The Roman martyrology names on 1 August, "the holy virgins, Faith, Hope and Charity, who won the crown of martyrdom under the Emperor Hadrian" and, on 30 Sept., "St. Sophia, widow, mother of the holy virgins, Faith, Hope and Charity". According to tradition, Faith or Pistis was twelve years old; Hope or Elpis was ten and Charity or Agape was nine. In some places, on 1 August, St. Sapientia (perhaps distinct from Sophia, see below) is also venerated. In the Eastern Church, the feast is kept on 17 September.
Accurate historical data about the saints is minimal. The cult is very ancient, and the names are found not only in the various early martyrologies of the Western Church, but also in the Menaia and Menologies of the Ancient Greeks. In the preserved documents, there are two groups of references. On the one hand, they mention a band of martyrs, mother and daughters, whose names are always given in Greek, and who are buried on the Aurelian Way. On the other hand, the documents speak of four martyrs, interred on the Via Appia, whose relationship is not indicated and whose names, though the same as those of the martyrs of the Aurelian Way, are yet always given in Latin. This can be interpreted as pointing to distinct groups.
Setting aside the clearly legendary accounts that have come down to us (see Migne, P.G. CXV, 497; Mombritius, Vitae Sanctorum, II, 204), the stories go as follows. In the reign of Roman Emperor Hadrian (2nd century AD), a matron Sophia (Wisdom), with her three youthful daughters, Pistis, Elpis, and Agape (Greek for Faith, Hope and Charity), became Catholic martyrs, and all three were interred on the Aurelian Way. Their tomb in a crypt beneath the church afterwards erected to Saint Pancratius was long a place of resort for pilgrims, as detailed in various 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.
Later surely than the reign of Hadrian, but at what time is uncertain, a presumably separate band of martyrs, Sapientia (Wisdom) and her three companions, Spes, Fides and Caritas (Latin for Hope, Faith and Charity), suffered death and were buried near the tomb of St Cecilia in the cemetery of St. Callistus on the Appian Way.
The coincidence in names can be explained by the fact that the early Christians often (according to Italian archaeologist Giovanni Battista De Rossi) took in baptism mystical names indicative of Christian virtues, etc. Thus Sophia, Sapientia, Fides and the like are common names in early Christian inscriptions and martyrologies.