PortfoliosLab logoPortfoliosLab logo
KCEIX vs. HHCZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCEIX vs. HHCZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Long/Short Equity Fund (KCEIX) and NexPoint Event Driven Fund (HHCZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KCEIX vs. HHCZX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KCEIX
Knights of Columbus Long/Short Equity Fund
3.04%5.51%15.09%2.84%10.41%16.74%-11.05%0.20%
HHCZX
NexPoint Event Driven Fund
-7.03%6.52%7.22%5.44%-5.49%-17.31%22.24%5.87%

Returns By Period

In the year-to-date period, KCEIX achieves a 3.04% return, which is significantly higher than HHCZX's -7.03% return.


KCEIX

1D
-0.23%
1M
2.31%
YTD
3.04%
6M
5.67%
1Y
9.14%
3Y*
9.65%
5Y*
9.17%
10Y*

HHCZX

1D
-0.18%
1M
-8.24%
YTD
-7.03%
6M
-4.80%
1Y
-0.12%
3Y*
3.98%
5Y*
-2.65%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KCEIX vs. HHCZX - Expense Ratio Comparison

KCEIX has a 1.50% expense ratio, which is lower than HHCZX's 1.69% expense ratio.


Return for Risk

KCEIX vs. HHCZX — Risk / Return Rank

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

KCEIX
KCEIX Risk / Return Rank: 8383
Overall Rank
KCEIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
KCEIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
KCEIX Omega Ratio Rank: 7777
Omega Ratio Rank
KCEIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
KCEIX Martin Ratio Rank: 8282
Martin Ratio Rank

HHCZX
HHCZX Risk / Return Rank: 55
Overall Rank
HHCZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HHCZX Sortino Ratio Rank: 55
Sortino Ratio Rank
HHCZX Omega Ratio Rank: 55
Omega Ratio Rank
HHCZX Calmar Ratio Rank: 66
Calmar Ratio Rank
HHCZX Martin Ratio Rank: 66
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.

KCEIX vs. HHCZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Long/Short Equity Fund (KCEIX) and NexPoint Event Driven Fund (HHCZX). 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.


KCEIXHHCZXDifference

Sharpe ratio

Return per unit of total volatility

1.48

-0.00

+1.49

Sortino ratio

Return per unit of downside risk

2.16

0.14

+2.01

Omega ratio

Gain probability vs. loss probability

1.29

1.02

+0.27

Calmar ratio

Return relative to maximum drawdown

2.67

-0.03

+2.70

Martin ratio

Return relative to average drawdown

8.16

-0.08

+8.24

KCEIX vs. HHCZX - Sharpe Ratio Comparison

The current KCEIX Sharpe Ratio is 1.48, which is higher than the HHCZX Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of KCEIX and HHCZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KCEIXHHCZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.00

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

-0.25

+1.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.27

+0.52

Correlation

The correlation between KCEIX and HHCZX is 0.17, 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. HHCZX - Dividend Comparison

KCEIX's dividend yield for the trailing twelve months is around 1.20%, while HHCZX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
HHCZX
NexPoint Event Driven Fund
0.00%0.00%0.56%2.63%0.00%0.00%0.00%0.00%0.00%1.06%0.00%4.27%

Drawdowns

KCEIX vs. HHCZX - Drawdown Comparison

The maximum KCEIX drawdown since its inception was -16.07%, smaller than the maximum HHCZX drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for KCEIX and HHCZX.


Loading graphics...

Drawdown Indicators


KCEIXHHCZXDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-33.57%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-15.31%

+11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-7.12%

-31.21%

+24.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

Current Drawdown

Current decline from peak

-0.23%

-18.41%

+18.18%

Average Drawdown

Average peak-to-trough decline

-3.55%

-13.98%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

5.41%

-4.26%

Volatility

KCEIX vs. HHCZX - Volatility Comparison

The current volatility for Knights of Columbus Long/Short Equity Fund (KCEIX) is 1.39%, while NexPoint Event Driven Fund (HHCZX) has a volatility of 3.62%. This indicates that KCEIX experiences smaller price fluctuations and is considered to be less risky than HHCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


KCEIXHHCZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

3.62%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

15.31%

-11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

16.39%

-9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

10.86%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

16.37%

-8.30%