CRNSX vs. CRQSX

Last updated Apr 3, 2026

Compare and contrast key facts about Catholic Responsible Investments International Small-Cap Fund (CRNSX) and Catholic Responsible Investments Equity Index Fund (CRQSX).

CRNSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. CRQSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021.

Performance

CRNSX vs. CRQSX - Performance Comparison

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

CRNSX vs. CRQSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRNSX Catholic Responsible Investments International Small-Cap Fund	2.06%	27.12%	7.72%	12.24%	-12.42%
CRQSX Catholic Responsible Investments Equity Index Fund	-3.84%	16.83%	24.70%	27.55%	-11.69%

Returns By Period

In the year-to-date period, CRNSX achieves a 2.06% return, which is significantly higher than CRQSX's -3.84% return.

CRNSX

• 1D: 2.15%
• 1M: -3.14%
• YTD: 2.06%
• 6M: 4.92%
• 1Y: 23.76%
• 3Y*: 13.76%
• 5Y*: —
• 10Y*: —

CRQSX

• 1D: 0.66%
• 1M: -3.71%
• YTD: -3.84%
• 6M: -2.13%
• 1Y: 16.41%
• 3Y*: 18.13%
• 5Y*: —
• 10Y*: —

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

CRNSX vs. CRQSX - Expense Ratio Comparison

CRNSX has a 1.15% expense ratio, which is higher than CRQSX's 0.09% expense ratio.

CRNSX

Catholic Responsible Investments International Small-Cap Fund

CRQSX

Catholic Responsible Investments Equity Index Fund

Return for Risk

CRNSX vs. CRQSX — Risk / Return Rank

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

CRNSX

CRNSX Risk / Return Rank: 75
CRNSX Sharpe Ratio Rank: 80
CRNSX Sortino Ratio Rank: 78
CRNSX Omega Ratio Rank: 77
CRNSX Calmar Ratio Rank: 74
CRNSX Martin Ratio Rank: 68

CRQSX

CRQSX Risk / Return Rank: 44
CRQSX Sharpe Ratio Rank: 37
CRQSX Sortino Ratio Rank: 40
CRQSX Omega Ratio Rank: 43
CRQSX Calmar Ratio Rank: 43
CRQSX Martin Ratio Rank: 57

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.

CRNSX vs. CRQSX - Risk-Adjusted Trends Comparison

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

	CRNSX	CRQSX	Difference
Sharpe ratio Return per unit of total volatility	1.63	0.93	+0.70
Sortino ratio Return per unit of downside risk	2.19	1.44	+0.75
Omega ratio Gain probability vs. loss probability	1.33	1.22	+0.11
Calmar ratio Return relative to maximum drawdown	2.09	1.46	+0.63
Martin ratio Return relative to average drawdown	8.15	6.98	+1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRNSX vs. CRQSX - Sharpe Ratio Comparison

The current CRNSX Sharpe Ratio is 1.63, which is higher than the CRQSX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of CRNSX and CRQSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CRNSX	CRQSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	0.93	+0.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.64	-0.12

Correlation

The correlation between CRNSX and CRQSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CRNSX vs. CRQSX - Dividend Comparison

CRNSX's dividend yield for the trailing twelve months is around 9.84%, more than CRQSX's 3.55% yield.

	TTM	2025	2024	2023	2022
CRNSX Catholic Responsible Investments International Small-Cap Fund	9.84%	10.39%	2.63%	2.37%	1.94%
CRQSX Catholic Responsible Investments Equity Index Fund	3.55%	3.66%	2.09%	1.34%	1.56%

Drawdowns

CRNSX vs. CRQSX - Drawdown Comparison

The maximum CRNSX drawdown since its inception was -28.68%, which is greater than CRQSX's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for CRNSX and CRQSX.

Drawdown Indicators

	CRNSX	CRQSX	Difference
Max Drawdown Largest peak-to-trough decline	-28.68%	-22.96%	-5.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-8.97%	-2.93%
Current Drawdown Current decline from peak	-7.69%	-5.68%	-2.01%
Average Drawdown Average peak-to-trough decline	-7.40%	-5.45%	-1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	2.56%	+0.49%

Volatility

CRNSX vs. CRQSX - Volatility Comparison

Catholic Responsible Investments International Small-Cap Fund (CRNSX) has a higher volatility of 6.28% compared to Catholic Responsible Investments Equity Index Fund (CRQSX) at 5.42%. This indicates that CRNSX'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

	CRNSX	CRQSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	5.42%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	9.62%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	14.82%	18.51%	-3.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	18.05%	-2.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.17%	18.05%	-2.88%