CRQSX vs. CRSSX

Last updated Apr 2, 2026

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

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

Performance

CRQSX vs. CRSSX - 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 Small-Cap Fund (CRSSX). The values are adjusted to include any dividend payments, if applicable.

CRQSX vs. CRSSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRQSX Catholic Responsible Investments Equity Index Fund	-4.47%	16.83%	24.70%	27.55%	-11.13%
CRSSX Catholic Responsible Investments Small-Cap Fund	3.38%	5.86%	8.16%	16.02%	-6.44%

Returns By Period

In the year-to-date period, CRQSX achieves a -4.47% return, which is significantly lower than CRSSX's 3.38% return.

CRQSX

• 1D: 2.93%
• 1M: -5.20%
• YTD: -4.47%
• 6M: -2.63%
• 1Y: 16.41%
• 3Y*: 17.87%
• 5Y*: —
• 10Y*: —

CRSSX

• 1D: 2.87%
• 1M: -4.94%
• YTD: 3.38%
• 6M: 5.28%
• 1Y: 19.98%
• 3Y*: 10.28%
• 5Y*: —
• 10Y*: —

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

CRQSX vs. CRSSX - Expense Ratio Comparison

CRQSX has a 0.09% expense ratio, which is lower than CRSSX's 0.29% expense ratio.

CRSSX

Catholic Responsible Investments Small-Cap Fund

CRQSX

Catholic Responsible Investments Equity Index Fund

Return for Risk

CRQSX vs. CRSSX — Risk / Return Rank

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

CRQSX

CRQSX Risk / Return Rank: 46
CRQSX Sharpe Ratio Rank: 37
CRQSX Sortino Ratio Rank: 42
CRQSX Omega Ratio Rank: 44
CRQSX Calmar Ratio Rank: 47
CRQSX Martin Ratio Rank: 62

CRSSX

CRSSX Risk / Return Rank: 39
CRSSX Sharpe Ratio Rank: 35
CRSSX Sortino Ratio Rank: 39
CRSSX Omega Ratio Rank: 32
CRSSX Calmar Ratio Rank: 42
CRSSX Martin Ratio Rank: 45

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. CRSSX - 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 Small-Cap Fund (CRSSX). 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	CRSSX	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.90	+0.02
Sortino ratio Return per unit of downside risk	1.44	1.40	+0.03
Omega ratio Gain probability vs. loss probability	1.22	1.19	+0.03
Calmar ratio Return relative to maximum drawdown	1.45	1.38	+0.07
Martin ratio Return relative to average drawdown	7.02	5.59	+1.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRQSX vs. CRSSX - Sharpe Ratio Comparison

The current CRQSX Sharpe Ratio is 0.93, which is comparable to the CRSSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CRQSX and CRSSX, 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

	CRQSX	CRSSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.90	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.28	+0.35

Correlation

The correlation between CRQSX and CRSSX is 0.80, 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. CRSSX - Dividend Comparison

CRQSX's dividend yield for the trailing twelve months is around 3.58%, less than CRSSX's 5.18% yield.

	TTM	2025	2024	2023	2022
CRQSX Catholic Responsible Investments Equity Index Fund	3.58%	3.66%	2.09%	1.34%	1.56%
CRSSX Catholic Responsible Investments Small-Cap Fund	5.18%	5.64%	2.30%	1.36%	5.03%

Drawdowns

CRQSX vs. CRSSX - Drawdown Comparison

The maximum CRQSX drawdown since its inception was -22.96%, smaller than the maximum CRSSX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for CRQSX and CRSSX.

Drawdown Indicators

	CRQSX	CRSSX	Difference
Max Drawdown Largest peak-to-trough decline	-22.96%	-27.86%	+4.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-14.87%	+2.62%
Current Drawdown Current decline from peak	-6.30%	-5.88%	-0.42%
Average Drawdown Average peak-to-trough decline	-5.45%	-8.07%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	3.67%	-1.14%

Volatility

CRQSX vs. CRSSX - Volatility Comparison

The current volatility for Catholic Responsible Investments Equity Index Fund (CRQSX) is 5.39%, while Catholic Responsible Investments Small-Cap Fund (CRSSX) has a volatility of 6.39%. This indicates that CRQSX experiences smaller price fluctuations and is considered to be less risky than CRSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRQSX	CRSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	6.39%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	13.02%	-3.42%
Volatility (1Y) Calculated over the trailing 1-year period	18.51%	22.80%	-4.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.06%	22.04%	-3.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	22.04%	-3.98%