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CRLVX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRLVX vs. FIGSX - Performance Comparison

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

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CRLVX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CRLVX
Catholic Responsible Investments International Equity Fund
-2.68%26.14%6.37%19.83%-16.66%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-13.25%

Returns By Period

In the year-to-date period, CRLVX achieves a -2.68% return, which is significantly lower than FIGSX's -1.99% return.


CRLVX

1D
3.22%
1M
-8.93%
YTD
-2.68%
6M
-1.34%
1Y
16.89%
3Y*
12.11%
5Y*
10Y*

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRLVX vs. FIGSX - Expense Ratio Comparison

CRLVX has a 0.97% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

CRLVX vs. FIGSX — Risk / Return Rank

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

CRLVX
CRLVX Risk / Return Rank: 3535
Overall Rank
CRLVX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CRLVX Sortino Ratio Rank: 3737
Sortino Ratio Rank
CRLVX Omega Ratio Rank: 3636
Omega Ratio Rank
CRLVX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CRLVX Martin Ratio Rank: 3636
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
Martin Ratio Rank
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. FIGSX - Risk-Adjusted Trends Comparison

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


CRLVXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.74

+0.16

Sortino ratio

Return per unit of downside risk

1.37

1.16

+0.22

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.14

0.98

+0.17

Martin ratio

Return relative to average drawdown

4.66

3.83

+0.84

CRLVX vs. FIGSX - Sharpe Ratio Comparison

The current CRLVX Sharpe Ratio is 0.90, which is comparable to the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CRLVX and FIGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRLVXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.74

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.48

-0.12

Correlation

The correlation between CRLVX and FIGSX is 0.91, 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

CRLVX vs. FIGSX - Dividend Comparison

CRLVX's dividend yield for the trailing twelve months is around 4.72%, less than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
CRLVX
Catholic Responsible Investments International Equity Fund
4.72%4.76%8.33%1.56%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

CRLVX vs. FIGSX - Drawdown Comparison

The maximum CRLVX drawdown since its inception was -30.57%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for CRLVX and FIGSX.


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Drawdown Indicators


CRLVXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-34.47%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.07%

-13.89%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-11.30%

-10.60%

-0.70%

Average Drawdown

Average peak-to-trough decline

-7.93%

-6.49%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.55%

-0.11%

Volatility

CRLVX vs. FIGSX - Volatility Comparison

Catholic Responsible Investments International Equity Fund (CRLVX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 8.70% and 9.09%, 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.


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Volatility by Period


CRLVXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

9.09%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

13.23%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

19.24%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

17.61%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

17.54%

+0.61%