KCEIX vs. BDMIX
Compare and contrast key facts about Knights of Columbus Long/Short Equity Fund (KCEIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
KCEIX is managed by Catholic Investor. It was launched on Dec 1, 2019. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
KCEIX vs. BDMIX - Performance Comparison
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KCEIX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCEIX Knights of Columbus Long/Short Equity Fund | 3.04% | 5.51% | 15.09% | 2.84% | 10.41% | 16.74% | -11.05% | 0.20% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 3.57% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -1.41% |
Returns By Period
In the year-to-date period, KCEIX achieves a 3.04% return, which is significantly lower than BDMIX's 3.57% return.
KCEIX
- 1D
- -0.23%
- 1M
- 2.31%
- YTD
- 3.04%
- 6M
- 5.67%
- 1Y
- 9.14%
- 3Y*
- 9.65%
- 5Y*
- 9.17%
- 10Y*
- —
BDMIX
- 1D
- -0.46%
- 1M
- 0.87%
- YTD
- 3.57%
- 6M
- 6.57%
- 1Y
- 16.65%
- 3Y*
- 18.58%
- 5Y*
- 11.16%
- 10Y*
- 7.21%
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KCEIX vs. BDMIX - Expense Ratio Comparison
KCEIX has a 1.50% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
KCEIX vs. BDMIX — Risk / Return Rank
KCEIX
BDMIX
KCEIX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Long/Short Equity Fund (KCEIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| KCEIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 2.57 | -1.09 |
Sortino ratioReturn per unit of downside risk | 2.16 | 3.76 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.48 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.90 | -2.23 |
Martin ratioReturn relative to average drawdown | 8.16 | 13.59 | -5.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KCEIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.57 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 1.72 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.14 | -0.34 |
Correlation
The correlation between KCEIX and BDMIX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KCEIX vs. BDMIX - Dividend Comparison
KCEIX's dividend yield for the trailing twelve months is around 1.20%, less than BDMIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KCEIX Knights of Columbus Long/Short Equity Fund | 1.20% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.63% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
KCEIX vs. BDMIX - Drawdown Comparison
The maximum KCEIX drawdown since its inception was -16.07%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for KCEIX and BDMIX.
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Drawdown Indicators
| KCEIX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -11.89% | -4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.50% | -3.60% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -7.12% | -7.45% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.85% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -2.72% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.30% | -0.15% |
Volatility
KCEIX vs. BDMIX - Volatility Comparison
The current volatility for Knights of Columbus Long/Short Equity Fund (KCEIX) is 1.39%, while BlackRock Global Long/Short Equity Fund Class I (BDMIX) has a volatility of 1.58%. This indicates that KCEIX experiences smaller price fluctuations and is considered to be less risky than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCEIX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.58% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 4.74% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.52% | 6.91% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 6.53% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 5.77% | +2.30% |