- ISIN
- US00771X7738
- CUSIP
- 00771X773
- Issuer
- Catholic Investor
- Inception Date
- Feb 27, 2015
- Category
- Large Cap Value Equities
- Min. Investment
- $25,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
KCVIX Performance Chart
Knights of Columbus Large Cap Value Fund (KCVIX) is up 15.6% since the beginning of the year. KCVIX is currently trading at $21 per share. Investors who bought $1,000 worth of KCVIX shares 5 years ago would now be looking at an investment worth $1,886.
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Returns By Period
Knights of Columbus Large Cap Value Fund (KCVIX) has returned 15.57% so far this year and 29.61% over the past 12 months. Over the last ten years, KCVIX has had an annualized return of 13.22%, just under the S&P 500 Index benchmark’s 13.88%.
Knights of Columbus Large Cap Value Fund
- 1D
- 0.00%
- 1M
- 1.99%
- YTD
- 15.57%
- 6M
- 14.57%
- 1Y
- 29.61%
- 3Y*
- 20.93%
- 5Y*
- 13.53%
- 10Y*
- 13.22%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
KCVIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, KCVIX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -19.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KCVIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 3.17% | -3.59% | 5.50% | 2.43% | 1.70% | 15.57% | ||||||
| 2025 | 3.84% | 0.40% | -3.02% | -2.40% | 4.39% | 3.95% | -0.50% | 3.46% | 2.25% | -0.42% | 3.30% | 1.02% | 17.11% |
| 2024 | 2.12% | 5.66% | 6.06% | -3.83% | 2.11% | -1.33% | 4.25% | 2.57% | 0.92% | -0.22% | 6.74% | -6.35% | 19.35% |
| 2023 | 4.66% | -2.86% | -1.04% | 2.91% | -3.89% | 6.67% | 2.35% | -1.62% | -2.25% | -1.90% | 7.39% | 4.44% | 14.97% |
| 2022 | -2.91% | -0.72% | 2.87% | -5.95% | 2.04% | -9.25% | 6.71% | -3.11% | -7.71% | 10.69% | 5.04% | -4.09% | -8.11% |
| 2021 | 0.23% | 5.61% | 7.55% | 4.20% | 2.47% | -1.19% | 1.03% | 2.23% | -3.06% | 4.77% | -3.63% | 6.14% | 28.89% |
Benchmark Metrics
Knights of Columbus Large Cap Value Fund has an annualized alpha of 0.92%, beta of 0.89, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 91.23% of S&P 500 Index downside but only 90.47% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.84, 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
- 0.92%
- Beta
- 0.89
- R²
- 0.84
- Upside Capture
- 90.47%
- Downside Capture
- 91.23%
Expense Ratio
KCVIX has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KCVIX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Knights of Columbus Large Cap Value Fund (KCVIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KCVIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.88 | 2.78 | +2.09 |
| Martin ratioReturn relative to average drawdown | 18.43 | 12.44 | +6.00 |
Dividends
Dividend History
Knights of Columbus Large Cap Value Fund provided a 7.68% dividend yield over the last twelve months, with an annual payout of $1.61 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.61 | $1.63 | $1.61 | $0.19 | $0.81 | $0.89 | $0.16 | $0.44 | $0.38 | $0.32 | $0.17 |
Dividend yield | 7.68% | 8.95% | 9.50% | 1.21% | 5.89% | 5.61% | 1.24% | 3.31% | 3.59% | 2.65% | 1.54% |
Monthly Dividends
The table displays the monthly dividend distributions for Knights of Columbus Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.42 | $1.63 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.44 | $1.61 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.68 | $0.81 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.80 | $0.89 |
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 Value 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 Value Fund was 39.82%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current Knights of Columbus Large Cap Value Fund drawdown is 1.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.82%Mar 2020 | 1mo 2d | 9mo 19d | 10mo 21dFeb 2020 - Jan 2021 |
Rate-hike selloffLate 2018 | -20.17%Dec 2018 | 3mo 28d | 6mo 20d | 10mo 18dAug 2018 - Jul 2019 |
Bear market2022 | -18.67%Sep 2022 | 6mo 4d | 1y 2mo | 1y 8moMar 2022 - Dec 2023 |
2025 selloff2025 | -15.04%Apr 2025 | 4mo 7d | 2mo 23d | 7moDec 2024 - Jun 2025 |
2016 correction2016 | -10.76%Feb 2016 | 1mo 6d | 1mo 6d | 2mo 12dJan 2016 - Mar 2016 |
Drawdown Indicators
| KCVIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.82% | -56.78% | +16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | -9.10% | +2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -18.90% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -25.43% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.82% | -33.92% | -5.90% |
Current DrawdownCurrent decline from peak | -1.18% | -1.80% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -10.71% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.03% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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