ADOIX vs. KCEIX
ADOIX (ACM Dynamic Opportunity Fund) and KCEIX (Knights of Columbus Long/Short Equity Fund) are both Long-Short funds. Over the past 5 years, ADOIX returned 9.69%/yr vs 10.51%/yr for KCEIX. Their 0.13 correlation means their historical movements had little consistent relationship. ADOIX charges 1.72%/yr vs 1.50%/yr for KCEIX.
Performance
ADOIX vs. KCEIX - Performance Comparison
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Returns By Period
In the year-to-date period, ADOIX achieves a 6.22% return, which is significantly lower than KCEIX's 11.24% return.
ADOIX
- 1D
- 0.86%
- 1M
- -4.13%
- 6M
- 5.55%
- YTD
- 6.22%
- 1Y
- 11.36%
- 3Y*
- 22.23%
- 5Y*
- 9.69%
- 10Y*
- 9.10%
- ALL TIME*
- 8.65%
KCEIX
- 1D
- -0.29%
- 1M
- 2.83%
- 6M
- 10.01%
- YTD
- 11.24%
- 1Y
- 16.38%
- 3Y*
- 11.17%
- 5Y*
- 10.51%
- 10Y*
- —
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ADOIX vs. KCEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ADOIX ACM Dynamic Opportunity Fund | 6.22% | 10.02% | 54.06% | 6.71% | -12.83% | 0.94% | 22.46% | 1.37% |
KCEIX Knights of Columbus Long/Short Equity Fund | 11.24% | 5.51% | 15.09% | 2.84% | 10.41% | 16.74% | -11.05% | 0.20% |
Correlation
The correlation between ADOIX and KCEIX is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019 | 0.13 |
The correlation between ADOIX and KCEIX shifts across timeframes, from -0.25 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADOIX vs. KCEIX — Risk / Return Rank
ADOIX
KCEIX
ADOIX vs. KCEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACM Dynamic Opportunity Fund (ADOIX) and Knights of Columbus Long/Short Equity Fund (KCEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ADOIX | KCEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 5.97 | -5.06 |
| Martin ratioReturn relative to average drawdown | 2.56 | 18.55 | -15.99 |
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Drawdowns
ADOIX vs. KCEIX - Drawdown Comparison
The maximum ADOIX drawdown since its inception was -21.99%, which is greater than KCEIX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for ADOIX and KCEIX.
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Drawdown Indicators
| ADOIX | KCEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -16.07% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -2.82% | -7.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -6.12% | -8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.61% | -7.12% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -21.99% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | -1.43% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -3.40% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 0.91% | +2.82% |
Volatility
ADOIX vs. KCEIX - Volatility Comparison
ACM Dynamic Opportunity Fund (ADOIX) has a higher volatility of 6.72% compared to Knights of Columbus Long/Short Equity Fund (KCEIX) at 2.87%. This indicates that ADOIX's price experiences larger fluctuations and is considered to be riskier than KCEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADOIX | KCEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 2.87% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 5.41% | +8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 6.51% | +9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 6.90% | +10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 8.09% | +6.11% |
ADOIX vs. KCEIX - Expense Ratio Comparison
ADOIX has a 1.72% expense ratio, which is higher than KCEIX's 1.50% expense ratio.
Dividends
ADOIX vs. KCEIX - Dividend Comparison
ADOIX's dividend yield for the trailing twelve months is around 2.69%, more than KCEIX's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ADOIX ACM Dynamic Opportunity Fund | 2.69% | 2.86% | 44.03% | 1.32% | 6.56% | 2.40% | 4.34% | 0.35% | 1.00% |
KCEIX Knights of Columbus Long/Short Equity Fund | 1.48% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% | 0.00% | 0.00% |
Frequently Asked Questions
ADOIX and KCEIX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADOIX has higher volatility (6.72%) compared to KCEIX (2.87%). In terms of maximum drawdown, ADOIX dropped -21.99% vs KCEIX's -16.07%.
KCEIX currently has the higher Sharpe Ratio (2.59 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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