ATGSX vs. KCEIX

Last updated Jun 25, 2026

ATGSX (Anchor Risk Managed Global Strategies Fund) and KCEIX (Knights of Columbus Long/Short Equity Fund) are both Long-Short funds. At a 0.12 correlation, their price movements are largely independent. ATGSX charges 2.25%/yr vs 1.50%/yr for KCEIX.

Performance

ATGSX vs. KCEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anchor Risk Managed Global Strategies Fund (ATGSX) and Knights of Columbus Long/Short Equity Fund (KCEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ATGSX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

KCEIX

• 1D: 0.83%
• 1M: 2.28%
• YTD: 8.01%
• 6M: 7.43%
• 1Y: 12.43%
• 3Y*: 10.78%
• 5Y*: 10.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATGSX vs. KCEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ATGSX Anchor Risk Managed Global Strategies Fund	0.00%	5.43%	-0.40%	4.64%	-2.43%	2.09%	6.99%	1.65%
KCEIX Knights of Columbus Long/Short Equity Fund	8.01%	5.51%	15.09%	2.84%	10.41%	16.74%	-11.05%	0.20%

Correlation

The correlation between ATGSX and KCEIX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019	0.12

Return for Risk

ATGSX vs. KCEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATGSX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KCEIX

KCEIX Risk / Return Rank: 71
KCEIX Sharpe Ratio Rank: 62
KCEIX Sortino Ratio Rank: 68
KCEIX Omega Ratio Rank: 60
KCEIX Calmar Ratio Rank: 91
KCEIX Martin Ratio Rank: 72

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.

ATGSX vs. KCEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Global Strategies Fund (ATGSX) 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.

	ATGSX	KCEIX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.06	—
Sortino ratio: Return per unit of downside risk	—	3.04	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	4.46	—
Martin ratio: Return relative to average drawdown	—	12.42	—

Drawdowns

Drawdown Indicators

	ATGSX	KCEIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-16.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-6.12%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.12%	—
Current Drawdown Current decline from peak	—	-0.96%	—
Average Drawdown Average peak-to-trough decline	—	-3.45%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.01%	—

Volatility

Volatility by Period

	ATGSX	KCEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	6.11%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	6.84%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	8.06%	—

ATGSX vs. KCEIX - Expense Ratio Comparison

ATGSX has a 2.25% expense ratio, which is higher than KCEIX's 1.50% expense ratio.

Dividends

ATGSX vs. KCEIX - Dividend Comparison

ATGSX's dividend yield for the trailing twelve months is around 0.95%, less than KCEIX's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ATGSX Anchor Risk Managed Global Strategies Fund	0.95%	1.17%	0.87%	1.35%	0.00%	12.72%	1.21%	7.13%
KCEIX Knights of Columbus Long/Short Equity Fund	1.51%	1.66%	2.35%	2.20%	7.60%	0.00%	0.14%	0.00%

Frequently Asked Questions

Can I hold both ATGSX and KCEIX in my portfolio?

ATGSX and KCEIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.