Something to think about:
"How a Christian puts his money to work is for him to decide personally, just as how he works for a living is for him to decide. There is nothing contrary to Scriptural principles for him to let his money help him earn a livelihood. If he invests in stocks, no one should criticize him. He should, of course, be discreet about what stocks or bonds he buys. When he knows that a corporation is devoted entirely to manufacturing merchandise that is used for a morally wrong purpose, it would be improper for him to violate his conscience by investing in the stock of that company." - AWAKE! February 8, 1962 pg. 23
If it is wrong for an individual Christian to purchase stock in a company that is involved in questionable practices and accept the dividends and profits therefrom, would it not be equally wrong to accept said dividends and profits from the stocks if they were gifted to a religious corporation in the form of a trust?