- 1M
- -0.72%
- YTD
- -0.06%
- 6M
- 0.91%
- 1Y
- 3.68%
- 3Y*
- 4.61%
- 5Y*
- —
- 10Y*
- —
DHEIX
- 1D
- 0.00%
- 1M
- -0.17%
- YTD
- 0.82%
- 6M
- 1.65%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRDSX vs. DHEIX - Expense Ratio Comparison
CRDSX has a 0.35% expense ratio, which is lower than DHEIX's 0.53% expense ratio.
Return for Risk
CRDSX vs. DHEIX — Risk / Return Rank
CRDSX
DHEIX
CRDSX vs. DHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Short Duration Bond Fund (CRDSX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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 | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.35 | 4.60 | -2.26 |
Sortino ratioReturn per unit of downside risk | 3.61 | 8.07 | -4.46 |
Omega ratioGain probability vs. loss probability | 1.56 | 2.53 | -0.97 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 10.53 | -6.84 |
Martin ratioReturn relative to average drawdown | 16.19 | 39.35 | -23.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CRDSX | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 4.60 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 2.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.47 | 1.87 | -0.40 |
Correlation
The correlation between CRDSX and DHEIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CRDSX vs. DHEIX - Dividend Comparison
CRDSX's dividend yield for the trailing twelve months is around 3.95%, less than DHEIX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRDSX Catholic Responsible Investments Short Duration Bond Fund | 3.95% | 4.32% | 4.38% | 3.50% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% |
Drawdowns
CRDSX vs. DHEIX - Drawdown Comparison
The maximum CRDSX drawdown since its inception was -4.22%, smaller than the maximum DHEIX drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for CRDSX and DHEIX.
Loading graphics...
Drawdown Indicators
| CRDSX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.22% | -12.33% | +8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -0.50% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -4.87% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.27% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -0.77% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.13% | +0.10% |
Volatility
CRDSX vs. DHEIX - Volatility Comparison
Catholic Responsible Investments Short Duration Bond Fund (CRDSX) has a higher volatility of 0.59% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.36%. This indicates that CRDSX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CRDSX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.36% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.00% | 0.72% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.62% | 1.15% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.05% | 1.52% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.05% | 2.28% | -0.23% |