CRLVX vs. CRQSX

Last updated Jun 3, 2026

CRLVX (Catholic Responsible Investments International Equity Fund) and CRQSX (Catholic Responsible Investments Equity Index Fund) are both mutual funds - CRLVX is a Foreign Large Cap Equities 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, CRLVX returned 16.66%/yr vs 22.34%/yr for CRQSX. A 0.79 correlation means they provide meaningful diversification when combined. CRLVX charges 0.97%/yr vs 0.09%/yr for CRQSX.

Performance

CRLVX vs. CRQSX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with CRLVX having a 12.11% return and CRQSX slightly lower at 11.70%.

CRLVX

• 1D: 0.88%
• 1M: 5.20%
• YTD: 12.11%
• 6M: 14.75%
• 1Y: 23.07%
• 3Y*: 16.66%
• 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)

CRLVX vs. CRQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRLVX Catholic Responsible Investments International Equity Fund	12.11%	26.14%	6.37%	19.83%	-16.66%
CRQSX Catholic Responsible Investments Equity Index Fund	11.70%	16.83%	24.70%	27.55%	-11.69%

Correlation

The correlation between CRLVX and CRQSX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.79

The correlation between CRLVX and CRQSX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Return for Risk

CRLVX vs. CRQSX — Risk / Return Rank

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

CRLVX

CRLVX Risk / Return Rank: 25
CRLVX Sharpe Ratio Rank: 26
CRLVX Sortino Ratio Rank: 25
CRLVX Omega Ratio Rank: 27
CRLVX Calmar Ratio Rank: 21
CRLVX Martin Ratio Rank: 28

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.

CRLVX vs. CRQSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments International Equity Fund (CRLVX) 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.

	CRLVX	CRQSX	Difference
Sharpe ratio Return per unit of total volatility	1.46	2.41	-0.95
Sortino ratio Return per unit of downside risk	2.11	3.28	-1.17
Omega ratio Gain probability vs. loss probability	1.27	1.44	-0.17
Calmar ratio Return relative to maximum drawdown	1.71	3.27	-1.56
Martin ratio Return relative to average drawdown	6.69	15.08	-8.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRLVX vs. CRQSX - Sharpe Ratio Comparison

The current CRLVX Sharpe Ratio is 1.46, which is lower than the CRQSX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CRLVX 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

	CRLVX	CRQSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	2.41	-0.95
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.84	-0.30

Drawdowns

CRLVX vs. CRQSX - Drawdown Comparison

The maximum CRLVX drawdown since its inception was -30.57%, which is greater than CRQSX's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for CRLVX and CRQSX.

Drawdown Indicators

	CRLVX	CRQSX	Difference
Max Drawdown Largest peak-to-trough decline	-30.57%	-22.96%	-7.61%
Max Drawdown (1Y) Largest decline over 1 year	-13.94%	-8.71%	-5.23%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-18.95%	+3.14%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.74%	-5.27%	-2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	1.89%	+1.68%

Volatility

CRLVX vs. CRQSX - Volatility Comparison

Catholic Responsible Investments International Equity Fund (CRLVX) has a higher volatility of 5.74% compared to Catholic Responsible Investments Equity Index Fund (CRQSX) at 2.88%. This indicates that CRLVX's price experiences larger fluctuations and is considered to be riskier than CRQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRLVX	CRQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	2.88%	+2.86%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	9.04%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	11.95%	+4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	17.86%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	17.86%	+0.45%

CRLVX vs. CRQSX - Expense Ratio Comparison

CRLVX has a 0.97% expense ratio, which is higher than CRQSX's 0.09% expense ratio.

Dividends

CRLVX vs. CRQSX - Dividend Comparison

CRLVX's dividend yield for the trailing twelve months is around 4.22%, more than CRQSX's 3.30% yield.

Position	TTM	2025	2024	2023	2022
CRLVX Catholic Responsible Investments International Equity Fund	4.22%	4.76%	8.33%	1.56%	1.53%
CRQSX Catholic Responsible Investments Equity Index Fund	3.30%	3.66%	2.09%	1.34%	1.56%

Frequently Asked Questions

Can I hold both CRLVX and CRQSX in my portfolio?

CRLVX and CRQSX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRLVX or CRQSX?

CRLVX has higher volatility (5.74%) compared to CRQSX (2.88%). In terms of maximum drawdown, CRLVX dropped -30.57% vs CRQSX's -22.96%.

Which has better risk-adjusted returns?

CRQSX currently has the higher Sharpe Ratio (2.41 vs 1.46), 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.