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I'm trying to formulate my diversity statement currently and I was intending to do one on the dichotomy of being Chinese and gay.

What are you thoughts on sending this diversity statement to religious schools (e.g. Fordham) or should I write a secondary diversity statement to send?

Unless you're sending it to a school like Liberty or Ave Maria, nobody cares.

Fordham actually includes sexual orientation and gender identity in their non-discrimination ordinance, so you're good to go there.