CRQSX vs. CRSSX

Last updated Jun 24, 2026

CRQSX (Catholic Responsible Investments Equity Index Fund) and CRSSX (Catholic Responsible Investments Small-Cap Fund) are both mutual funds - CRQSX is a Large Cap Blend Equities fund managed by Catholic Responsible Investments Funds, while CRSSX is a Small Cap Blend Equities fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CRQSX returned 21.03%/yr vs 16.11%/yr for CRSSX. A 0.79 correlation means they provide meaningful diversification when combined. CRQSX charges 0.09%/yr vs 0.29%/yr for CRSSX.

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.

Returns By Period

In the year-to-date period, CRQSX achieves a 9.88% return, which is significantly lower than CRSSX's 19.68% return.

CRQSX

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

CRSSX

• 1D: 0.00%
• 1M: 4.35%
• YTD: 19.68%
• 6M: 17.66%
• 1Y: 34.76%
• 3Y*: 16.11%
• 5Y*: —
• 10Y*: —

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

CRQSX vs. CRSSX - 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%
CRSSX Catholic Responsible Investments Small-Cap Fund	19.68%	5.86%	8.16%	16.02%	-6.44%

Correlation

The correlation between CRQSX and CRSSX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.79

The correlation between CRQSX and CRSSX has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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: 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

CRSSX

CRSSX Risk / Return Rank: 68
CRSSX Sharpe Ratio Rank: 58
CRSSX Sortino Ratio Rank: 60
CRSSX Omega Ratio Rank: 50
CRSSX Calmar Ratio Rank: 89
CRSSX Martin Ratio Rank: 83

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.

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	CRSSX	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.07	-0.05
Sortino ratio: Return per unit of downside risk	2.74	2.98	-0.24
Omega ratio: Gain probability vs. loss probability	1.37	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	2.92	4.29	-1.37
Martin ratio: Return relative to average drawdown	12.94	14.29	-1.35

CRQSX vs. CRSSX - Sharpe Ratio Comparison

The current CRQSX Sharpe Ratio is 2.02, which is comparable to the CRSSX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CRQSX and CRSSX, 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. 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	-8.71%	-8.60%	-0.11%
Max Drawdown (3Y) Largest decline over 3 years	-18.95%	-27.86%	+8.91%
Current Drawdown Current decline from peak	-1.81%	0.00%	-1.81%
Average Drawdown Average peak-to-trough decline	-5.23%	-7.71%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.57%	-0.61%

Volatility

CRQSX vs. CRSSX - Volatility Comparison

Catholic Responsible Investments Equity Index Fund (CRQSX) and Catholic Responsible Investments Small-Cap Fund (CRSSX) have volatilities of 4.76% and 4.85%, 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

	CRQSX	CRSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	4.85%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	12.04%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	17.84%	-5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	21.77%	-3.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	21.77%	-3.90%

CRQSX vs. CRSSX - Expense Ratio Comparison

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

Dividends

CRQSX vs. CRSSX - Dividend Comparison

CRQSX's dividend yield for the trailing twelve months is around 3.36%, less than CRSSX's 4.77% yield.

Position	TTM	2025	2024	2023	2022
CRQSX Catholic Responsible Investments Equity Index Fund	3.36%	3.66%	2.09%	1.34%	1.56%
CRSSX Catholic Responsible Investments Small-Cap Fund	4.77%	5.64%	2.30%	1.36%	5.03%

Frequently Asked Questions

Can I hold both CRQSX and CRSSX in my portfolio?

CRQSX and CRSSX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRQSX or CRSSX?

CRSSX has higher volatility (4.85%) compared to CRQSX (4.76%). In terms of maximum drawdown, CRQSX dropped -22.96% vs CRSSX's -27.86%.

Which has better risk-adjusted returns?

CRSSX currently has the higher Sharpe Ratio (2.07 vs 2.02), 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.