FSMOX vs. KCCIX
Compare and contrast key facts about Fidelity SAI Investment Grade Securitized Fund (FSMOX) and Knights of Columbus Core Bond Fund (KCCIX).
FSMOX is managed by Fidelity. It was launched on May 17, 2023. KCCIX is managed by Catholic Investor. It was launched on Feb 27, 2015.
Performance
FSMOX vs. KCCIX - Performance Comparison
Loading graphics...
FSMOX vs. KCCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FSMOX Fidelity SAI Investment Grade Securitized Fund | -0.05% | 8.52% | 1.45% | 1.16% |
KCCIX Knights of Columbus Core Bond Fund | -1.24% | 6.94% | 1.50% | 2.31% |
Returns By Period
In the year-to-date period, FSMOX achieves a -0.05% return, which is significantly higher than KCCIX's -1.24% return.
FSMOX
- 1D
- 0.40%
- 1M
- -2.17%
- YTD
- -0.05%
- 6M
- 1.49%
- 1Y
- 5.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KCCIX
- 1D
- -0.46%
- 1M
- -3.00%
- YTD
- -1.24%
- 6M
- -0.47%
- 1Y
- 2.82%
- 3Y*
- 3.01%
- 5Y*
- -0.27%
- 10Y*
- 1.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSMOX vs. KCCIX - Expense Ratio Comparison
FSMOX has a 0.33% expense ratio, which is lower than KCCIX's 0.71% expense ratio.
Return for Risk
FSMOX vs. KCCIX — Risk / Return Rank
FSMOX
KCCIX
FSMOX vs. KCCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Investment Grade Securitized Fund (FSMOX) 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.
| FSMOX | KCCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.75 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.07 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.23 | +0.85 |
Martin ratioReturn relative to average drawdown | 5.84 | 4.11 | +1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSMOX | KCCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.75 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.40 | +0.21 |
Correlation
The correlation between FSMOX and KCCIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FSMOX vs. KCCIX - Dividend Comparison
FSMOX's dividend yield for the trailing twelve months is around 4.08%, more than KCCIX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSMOX Fidelity SAI Investment Grade Securitized Fund | 4.08% | 4.44% | 5.07% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KCCIX Knights of Columbus Core Bond Fund | 3.06% | 3.95% | 3.73% | 3.23% | 2.80% | 2.19% | 3.19% | 2.97% | 2.96% | 2.63% | 2.41% |
Drawdowns
FSMOX vs. KCCIX - Drawdown Comparison
The maximum FSMOX drawdown since its inception was -8.65%, smaller than the maximum KCCIX drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for FSMOX and KCCIX.
Loading graphics...
Drawdown Indicators
| FSMOX | KCCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.65% | -18.52% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -3.00% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.52% | — |
Current DrawdownCurrent decline from peak | -2.17% | -4.74% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -4.82% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.90% | +0.15% |
Volatility
FSMOX vs. KCCIX - Volatility Comparison
Fidelity SAI Investment Grade Securitized Fund (FSMOX) and Knights of Columbus Core Bond Fund (KCCIX) have volatilities of 1.54% and 1.56%, 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.
Loading graphics...
Volatility by Period
| FSMOX | KCCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.56% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 2.50% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 4.10% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 5.53% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 4.68% | +1.62% |