Sts. Faith, Hope and Charity
Faith, Hope and Charity, Saints, the names of two groups of
Roman martyrs around whom a considerable amount of legendary lore has
gathered; though the extent of sound historical data possessed
concerning them is so slight, that until very recent times the most
eminent scholars failed to distinguish between them. However, the extent
and antiquity of their cult and the universality with which their names
are found not only in the various early martyrologies of the Western
Church, but also in the Menaia and Menologies of the Greeks, render the
fact of their existence and martyrdom unquestionable.Setting aside the purely legendary accounts that have come down to us (see Migne, P.G. CXV, 497; Mombritius, Vitae Sanctorum, II, 204), we find that in the reign of Hadrian, a Roman matron Sophia (Wisdom), with her three youthful daughters, Pistis, Elpis, and Agape (Faith, Hope and Charity), underwent martyrdom for the Faith, and were interred on the Aurelian Way, where their tomb in a crypt beneath the church afterwards erected to St. Pancratius was long a place of resort for pilgrims, as we learn from various indubitable documents of the seventh century, such as an Itinerarium (or guide to the holy places of Rome compiled for the use of pilgrims) still preserved at Salzburg, the list, preserved in the cathedral archives of Monza, of the oils gathered from the tombs of the martyrs and sent to Queen Theodelinda in the time of Gregory the Great, etc.

Martyrdom of St. Sofia’s daughters and St. Sofia burying them. From the Vatican Digital Manuscript Library.
John F. X. Murphy (Catholic Encyclopedia)