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KCCIX vs. PCGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCCIX vs. PCGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Core Bond Fund (KCCIX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). The values are adjusted to include any dividend payments, if applicable.

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KCCIX vs. PCGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCCIX
Knights of Columbus Core Bond Fund
-1.02%6.94%1.50%4.99%-14.30%-0.58%7.21%9.78%-0.72%4.55%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
2.45%7.84%0.98%5.12%-13.48%-0.61%5.75%6.55%0.17%2.83%

Returns By Period

In the year-to-date period, KCCIX achieves a -1.02% return, which is significantly lower than PCGTX's 2.45% return. Both investments have delivered pretty close results over the past 10 years, with KCCIX having a 1.66% annualized return and PCGTX not far behind at 1.61%.


KCCIX

1D
0.23%
1M
-2.34%
YTD
-1.02%
6M
-0.36%
1Y
2.82%
3Y*
3.09%
5Y*
-0.30%
10Y*
1.66%

PCGTX

1D
0.76%
1M
-1.67%
YTD
2.45%
6M
4.02%
1Y
7.49%
3Y*
4.61%
5Y*
0.31%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCCIX vs. PCGTX - Expense Ratio Comparison

KCCIX has a 0.71% expense ratio, which is lower than PCGTX's 0.73% expense ratio.


Return for Risk

KCCIX vs. PCGTX — Risk / Return Rank

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

KCCIX
KCCIX Risk / Return Rank: 2727
Overall Rank
KCCIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
KCCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
KCCIX Omega Ratio Rank: 1919
Omega Ratio Rank
KCCIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
KCCIX Martin Ratio Rank: 2929
Martin Ratio Rank

PCGTX
PCGTX Risk / Return Rank: 8080
Overall Rank
PCGTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PCGTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PCGTX Omega Ratio Rank: 7575
Omega Ratio Rank
PCGTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PCGTX Martin Ratio Rank: 7373
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.

KCCIX vs. PCGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Core Bond Fund (KCCIX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). 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.


KCCIXPCGTXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.39

-0.64

Sortino ratio

Return per unit of downside risk

1.07

2.24

-1.17

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

1.10

2.45

-1.35

Martin ratio

Return relative to average drawdown

3.61

7.00

-3.39

KCCIX vs. PCGTX - Sharpe Ratio Comparison

The current KCCIX Sharpe Ratio is 0.75, which is lower than the PCGTX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of KCCIX and PCGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KCCIXPCGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.39

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.04

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.30

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.97

-0.56

Correlation

The correlation between KCCIX and PCGTX is 0.80, 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

KCCIX vs. PCGTX - Dividend Comparison

KCCIX's dividend yield for the trailing twelve months is around 3.05%, less than PCGTX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
KCCIX
Knights of Columbus Core Bond Fund
3.05%3.95%3.73%3.23%2.80%2.19%3.19%2.97%2.96%2.63%2.41%0.00%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
4.44%3.78%5.36%5.02%3.67%2.87%3.23%3.53%3.34%2.96%2.71%2.21%

Drawdowns

KCCIX vs. PCGTX - Drawdown Comparison

The maximum KCCIX drawdown since its inception was -18.52%, roughly equal to the maximum PCGTX drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for KCCIX and PCGTX.


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Drawdown Indicators


KCCIXPCGTXDifference

Max Drawdown

Largest peak-to-trough decline

-18.52%

-19.34%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-3.10%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-19.20%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

-19.34%

+0.82%

Current Drawdown

Current decline from peak

-4.52%

-1.85%

-2.67%

Average Drawdown

Average peak-to-trough decline

-4.82%

-1.86%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.09%

-0.18%

Volatility

KCCIX vs. PCGTX - Volatility Comparison

The current volatility for Knights of Columbus Core Bond Fund (KCCIX) is 1.57%, while PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) has a volatility of 2.13%. This indicates that KCCIX experiences smaller price fluctuations and is considered to be less risky than PCGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCCIXPCGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.13%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

4.13%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

6.23%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

7.10%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

5.35%

-0.67%