CATH vs. KCXIX

Last updated Jun 19, 2026

CATH (Global X S&P 500 Catholic Values ETF) and KCXIX (Knights of Columbus U.S. All Cap Index Fund) are both funds - CATH is a S&P 500 fund tracking the S&P 500 Catholic Values Index, while KCXIX is a Large Cap Blend Equities fund managed by Catholic Investor. Over the past 5 years, CATH returned 12.58%/yr vs 13.19%/yr for KCXIX. With a 0.97 correlation, they move nearly in lockstep. CATH charges 0.29%/yr vs 0.92%/yr for KCXIX.

Performance

CATH vs. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CATH achieves a 8.63% return, which is significantly lower than KCXIX's 9.93% return.

CATH

• 1D: 1.08%
• 1M: 1.60%
• YTD: 8.63%
• 6M: 9.68%
• 1Y: 23.91%
• 3Y*: 19.32%
• 5Y*: 12.58%
• 10Y*: 14.83%

KCXIX

• 1D: -1.10%
• 1M: 1.82%
• YTD: 9.93%
• 6M: 10.85%
• 1Y: 25.90%
• 3Y*: 20.89%
• 5Y*: 13.19%
• 10Y*: —

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

CATH vs. KCXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CATH Global X S&P 500 Catholic Values ETF	8.63%	17.08%	23.34%	26.15%	-19.96%	28.87%	18.80%	0.19%
KCXIX Knights of Columbus U.S. All Cap Index Fund	9.93%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%	0.00%

Correlation

The correlation between CATH and KCXIX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019	0.97

The correlation between CATH and KCXIX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

CATH vs. KCXIX — Risk / Return Rank

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

CATH

CATH Risk / Return Rank: 60
CATH Sharpe Ratio Rank: 61
CATH Sortino Ratio Rank: 58
CATH Omega Ratio Rank: 59
CATH Calmar Ratio Rank: 55
CATH Martin Ratio Rank: 65

KCXIX

KCXIX Risk / Return Rank: 58
KCXIX Sharpe Ratio Rank: 54
KCXIX Sortino Ratio Rank: 49
KCXIX Omega Ratio Rank: 51
KCXIX Calmar Ratio Rank: 64
KCXIX Martin Ratio Rank: 69

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. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). 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.

	CATH	KCXIX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.96	-0.06
Sortino ratio: Return per unit of downside risk	2.59	2.67	-0.09
Omega ratio: Gain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratio: Return relative to maximum drawdown	2.55	2.87	-0.32
Martin ratio: Return relative to average drawdown	11.11	12.20	-1.09

CATH vs. KCXIX - Sharpe Ratio Comparison

The current CATH Sharpe Ratio is 1.90, which is comparable to the KCXIX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CATH and KCXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CATH vs. KCXIX - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum KCXIX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for CATH and KCXIX.

Drawdown Indicators

	CATH	KCXIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.95%	-35.77%	+1.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-9.11%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-19.34%	-20.49%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	-28.14%	-26.99%	-1.15%
Max Drawdown (10Y) Largest decline over 10 years	-33.95%	—	—
Current Drawdown Current decline from peak	-1.37%	-2.61%	+1.24%
Average Drawdown Average peak-to-trough decline	-5.18%	-6.30%	+1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.14%	+0.02%

Volatility

CATH vs. KCXIX - Volatility Comparison

The current volatility for Global X S&P 500 Catholic Values ETF (CATH) is 4.54%, while Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a volatility of 5.20%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than KCXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CATH	KCXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	5.20%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	10.52%	-0.62%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	13.35%	-0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.98%	18.42%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.64%	21.85%	-3.21%

CATH vs. KCXIX - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is lower than KCXIX's 0.92% expense ratio.

Dividends

CATH vs. KCXIX - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.77%, less than KCXIX's 2.55% 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%
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.55%	2.81%	2.61%	1.85%	1.41%	1.48%	1.28%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CATH and KCXIX in my portfolio?

With a correlation of 0.98, CATH and KCXIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CATH or KCXIX?

KCXIX has higher volatility (5.20%) compared to CATH (4.54%). In terms of maximum drawdown, CATH dropped -33.95% vs KCXIX's -35.77%.

Which has better risk-adjusted returns?

KCXIX currently has the higher Sharpe Ratio (1.96 vs 1.90), 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.