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Knights of Columbus Limited Duration Fund (KCLIX) Sharpe Ratio: 2.74

Mutual Fund · Currency in USD · Last updated Jul 14, 2026

Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in bonds. It invests primarily in U.S. issuers and investment-grade securities, but may hold securities that are rated below investment grade ("high yield" or "junk bonds"). The fund may invest in securities with any maturity or duration, but seeks to maintain an average duration similar to that of the Bloomberg 1-3 Year U.S. Government/Credit Index, which generally ranges between zero and three years.

KCLIX's Sharpe Ratio of 2.74 indicates that for each unit of volatility, it generates 2.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

KCLIX Sharpe Ratio Rank

KCLIX Sharpe Ratio Rank: 95.195
Exceptional

KCLIX ranks above 95.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

KCLIX Sharpe Ratio Market Positioning

The chart shows KCLIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.06 or lower
  • Yellow zone (middle 50%): 1.06 to 1.93
  • Green zone (top 25%): 1.93 or higher
  • Top 1%: 3.91+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Knights of Columbus Limited Duration Fund's Sharpe Ratio with other mutual funds in the Short-Term Bond category across multiple time periods, showing how KCLIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DFCFXDFA Two-Year Fixed Income Portfolio5.75
DHEIXDiamond Hill Short Duration Securitized Bond Fund Class I4.56
GPICXGuidepathConservative Income Fund4.13
DHEAXDiamond Hill Short Duration Securitized Bond Fund4.00
DFEQXDFA Short-Term Extended Quality Portfolio3.54
DFAIXDFA Short-Duration Real Return Portfolio3.34
DBLSXDoubleLine Low Duration Bond Fund3.26
DLSNXDoubleLine Low Duration Bond Fund Class N3.21
DLDFXDestinations Low Duration Fixed Income Fund3.04
BATAXBlackRock Allocation Target Shares Series A Portfolio2.96
KCLIXKnights of Columbus Limited Duration Fund2.74

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows KCLIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when KCLIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does KCLIX fit in your portfolio?

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