CRNSX vs. FSISX

Last updated Apr 2, 2026

Compare and contrast key facts about Catholic Responsible Investments International Small-Cap Fund (CRNSX) and Fidelity SAI International Small Cap Index Fund (FSISX).

CRNSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. FSISX is managed by Fidelity. It was launched on Jun 25, 2021.

Performance

CRNSX vs. FSISX - Performance Comparison

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

CRNSX vs. FSISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRNSX Catholic Responsible Investments International Small-Cap Fund	-0.09%	27.12%	7.72%	12.24%	-12.42%
FSISX Fidelity SAI International Small Cap Index Fund	0.58%	32.61%	1.74%	13.23%	-14.57%

Returns By Period

In the year-to-date period, CRNSX achieves a -0.09% return, which is significantly lower than FSISX's 0.58% return.

CRNSX

• 1D: 2.57%
• 1M: -8.30%
• YTD: -0.09%
• 6M: 2.37%
• 1Y: 21.40%
• 3Y*: 12.96%
• 5Y*: —
• 10Y*: —

FSISX

• 1D: 2.85%
• 1M: -7.93%
• YTD: 0.58%
• 6M: 3.56%
• 1Y: 27.42%
• 3Y*: 13.46%
• 5Y*: —
• 10Y*: —

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

CRNSX vs. FSISX - Expense Ratio Comparison

CRNSX has a 1.15% expense ratio, which is higher than FSISX's 0.10% expense ratio.

CRNSX

Catholic Responsible Investments International Small-Cap Fund

FSISX

Fidelity SAI International Small Cap Index Fund

Return for Risk

CRNSX vs. FSISX — Risk / Return Rank

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

CRNSX

CRNSX Risk / Return Rank: 70
CRNSX Sharpe Ratio Rank: 77
CRNSX Sortino Ratio Rank: 74
CRNSX Omega Ratio Rank: 74
CRNSX Calmar Ratio Rank: 63
CRNSX Martin Ratio Rank: 60

FSISX

FSISX Risk / Return Rank: 84
FSISX Sharpe Ratio Rank: 88
FSISX Sortino Ratio Rank: 86
FSISX Omega Ratio Rank: 85
FSISX Calmar Ratio Rank: 82
FSISX Martin Ratio Rank: 78

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. FSISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments International Small-Cap Fund (CRNSX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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	FSISX	Difference
Sharpe ratio Return per unit of total volatility	1.52	1.85	-0.32
Sortino ratio Return per unit of downside risk	2.05	2.39	-0.33
Omega ratio Gain probability vs. loss probability	1.31	1.37	-0.06
Calmar ratio Return relative to maximum drawdown	1.76	2.12	-0.37
Martin ratio Return relative to average drawdown	6.95	8.16	-1.21
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. FSISX - Sharpe Ratio Comparison

The current CRNSX Sharpe Ratio is 1.52, which is comparable to the FSISX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CRNSX and FSISX, 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	FSISX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.85	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.25	+0.24

Correlation

The correlation between CRNSX and FSISX 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

CRNSX vs. FSISX - Dividend Comparison

CRNSX's dividend yield for the trailing twelve months is around 10.05%, more than FSISX's 3.67% yield.

	TTM	2025	2024	2023	2022	2021
CRNSX Catholic Responsible Investments International Small-Cap Fund	10.05%	10.39%	2.63%	2.37%	1.94%	0.00%
FSISX Fidelity SAI International Small Cap Index Fund	3.67%	3.70%	3.33%	3.13%	3.02%	1.30%

Drawdowns

CRNSX vs. FSISX - Drawdown Comparison

The maximum CRNSX drawdown since its inception was -28.68%, smaller than the maximum FSISX drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for CRNSX and FSISX.

Drawdown Indicators

	CRNSX	FSISX	Difference
Max Drawdown Largest peak-to-trough decline	-28.68%	-36.84%	+8.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-11.73%	-0.17%
Current Drawdown Current decline from peak	-9.64%	-9.21%	-0.43%
Average Drawdown Average peak-to-trough decline	-7.40%	-13.49%	+6.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.05%	-0.04%

Volatility

CRNSX vs. FSISX - Volatility Comparison

Catholic Responsible Investments International Small-Cap Fund (CRNSX) and Fidelity SAI International Small Cap Index Fund (FSISX) have volatilities of 6.57% and 6.72%, 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

	CRNSX	FSISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	6.72%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	10.20%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	14.72%	15.30%	-0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	15.89%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	15.89%	-0.75%