CRLVX vs. STEZX

Last updated Jun 3, 2026

CRLVX (Catholic Responsible Investments International Equity Fund) and STEZX (AB International Strategic Equities Portfolio) are both Foreign Large Cap Equities funds. Over the past 3 years, CRLVX returned 16.66%/yr vs 27.62%/yr for STEZX. Their correlation of 0.88 suggests significant overlap in exposure. CRLVX charges 0.97%/yr vs 0.71%/yr for STEZX.

Performance

CRLVX vs. STEZX - Performance Comparison

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

Returns By Period

In the year-to-date period, CRLVX achieves a 12.11% return, which is significantly lower than STEZX's 21.00% return.

CRLVX

• 1D: 0.88%
• 1M: 5.20%
• YTD: 12.11%
• 6M: 14.75%
• 1Y: 23.07%
• 3Y*: 16.66%
• 5Y*: —
• 10Y*: —

STEZX

• 1D: 0.21%
• 1M: 4.61%
• YTD: 21.00%
• 6M: 25.39%
• 1Y: 44.74%
• 3Y*: 27.62%
• 5Y*: 12.85%
• 10Y*: 11.01%

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

CRLVX vs. STEZX - 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%
STEZX AB International Strategic Equities Portfolio	21.00%	43.11%	12.75%	13.56%	-14.00%

Correlation

The correlation between CRLVX and STEZX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.88

The correlation between CRLVX and STEZX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

Return for Risk

CRLVX vs. STEZX — 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

STEZX

STEZX Risk / Return Rank: 83
STEZX Sharpe Ratio Rank: 87
STEZX Sortino Ratio Rank: 78
STEZX Omega Ratio Rank: 80
STEZX Calmar Ratio Rank: 83
STEZX Martin Ratio Rank: 86

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. STEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments International Equity Fund (CRLVX) and AB International Strategic Equities Portfolio (STEZX). 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	STEZX	Difference
Sharpe ratio Return per unit of total volatility	1.46	2.84	-1.38
Sortino ratio Return per unit of downside risk	2.11	3.73	-1.62
Omega ratio Gain probability vs. loss probability	1.27	1.53	-0.25
Calmar ratio Return relative to maximum drawdown	1.71	3.87	-2.16
Martin ratio Return relative to average drawdown	6.69	16.49	-9.80
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. STEZX - Sharpe Ratio Comparison

The current CRLVX Sharpe Ratio is 1.46, which is lower than the STEZX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of CRLVX and STEZX, 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	STEZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	2.84	-1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.67	-0.13

Drawdowns

CRLVX vs. STEZX - Drawdown Comparison

The maximum CRLVX drawdown since its inception was -30.57%, smaller than the maximum STEZX drawdown of -36.51%. Use the drawdown chart below to compare losses from any high point for CRLVX and STEZX.

Drawdown Indicators

	CRLVX	STEZX	Difference
Max Drawdown Largest peak-to-trough decline	-30.57%	-36.51%	+5.94%
Max Drawdown (1Y) Largest decline over 1 year	-13.94%	-12.02%	-1.92%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-14.01%	-1.80%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.51%	—
Current Drawdown Current decline from peak	0.00%	-0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.74%	-7.31%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	2.82%	+0.75%

Volatility

CRLVX vs. STEZX - Volatility Comparison

Catholic Responsible Investments International Equity Fund (CRLVX) and AB International Strategic Equities Portfolio (STEZX) have volatilities of 5.74% and 5.91%, 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.

Volatility by Period

	CRLVX	STEZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	5.91%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	14.08%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	16.53%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	16.34%	+1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	16.28%	+2.03%

CRLVX vs. STEZX - Expense Ratio Comparison

CRLVX has a 0.97% expense ratio, which is higher than STEZX's 0.71% expense ratio.

Dividends

CRLVX vs. STEZX - Dividend Comparison

CRLVX's dividend yield for the trailing twelve months is around 4.22%, less than STEZX's 10.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CRLVX Catholic Responsible Investments International Equity Fund	4.22%	4.76%	8.33%	1.56%	1.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
STEZX AB International Strategic Equities Portfolio	10.38%	12.56%	2.45%	3.08%	4.12%	5.96%	1.29%	2.05%	3.23%	2.92%	1.72%

Frequently Asked Questions

Can I hold both CRLVX and STEZX in my portfolio?

With a correlation of 0.90, CRLVX and STEZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CRLVX or STEZX?

STEZX has higher volatility (5.91%) compared to CRLVX (5.74%). In terms of maximum drawdown, CRLVX dropped -30.57% vs STEZX's -36.51%.

Which has better risk-adjusted returns?

STEZX currently has the higher Sharpe Ratio (2.84 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.