CRSSX vs. CRQSX

Last updated Apr 2, 2026

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

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

Performance

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

CRSSX vs. CRQSX - Yearly Performance Comparison

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

Returns By Period

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

CRSSX

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

CRQSX

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

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

CRSSX vs. CRQSX - Expense Ratio Comparison

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

CRSSX

Catholic Responsible Investments Small-Cap Fund

CRQSX

Catholic Responsible Investments Equity Index Fund

Return for Risk

CRSSX vs. CRQSX — Risk / Return Rank

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

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

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

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. CRQSX - 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 Equity Index Fund (CRQSX). 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	CRQSX	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.93	-0.02
Sortino ratio Return per unit of downside risk	1.40	1.44	-0.03
Omega ratio Gain probability vs. loss probability	1.19	1.22	-0.03
Calmar ratio Return relative to maximum drawdown	1.38	1.45	-0.07
Martin ratio Return relative to average drawdown	5.59	7.02	-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.

CRSSX vs. CRQSX - Sharpe Ratio Comparison

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

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

Correlation

The correlation between CRSSX and CRQSX 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

CRSSX vs. CRQSX - Dividend Comparison

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

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

Drawdowns

CRSSX vs. CRQSX - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

CRSSX vs. CRQSX - Volatility Comparison

Catholic Responsible Investments Small-Cap Fund (CRSSX) has a higher volatility of 6.39% compared to Catholic Responsible Investments Equity Index Fund (CRQSX) at 5.39%. This indicates that CRSSX's price experiences larger fluctuations and is considered to be riskier than CRQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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