CRSSX vs. CRNSX

Last updated Jun 3, 2026

CRSSX (Catholic Responsible Investments Small-Cap Fund) and CRNSX (Catholic Responsible Investments International Small-Cap Fund) are both mutual funds - CRSSX is a Small Cap Blend Equities fund managed by Catholic Responsible Investments Funds, while CRNSX is a Foreign Small & Mid Cap Equities fund managed by Catholic Responsible Investments Funds. Over the past 3 years, CRSSX returned 14.22%/yr vs 17.46%/yr for CRNSX. A 0.65 correlation means they provide meaningful diversification when combined. CRSSX charges 0.29%/yr vs 1.15%/yr for CRNSX.

Performance

CRSSX vs. CRNSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Small-Cap Fund (CRSSX) and Catholic Responsible Investments International Small-Cap Fund (CRNSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRSSX achieves a 15.29% return, which is significantly higher than CRNSX's 9.96% return.

CRSSX

• 1D: -0.17%
• 1M: 0.43%
• YTD: 15.29%
• 6M: 16.06%
• 1Y: 33.22%
• 3Y*: 14.22%
• 5Y*: —
• 10Y*: —

CRNSX

• 1D: -0.49%
• 1M: 2.35%
• YTD: 9.96%
• 6M: 12.95%
• 1Y: 21.93%
• 3Y*: 17.46%
• 5Y*: —
• 10Y*: —

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

CRSSX vs. CRNSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRSSX Catholic Responsible Investments Small-Cap Fund	15.29%	5.86%	8.16%	16.02%	-6.44%
CRNSX Catholic Responsible Investments International Small-Cap Fund	9.96%	27.12%	7.72%	12.24%	-10.88%

Correlation

The correlation between CRSSX and CRNSX is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022	0.65

The correlation between CRSSX and CRNSX has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

Return for Risk

CRSSX vs. CRNSX — Risk / Return Rank

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

CRSSX

CRSSX Risk / Return Rank: 53
CRSSX Sharpe Ratio Rank: 42
CRSSX Sortino Ratio Rank: 42
CRSSX Omega Ratio Rank: 38
CRSSX Calmar Ratio Rank: 82
CRSSX Martin Ratio Rank: 64

CRNSX

CRNSX Risk / Return Rank: 36
CRNSX Sharpe Ratio Rank: 38
CRNSX Sortino Ratio Rank: 38
CRNSX Omega Ratio Rank: 39
CRNSX Calmar Ratio Rank: 29
CRNSX Martin Ratio Rank: 33

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.

CRSSX vs. CRNSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Small-Cap Fund (CRSSX) and Catholic Responsible Investments International Small-Cap Fund (CRNSX). 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.

	CRSSX	CRNSX	Difference
Sharpe ratio Return per unit of total volatility	1.88	1.79	+0.08
Sortino ratio Return per unit of downside risk	2.73	2.60	+0.13
Omega ratio Gain probability vs. loss probability	1.33	1.33	-0.01
Calmar ratio Return relative to maximum drawdown	3.76	2.05	+1.71
Martin ratio Return relative to average drawdown	12.49	7.58	+4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRSSX vs. CRNSX - Sharpe Ratio Comparison

The current CRSSX Sharpe Ratio is 1.88, which is comparable to the CRNSX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of CRSSX and CRNSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRSSX	CRNSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	1.79	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.63	-0.23

Drawdowns

CRSSX vs. CRNSX - Drawdown Comparison

The maximum CRSSX drawdown since its inception was -27.86%, roughly equal to the maximum CRNSX drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for CRSSX and CRNSX.

Drawdown Indicators

	CRSSX	CRNSX	Difference
Max Drawdown Largest peak-to-trough decline	-27.86%	-28.68%	+0.82%
Max Drawdown (1Y) Largest decline over 1 year	-8.60%	-11.45%	+2.85%
Max Drawdown (3Y) Largest decline over 3 years	-27.86%	-12.91%	-14.95%
Current Drawdown Current decline from peak	-0.94%	-0.55%	-0.39%
Average Drawdown Average peak-to-trough decline	-7.80%	-7.21%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	3.10%	-0.51%

Volatility

CRSSX vs. CRNSX - Volatility Comparison

Catholic Responsible Investments Small-Cap Fund (CRSSX) has a higher volatility of 4.38% compared to Catholic Responsible Investments International Small-Cap Fund (CRNSX) at 3.75%. This indicates that CRSSX's price experiences larger fluctuations and is considered to be riskier than CRNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRSSX	CRNSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	3.75%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	10.71%	+0.90%
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	13.14%	+4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.80%	15.20%	+6.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	15.20%	+6.60%

CRSSX vs. CRNSX - Expense Ratio Comparison

CRSSX has a 0.29% expense ratio, which is lower than CRNSX's 1.15% expense ratio.

Dividends

CRSSX vs. CRNSX - Dividend Comparison

CRSSX's dividend yield for the trailing twelve months is around 4.95%, less than CRNSX's 9.64% yield.

Position	TTM	2025	2024	2023	2022
CRNSX Catholic Responsible Investments International Small-Cap Fund	9.64%	10.39%	2.63%	2.37%	1.94%
CRSSX Catholic Responsible Investments Small-Cap Fund	4.95%	5.64%	2.30%	1.36%	5.03%

Frequently Asked Questions

Can I hold both CRSSX and CRNSX in my portfolio?

CRSSX and CRNSX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRSSX or CRNSX?

CRSSX has higher volatility (4.38%) compared to CRNSX (3.75%). In terms of maximum drawdown, CRSSX dropped -27.86% vs CRNSX's -28.68%.

Which has better risk-adjusted returns?

CRSSX currently has the higher Sharpe Ratio (1.88 vs 1.79), 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.