CRQSX vs. CMUVX
CRQSX (Catholic Responsible Investments Equity Index Fund) and CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) are both mutual funds - CRQSX is a Large Cap Blend Equities fund managed by Catholic Responsible Investments Funds, while CMUVX is a Diversified Portfolio fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CRQSX returned 18.44%/yr vs 13.39%/yr for CMUVX. Their 0.96 correlation means they have historically moved very closely together. CRQSX charges 0.09%/yr vs 0.15%/yr for CMUVX.
Performance
CRQSX vs. CMUVX - Performance Comparison
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Returns By Period
In the year-to-date period, CRQSX achieves a 8.98% return, which is significantly higher than CMUVX's 7.96% return.
CRQSX
- 1D
- 1.84%
- 1M
- -0.45%
- 6M
- 7.40%
- YTD
- 8.98%
- 1Y
- 19.11%
- 3Y*
- 18.44%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.77%
CMUVX
- 1D
- 1.56%
- 1M
- -0.61%
- 6M
- 5.63%
- YTD
- 7.96%
- 1Y
- 15.84%
- 3Y*
- 13.39%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CRQSX vs. CMUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | 8.98% | 16.83% | 24.70% | 27.55% | -11.69% |
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 7.96% | 14.69% | 13.39% | 19.07% | -11.64% |
Correlation
The correlation between CRQSX and CMUVX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022 | 0.96 |
The correlation between CRQSX and CMUVX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
CRQSX vs. CMUVX — Risk / Return Rank
CRQSX
CMUVX
CRQSX vs. CMUVX - 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 75/25 Fund (CMUVX). 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 | CMUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.90 | +0.03 |
| Martin ratioReturn relative to average drawdown | 7.91 | 7.97 | -0.06 |
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Drawdowns
CRQSX vs. CMUVX - Drawdown Comparison
The maximum CRQSX drawdown since its inception was -22.96%, roughly equal to the maximum CMUVX drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for CRQSX and CMUVX.
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Drawdown Indicators
| CRQSX | CMUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.96% | -23.51% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -7.59% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.95% | -14.12% | -4.83% |
Current DrawdownCurrent decline from peak | -2.62% | -1.41% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -6.09% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.80% | +0.32% |
Volatility
CRQSX vs. CMUVX - Volatility Comparison
Catholic Responsible Investments Equity Index Fund (CRQSX) has a higher volatility of 3.68% compared to Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) at 3.03%. This indicates that CRQSX's price experiences larger fluctuations and is considered to be riskier than CMUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRQSX | CMUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.03% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 8.65% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.02% | 10.63% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 13.14% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 13.14% | +4.62% |
CRQSX vs. CMUVX - Expense Ratio Comparison
CRQSX has a 0.09% expense ratio, which is lower than CMUVX'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. CMUVX - Dividend Comparison
CRQSX's dividend yield for the trailing twelve months is around 3.43%, less than CMUVX's 33.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CMUVX Catholic Responsible Investments Magnus 75/25 Fund | 33.48% | 36.14% | 2.54% | 2.03% | 2.47% | 0.06% |
CRQSX Catholic Responsible Investments Equity Index Fund | 3.43% | 3.66% | 2.09% | 1.34% | 1.56% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, CRQSX and CMUVX 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.
CRQSX has higher volatility (3.68%) compared to CMUVX (3.03%). In terms of maximum drawdown, CRQSX dropped -22.96% vs CMUVX's -23.51%.
CMUVX currently has the higher Sharpe Ratio (1.35 vs 1.29), 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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