CATH vs. KCIIX

Last updated Jun 4, 2026

CATH (Global X S&P 500 Catholic Values ETF) and KCIIX (Knights of Columbus International Equity Fund) are both funds - CATH is a S&P 500 fund tracking the S&P 500 Catholic Values Index, while KCIIX is a Foreign Large Cap Equities fund managed by Catholic Investor. Over the past 10 years, CATH returned 14.82%/yr vs 10.56%/yr for KCIIX. A 0.70 correlation means they provide meaningful diversification when combined. CATH charges 0.29%/yr vs 1.21%/yr for KCIIX.

Performance

CATH vs. KCIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Catholic Values ETF (CATH) and Knights of Columbus International Equity Fund (KCIIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CATH achieves a 9.37% return, which is significantly lower than KCIIX's 17.96% return. Over the past 10 years, CATH has outperformed KCIIX with an annualized return of 14.82%, while KCIIX has yielded a comparatively lower 10.56% annualized return.

CATH

• 1D: -0.70%
• 1M: 4.21%
• YTD: 9.37%
• 6M: 9.22%
• 1Y: 24.47%
• 3Y*: 20.86%
• 5Y*: 12.53%
• 10Y*: 14.82%

KCIIX

• 1D: 0.89%
• 1M: 7.85%
• YTD: 17.96%
• 6M: 21.41%
• 1Y: 32.57%
• 3Y*: 20.38%
• 5Y*: 7.77%
• 10Y*: 10.56%

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

CATH vs. KCIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CATH Global X S&P 500 Catholic Values ETF	9.37%	17.08%	23.34%	26.15%	-19.96%	28.87%	18.80%	30.64%	-5.80%	22.83%
KCIIX Knights of Columbus International Equity Fund	17.96%	29.20%	7.57%	13.59%	-19.07%	11.40%	13.80%	19.31%	-12.45%	29.87%

Correlation

The correlation between CATH and KCIIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Apr 20, 2016	0.70

The correlation between CATH and KCIIX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

Return for Risk

CATH vs. KCIIX — Risk / Return Rank

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

CATH

CATH Risk / Return Rank: 58
CATH Sharpe Ratio Rank: 59
CATH Sortino Ratio Rank: 57
CATH Omega Ratio Rank: 59
CATH Calmar Ratio Rank: 52
CATH Martin Ratio Rank: 64

KCIIX

KCIIX Risk / Return Rank: 48
KCIIX Sharpe Ratio Rank: 51
KCIIX Sortino Ratio Rank: 46
KCIIX Omega Ratio Rank: 50
KCIIX Calmar Ratio Rank: 45
KCIIX Martin Ratio Rank: 47

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.

CATH vs. KCIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values ETF (CATH) and Knights of Columbus International Equity Fund (KCIIX). 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.

	CATH	KCIIX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.11	-0.08
Sortino ratio: Return per unit of downside risk	2.78	2.85	-0.07
Omega ratio: Gain probability vs. loss probability	1.36	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	2.61	2.54	+0.07
Martin ratio: Return relative to average drawdown	11.67	9.71	+1.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CATH vs. KCIIX - Sharpe Ratio Comparison

The current CATH Sharpe Ratio is 2.03, which is comparable to the KCIIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CATH and KCIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CATH	KCIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	2.11	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.50	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.66	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.65	+0.14

Drawdowns

CATH vs. KCIIX - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum KCIIX drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for CATH and KCIIX.

Drawdown Indicators

	CATH	KCIIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.95%	-35.81%	+1.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-12.66%	+3.24%
Max Drawdown (3Y) Largest decline over 3 years	-19.34%	-13.14%	-6.20%
Max Drawdown (5Y) Largest decline over 5 years	-28.14%	-32.76%	+4.62%
Max Drawdown (10Y) Largest decline over 10 years	-33.95%	-35.81%	+1.86%
Current Drawdown Current decline from peak	-0.70%	0.00%	-0.70%
Average Drawdown Average peak-to-trough decline	-5.20%	-7.57%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	3.31%	-1.21%

Volatility

CATH vs. KCIIX - Volatility Comparison

The current volatility for Global X S&P 500 Catholic Values ETF (CATH) is 2.69%, while Knights of Columbus International Equity Fund (KCIIX) has a volatility of 5.32%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than KCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CATH	KCIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	5.32%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	13.02%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.14%	15.30%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.89%	15.62%	+2.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	15.97%	+2.64%

CATH vs. KCIIX - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is lower than KCIIX's 1.21% expense ratio.

Dividends

CATH vs. KCIIX - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.77%, less than KCIIX's 2.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CATH Global X S&P 500 Catholic Values ETF	0.77%	0.84%	0.95%	1.16%	1.34%	1.03%	1.23%	0.68%	2.01%	1.27%	0.50%
KCIIX Knights of Columbus International Equity Fund	2.72%	3.40%	2.53%	1.97%	2.23%	10.06%	0.99%	2.96%	4.85%	0.67%	1.66%

Frequently Asked Questions

Can I hold both CATH and KCIIX in my portfolio?

CATH and KCIIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CATH or KCIIX?

KCIIX has higher volatility (5.32%) compared to CATH (2.69%). In terms of maximum drawdown, CATH dropped -33.95% vs KCIIX's -35.81%.

Which has better risk-adjusted returns?

KCIIX currently has the higher Sharpe Ratio (2.10 vs 2.03), 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.