CRNSX vs. BISAX
CRNSX (Catholic Responsible Investments International Small-Cap Fund) and BISAX (Brandes International Small Cap Equity Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 3 years, CRNSX returned 17.78%/yr vs 27.38%/yr for BISAX. Their correlation of 0.82 suggests significant overlap in exposure. CRNSX charges 1.15%/yr vs 1.36%/yr for BISAX.
Performance
CRNSX vs. BISAX - Performance Comparison
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Returns By Period
In the year-to-date period, CRNSX achieves a 9.87% return, which is significantly higher than BISAX's -3.11% return.
CRNSX
- 1D
- -0.25%
- 1M
- 0.83%
- YTD
- 9.87%
- 6M
- 9.38%
- 1Y
- 21.61%
- 3Y*
- 17.78%
- 5Y*
- —
- 10Y*
- —
BISAX
- 1D
- -0.79%
- 1M
- -3.74%
- YTD
- -3.11%
- 6M
- -3.28%
- 1Y
- 7.00%
- 3Y*
- 27.38%
- 5Y*
- 15.93%
- 10Y*
- 10.88%
CRNSX vs. BISAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRNSX Catholic Responsible Investments International Small-Cap Fund | 9.87% | 27.12% | 7.72% | 12.24% | -12.42% |
BISAX Brandes International Small Cap Equity Fund | -3.11% | 45.50% | 23.18% | 39.03% | -7.34% |
Correlation
The correlation between CRNSX and BISAX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022 | 0.82 |
The correlation between CRNSX and BISAX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
CRNSX vs. BISAX — Risk / Return Rank
CRNSX
BISAX
CRNSX vs. BISAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments International Small-Cap Fund (CRNSX) and Brandes International Small Cap Equity Fund (BISAX). 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.
| CRNSX | BISAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.72 | +1.22 |
| Martin ratioReturn relative to average drawdown | 7.12 | 1.89 | +5.23 |
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Drawdowns
CRNSX vs. BISAX - Drawdown Comparison
The maximum CRNSX drawdown since its inception was -28.68%, smaller than the maximum BISAX drawdown of -47.30%. Use the drawdown chart below to compare losses from any high point for CRNSX and BISAX.
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Drawdown Indicators
| CRNSX | BISAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.68% | -47.30% | +18.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -11.63% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.91% | -11.63% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.30% | — |
Current DrawdownCurrent decline from peak | -0.97% | -11.10% | +10.13% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -8.05% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 4.44% | -1.32% |
Volatility
CRNSX vs. BISAX - Volatility Comparison
Catholic Responsible Investments International Small-Cap Fund (CRNSX) has a higher volatility of 4.25% compared to Brandes International Small Cap Equity Fund (BISAX) at 3.59%. This indicates that CRNSX's price experiences larger fluctuations and is considered to be riskier than BISAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRNSX | BISAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.59% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.40% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 12.57% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 13.91% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 14.14% | +1.07% |
CRNSX vs. BISAX - Expense Ratio Comparison
CRNSX has a 1.15% expense ratio, which is lower than BISAX's 1.36% expense ratio.
Dividends
CRNSX vs. BISAX - Dividend Comparison
CRNSX's dividend yield for the trailing twelve months is around 9.64%, more than BISAX's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISAX Brandes International Small Cap Equity Fund | 3.33% | 3.23% | 3.06% | 2.81% | 3.87% | 3.46% | 0.81% | 0.66% | 3.88% | 8.33% | 4.00% | 3.44% |
CRNSX Catholic Responsible Investments International Small-Cap Fund | 9.64% | 10.39% | 2.63% | 2.37% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRNSX and BISAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRNSX has higher volatility (4.25%) compared to BISAX (3.59%). In terms of maximum drawdown, CRNSX dropped -28.68% vs BISAX's -47.30%.
CRNSX currently has the higher Sharpe Ratio (1.66 vs 0.67), 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.
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