CRQSX vs. CMMVX
Compare and contrast key facts about Catholic Responsible Investments Equity Index Fund (CRQSX) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX).
CRQSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. CMMVX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021.
Performance
CRQSX vs. CMMVX - Performance Comparison
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CRQSX vs. CMMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | -4.47% | 16.83% | 24.70% | 27.55% | -11.69% |
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | -1.73% | 13.09% | 12.44% | 16.24% | -10.52% |
Returns By Period
In the year-to-date period, CRQSX achieves a -4.47% return, which is significantly lower than CMMVX's -1.73% return.
CRQSX
- 1D
- 2.93%
- 1M
- -5.20%
- YTD
- -4.47%
- 6M
- -2.63%
- 1Y
- 16.41%
- 3Y*
- 17.87%
- 5Y*
- —
- 10Y*
- —
CMMVX
- 1D
- 1.80%
- 1M
- -3.90%
- YTD
- -1.73%
- 6M
- -0.37%
- 1Y
- 11.97%
- 3Y*
- 11.16%
- 5Y*
- —
- 10Y*
- —
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CRQSX vs. CMMVX - Expense Ratio Comparison
CRQSX has a 0.09% expense ratio, which is lower than CMMVX's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CRQSX vs. CMMVX — Risk / Return Rank
CRQSX
CMMVX
CRQSX vs. CMMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Equity Index Fund (CRQSX) and Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX). 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.
| CRQSX | CMMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.12 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.65 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.55 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.16 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRQSX | CMMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.12 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.51 | +0.12 |
Correlation
The correlation between CRQSX and CMMVX is 0.96, 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
CRQSX vs. CMMVX - Dividend Comparison
CRQSX's dividend yield for the trailing twelve months is around 3.58%, less than CMMVX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | 3.58% | 3.66% | 2.09% | 1.34% | 1.56% | 0.00% |
CMMVX Catholic Responsible Investments Magnus 60/40 Beta Plus Fund | 3.75% | 3.68% | 3.00% | 2.31% | 1.76% | 0.08% |
Drawdowns
CRQSX vs. CMMVX - Drawdown Comparison
The maximum CRQSX drawdown since its inception was -22.96%, which is greater than CMMVX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for CRQSX and CMMVX.
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Drawdown Indicators
| CRQSX | CMMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.96% | -20.58% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -8.06% | -4.19% |
Current DrawdownCurrent decline from peak | -6.30% | -4.63% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -5.66% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.75% | +0.78% |
Volatility
CRQSX vs. CMMVX - Volatility Comparison
Catholic Responsible Investments Equity Index Fund (CRQSX) has a higher volatility of 5.39% compared to Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) at 3.85%. This indicates that CRQSX's price experiences larger fluctuations and is considered to be riskier than CMMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRQSX | CMMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 3.85% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 6.18% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 11.16% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 10.75% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 10.75% | +7.31% |