CRQSX vs. VSTSX
Compare and contrast key facts about Catholic Responsible Investments Equity Index Fund (CRQSX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX).
CRQSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. VSTSX is managed by Vanguard. It was launched on Jun 27, 2016.
Performance
CRQSX vs. VSTSX - Performance Comparison
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CRQSX vs. VSTSX - 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% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -3.97% | 17.16% | 23.27% | 26.54% | -10.97% |
Returns By Period
In the year-to-date period, CRQSX achieves a -4.47% return, which is significantly lower than VSTSX's -3.97% return.
CRQSX
- 1D
- 2.93%
- 1M
- -5.20%
- YTD
- -4.47%
- 6M
- -2.63%
- 1Y
- 16.41%
- 3Y*
- 17.87%
- 5Y*
- —
- 10Y*
- —
VSTSX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.95%
- 1Y
- 17.75%
- 3Y*
- 17.87%
- 5Y*
- 10.51%
- 10Y*
- —
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CRQSX vs. VSTSX - Expense Ratio Comparison
CRQSX has a 0.09% expense ratio, which is higher than VSTSX's 0.01% expense ratio. However, 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. VSTSX — Risk / Return Rank
CRQSX
VSTSX
CRQSX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Equity Index Fund (CRQSX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.98 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.50 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.51 | -0.06 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.25 | -0.24 |
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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.98 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.72 | -0.08 |
Correlation
The correlation between CRQSX and VSTSX is 0.99, 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. VSTSX - Dividend Comparison
CRQSX's dividend yield for the trailing twelve months is around 3.58%, more than VSTSX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | 3.58% | 3.66% | 2.09% | 1.34% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.19% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% |
Drawdowns
CRQSX vs. VSTSX - Drawdown Comparison
The maximum CRQSX drawdown since its inception was -22.96%, smaller than the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for CRQSX and VSTSX.
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Drawdown Indicators
| CRQSX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.96% | -34.97% | +12.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -12.41% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.35% | — |
Current DrawdownCurrent decline from peak | -6.30% | -6.21% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -4.97% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.59% | -0.06% |
Volatility
CRQSX vs. VSTSX - Volatility Comparison
Catholic Responsible Investments Equity Index Fund (CRQSX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 5.39% and 5.49%, 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.
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Volatility by Period
| CRQSX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.49% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.79% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 18.61% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 17.37% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 18.86% | -0.80% |