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ISIN
US00771X7811
CUSIP
00771X781
Inception Date
Feb 27, 2015
Min. Investment
$25,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

KCGIX Performance Chart

Knights of Columbus Large Cap Growth Fund (KCGIX) is up 13.7% since the beginning of the year. KCGIX is currently trading at $27 per share. Investors who bought $1,000 worth of KCGIX shares 5 years ago would now be looking at an investment worth $1,890.


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S&P 500 Index

Returns By Period

Knights of Columbus Large Cap Growth Fund (KCGIX) has returned 13.65% so far this year and 34.58% over the past 12 months. Looking at the last ten years, KCGIX has achieved an annualized return of 15.74%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


Knights of Columbus Large Cap Growth Fund

1D
1.20%
1M
7.77%
YTD
13.65%
6M
13.18%
1Y
34.58%
3Y*
25.69%
5Y*
13.58%
10Y*
15.74%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCGIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, KCGIX's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +13.6%, while the worst month was Apr 2022 at -11.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KCGIX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.55%-2.42%-5.08%13.61%7.30%1.20%13.65%
20252.35%-3.27%-7.92%1.52%9.11%5.93%3.36%1.69%4.90%3.37%-0.79%-0.57%20.25%
20242.92%6.14%2.18%-4.25%5.29%4.79%-0.52%2.13%2.77%-0.94%6.24%-1.30%27.89%
20237.12%-0.70%6.42%1.26%3.51%6.91%2.78%-1.16%-5.15%-1.72%10.41%4.13%38.13%
2022-8.67%-5.72%2.33%-11.07%-1.54%-7.89%10.74%-5.11%-10.21%5.22%4.56%-7.14%-31.49%
20210.54%0.36%0.12%5.35%-1.35%4.92%2.51%2.98%-5.48%7.05%-0.46%2.12%19.60%

Benchmark Metrics

Knights of Columbus Large Cap Growth Fund has an annualized alpha of 0.65%, beta of 1.08, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund captured 108.81% of S&P 500 Index gains and 103.21% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.08 and R2 of 0.90, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.65%
Beta
1.08
0.90
Upside Capture
108.81%
Downside Capture
103.21%

Expense Ratio

KCGIX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KCGIX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


KCGIX Risk / Return Rank: 5858
Overall Rank
KCGIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
KCGIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
KCGIX Omega Ratio Rank: 5959
Omega Ratio Rank
KCGIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
KCGIX Martin Ratio Rank: 5050
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and compare them to S&P 500 Index.


KCGIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.45

2.39

+0.07

Sortino ratio

Return per unit of downside risk

3.34

3.25

+0.09

Omega ratio

Gain probability vs. loss probability

1.43

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

2.63

3.11

-0.48

Martin ratio

Return relative to average drawdown

10.23

14.38

-4.15

Dividends

Dividend History

Knights of Columbus Large Cap Growth Fund provided a 5.34% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.44$1.43$0.14$0.02$0.00$2.42$0.93$0.68$1.44$0.12$0.03

Dividend yield

5.34%6.03%0.69%0.15%0.03%13.90%5.61%5.20%13.63%0.91%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for Knights of Columbus Large Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2024$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.12$0.14
2023$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.42$2.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Knights of Columbus Large Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Knights of Columbus Large Cap Growth Fund was 35.51%, occurring on Oct 14, 2022. Recovery took 331 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-35.51%Oct 2022
11mo 1d1y 3mo
2y 2moNov 2021 - Feb 2024
COVID crash2020
-31.69%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-24.09%Dec 2018
3mo 26d6mo 11d
10mo 7dAug 2018 - Jul 2019
2025 selloff2025
-22.20%Apr 2025
2mo 14d2mo 18d
5mo 2dJan 2025 - Jun 2025
2026 correction2026
-13.50%Mar 2026
5mo 1d18d
5mo 19dOct 2025 - Apr 2026

Drawdown Indicators


KCGIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-56.78%

+21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-9.10%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.20%

-18.90%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.51%

-25.43%

-10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-33.92%

-1.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.85%

-10.72%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.97%

+1.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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