CRLVX vs. GSIMX

Last updated Jun 24, 2026

CRLVX (Catholic Responsible Investments International Equity Fund) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, CRLVX returned 17.82%/yr vs 15.56%/yr for GSIMX. A 0.70 correlation means they provide meaningful diversification when combined. CRLVX charges 0.97%/yr vs 0.76%/yr for GSIMX.

Performance

CRLVX vs. GSIMX - Performance Comparison

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

Returns By Period

In the year-to-date period, CRLVX achieves a 14.97% return, which is significantly higher than GSIMX's 3.65% return.

CRLVX

• 1D: 0.08%
• 1M: 5.67%
• YTD: 14.97%
• 6M: 14.95%
• 1Y: 26.56%
• 3Y*: 17.82%
• 5Y*: —
• 10Y*: —

GSIMX

• 1D: 0.22%
• 1M: -4.59%
• YTD: 3.65%
• 6M: 3.74%
• 1Y: 9.87%
• 3Y*: 15.56%
• 5Y*: 8.56%
• 10Y*: —

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

CRLVX vs. GSIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRLVX Catholic Responsible Investments International Equity Fund	14.97%	26.14%	6.37%	19.83%	-16.66%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	3.65%	20.85%	9.66%	22.10%	-9.58%

Correlation

The correlation between CRLVX and GSIMX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.70

Over the past year, the correlation between CRLVX and GSIMX has dropped to 0.44 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

Return for Risk

CRLVX vs. GSIMX — Risk / Return Rank

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

CRLVX

CRLVX Risk / Return Rank: 34
CRLVX Sharpe Ratio Rank: 34
CRLVX Sortino Ratio Rank: 33
CRLVX Omega Ratio Rank: 35
CRLVX Calmar Ratio Rank: 31
CRLVX Martin Ratio Rank: 36

GSIMX

GSIMX Risk / Return Rank: 16
GSIMX Sharpe Ratio Rank: 16
GSIMX Sortino Ratio Rank: 15
GSIMX Omega Ratio Rank: 16
GSIMX Calmar Ratio Rank: 16
GSIMX Martin Ratio Rank: 17

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. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments International Equity Fund (CRLVX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRLVX	GSIMX	Difference
Sharpe ratio: Return per unit of total volatility	1.56	1.07	+0.49
Sortino ratio: Return per unit of downside risk	2.20	1.49	+0.70
Omega ratio: Gain probability vs. loss probability	1.29	1.20	+0.10
Calmar ratio: Return relative to maximum drawdown	1.97	1.35	+0.62
Martin ratio: Return relative to average drawdown	7.61	4.15	+3.46

CRLVX vs. GSIMX - Sharpe Ratio Comparison

The current CRLVX Sharpe Ratio is 1.56, which is higher than the GSIMX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of CRLVX and GSIMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRLVX vs. GSIMX - Drawdown Comparison

The maximum CRLVX drawdown since its inception was -30.57%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for CRLVX and GSIMX.

Drawdown Indicators

	CRLVX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	-30.57%	-28.84%	-1.73%
Max Drawdown (1Y) Largest decline over 1 year	-13.94%	-7.81%	-6.13%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-10.32%	-5.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.37%	—
Current Drawdown Current decline from peak	0.00%	-6.24%	+6.24%
Average Drawdown Average peak-to-trough decline	-7.66%	-4.81%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	2.53%	+1.08%

Volatility

CRLVX vs. GSIMX - Volatility Comparison

Catholic Responsible Investments International Equity Fund (CRLVX) has a higher volatility of 7.19% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 2.83%. This indicates that CRLVX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRLVX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.19%	2.83%	+4.36%
Volatility (6M) Calculated over the trailing 6-month period	15.34%	8.21%	+7.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.71%	9.89%	+7.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	14.37%	+4.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	15.67%	+2.79%

CRLVX vs. GSIMX - Expense Ratio Comparison

CRLVX has a 0.97% expense ratio, which is higher than GSIMX's 0.76% expense ratio.

Dividends

CRLVX vs. GSIMX - Dividend Comparison

CRLVX's dividend yield for the trailing twelve months is around 4.12%, less than GSIMX's 4.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRLVX Catholic Responsible Investments International Equity Fund	4.12%	4.76%	8.33%	1.56%	1.53%	0.00%	0.00%	0.00%	0.00%	0.00%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.94%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%

Frequently Asked Questions

Can I hold both CRLVX and GSIMX in my portfolio?

CRLVX and GSIMX have a correlation of 0.44, 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 GSIMX?

CRLVX has higher volatility (7.19%) compared to GSIMX (2.83%). In terms of maximum drawdown, CRLVX dropped -30.57% vs GSIMX's -28.84%.

Which has better risk-adjusted returns?

CRLVX currently has the higher Sharpe Ratio (1.56 vs 1.07), 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.