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CRAIX vs. KCCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRAIX vs. KCCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Community Impact Bond Fund (CRAIX) and Knights of Columbus Core Bond Fund (KCCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRAIX achieves a 0.36% return, which is significantly lower than KCCIX's 0.78% return. Over the past 10 years, CRAIX has underperformed KCCIX with an annualized return of 1.00%, while KCCIX has yielded a comparatively higher 1.71% annualized return.


CRAIX

1D
0.21%
1M
0.47%
YTD
0.36%
6M
0.51%
1Y
4.10%
3Y*
3.73%
5Y*
0.17%
10Y*
1.00%

KCCIX

1D
0.23%
1M
0.92%
YTD
0.78%
6M
0.88%
1Y
4.81%
3Y*
4.02%
5Y*
-0.30%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRAIX vs. KCCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRAIX
CCM Community Impact Bond Fund
0.36%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%
KCCIX
Knights of Columbus Core Bond Fund
0.78%6.94%1.50%4.99%-14.30%-0.58%7.21%9.78%-0.72%4.55%

Correlation

The correlation between CRAIX and KCCIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.91

The correlation between CRAIX and KCCIX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

CRAIX vs. KCCIX — Risk / Return Rank

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

CRAIX
CRAIX Risk / Return Rank: 2929
Overall Rank
CRAIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 2929
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 2727
Martin Ratio Rank

KCCIX
KCCIX Risk / Return Rank: 2626
Overall Rank
KCCIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
KCCIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
KCCIX Omega Ratio Rank: 2525
Omega Ratio Rank
KCCIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
KCCIX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

CRAIX vs. KCCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Community Impact Bond Fund (CRAIX) and Knights of Columbus Core Bond Fund (KCCIX). 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.


CRAIXKCCIXDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

1.97

1.91

+0.05

Martin ratioReturn relative to average drawdown

5.80

5.46

+0.35

CRAIX vs. KCCIX - Sharpe Ratio Comparison

The current CRAIX Sharpe Ratio is 1.44, which is comparable to the KCCIX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CRAIX and KCCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRAIX vs. KCCIX - Drawdown Comparison

The maximum CRAIX drawdown since its inception was -14.53%, smaller than the maximum KCCIX drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for CRAIX and KCCIX.


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Drawdown Indicators


CRAIXKCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-18.52%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

-2.59%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-4.84%

-5.84%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-18.52%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-18.52%

+3.99%

Current Drawdown

Current decline from peak

-1.17%

-2.79%

+1.62%

Average Drawdown

Average peak-to-trough decline

-2.46%

-4.79%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.90%

-0.17%

Volatility

CRAIX vs. KCCIX - Volatility Comparison

CCM Community Impact Bond Fund (CRAIX) and Knights of Columbus Core Bond Fund (KCCIX) have volatilities of 1.03% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRAIXKCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.06%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.75%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

3.62%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.60%

5.56%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

4.70%

-1.05%

CRAIX vs. KCCIX - Expense Ratio Comparison

CRAIX has a 0.88% expense ratio, which is higher than KCCIX's 0.71% expense ratio.


Dividends

CRAIX vs. KCCIX - Dividend Comparison

CRAIX's dividend yield for the trailing twelve months is around 3.09%, less than KCCIX's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
CRAIX
CCM Community Impact Bond Fund
3.09%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%
KCCIX
Knights of Columbus Core Bond Fund
4.02%3.95%3.73%3.23%2.80%2.19%3.19%2.97%2.96%2.63%2.41%0.00%

Frequently Asked Questions


With a correlation of 0.91, CRAIX and KCCIX 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.

KCCIX has higher volatility (1.06%) compared to CRAIX (1.03%). In terms of maximum drawdown, CRAIX dropped -14.53% vs KCCIX's -18.52%.

CRAIX currently has the higher Sharpe Ratio (1.44 vs 1.37), 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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