CRQSX vs. CMPVX

Last updated Jun 24, 2026

CRQSX (Catholic Responsible Investments Equity Index Fund) and CMPVX (Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund) are both mutual funds - CRQSX is a Large Cap Blend Equities fund managed by Catholic Responsible Investments Funds, while CMPVX is a Diversified Portfolio fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CRQSX returned 21.03%/yr vs 13.19%/yr for CMPVX. With a 0.95 correlation, they move nearly in lockstep. CRQSX charges 0.09%/yr vs 0.15%/yr for CMPVX.

Performance

CRQSX vs. CMPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Equity Index Fund (CRQSX) and Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRQSX achieves a 9.88% return, which is significantly higher than CMPVX's 7.62% return.

CRQSX

• 1D: -0.44%
• 1M: -0.06%
• YTD: 9.88%
• 6M: 8.95%
• 1Y: 24.09%
• 3Y*: 21.03%
• 5Y*: —
• 10Y*: —

CMPVX

• 1D: -0.25%
• 1M: 1.52%
• YTD: 7.62%
• 6M: 7.14%
• 1Y: 16.39%
• 3Y*: 13.19%
• 5Y*: —
• 10Y*: —

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

CRQSX vs. CMPVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRQSX Catholic Responsible Investments Equity Index Fund	9.88%	16.83%	24.70%	27.55%	-11.69%
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	7.62%	12.97%	10.59%	16.55%	-11.33%

Correlation

The correlation between CRQSX and CMPVX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.95

The correlation between CRQSX and CMPVX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

CRQSX vs. CMPVX — Risk / Return Rank

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

CRQSX

CRQSX Risk / Return Rank: 59
CRQSX Sharpe Ratio Rank: 56
CRQSX Sortino Ratio Rank: 51
CRQSX Omega Ratio Rank: 53
CRQSX Calmar Ratio Rank: 63
CRQSX Martin Ratio Rank: 72

CMPVX

CMPVX Risk / Return Rank: 55
CMPVX Sharpe Ratio Rank: 53
CMPVX Sortino Ratio Rank: 54
CMPVX Omega Ratio Rank: 54
CMPVX Calmar Ratio Rank: 51
CMPVX Martin Ratio Rank: 60

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.

CRQSX vs. CMPVX - 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 Alpha Plus Fund (CMPVX). 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.

	CRQSX	CMPVX	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.00	+0.02
Sortino ratio: Return per unit of downside risk	2.74	2.84	-0.10
Omega ratio: Gain probability vs. loss probability	1.37	1.37	-0.01
Calmar ratio: Return relative to maximum drawdown	2.92	2.63	+0.29
Martin ratio: Return relative to average drawdown	12.94	11.28	+1.66

CRQSX vs. CMPVX - Sharpe Ratio Comparison

The current CRQSX Sharpe Ratio is 2.02, which is comparable to the CMPVX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CRQSX and CMPVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRQSX vs. CMPVX - Drawdown Comparison

The maximum CRQSX drawdown since its inception was -22.96%, which is greater than CMPVX's maximum drawdown of -21.62%. Use the drawdown chart below to compare losses from any high point for CRQSX and CMPVX.

Drawdown Indicators

	CRQSX	CMPVX	Difference
Max Drawdown Largest peak-to-trough decline	-22.96%	-21.62%	-1.34%
Max Drawdown (1Y) Largest decline over 1 year	-8.71%	-6.52%	-2.19%
Max Drawdown (3Y) Largest decline over 3 years	-18.95%	-10.96%	-7.99%
Current Drawdown Current decline from peak	-1.81%	-0.25%	-1.56%
Average Drawdown Average peak-to-trough decline	-5.23%	-5.78%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.51%	+0.45%

Volatility

CRQSX vs. CMPVX - Volatility Comparison

Catholic Responsible Investments Equity Index Fund (CRQSX) has a higher volatility of 4.76% compared to Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) at 3.24%. This indicates that CRQSX's price experiences larger fluctuations and is considered to be riskier than CMPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRQSX	CMPVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	3.24%	+1.52%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	7.02%	+2.92%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	8.58%	+4.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	10.96%	+6.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	10.96%	+6.91%

CRQSX vs. CMPVX - Expense Ratio Comparison

CRQSX has a 0.09% expense ratio, which is lower than CMPVX'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%.

Dividends

CRQSX vs. CMPVX - Dividend Comparison

CRQSX's dividend yield for the trailing twelve months is around 3.36%, less than CMPVX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021
CMPVX Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund	4.24%	4.57%	3.32%	2.04%	1.58%	0.07%
CRQSX Catholic Responsible Investments Equity Index Fund	3.36%	3.66%	2.09%	1.34%	1.56%	0.00%

Frequently Asked Questions

Can I hold both CRQSX and CMPVX in my portfolio?

With a correlation of 0.96, CRQSX and CMPVX 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, CRQSX or CMPVX?

CRQSX has higher volatility (4.76%) compared to CMPVX (3.24%). In terms of maximum drawdown, CRQSX dropped -22.96% vs CMPVX's -21.62%.

Which has better risk-adjusted returns?

CRQSX currently has the higher Sharpe Ratio (2.02 vs 2.00), 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.