KCEIX vs. HSGFX
Compare and contrast key facts about Knights of Columbus Long/Short Equity Fund (KCEIX) and Hussman Strategic Growth Fund (HSGFX).
KCEIX is managed by Catholic Investor. It was launched on Dec 1, 2019. HSGFX is managed by Hussman Funds. It was launched on Jul 24, 2000.
Performance
KCEIX vs. HSGFX - Performance Comparison
Loading graphics...
KCEIX vs. HSGFX - 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% |
HSGFX Hussman Strategic Growth Fund | 5.80% | 6.24% | -6.99% | -11.60% | 17.33% | -0.23% | 14.52% | -1.11% |
Returns By Period
In the year-to-date period, KCEIX achieves a 3.04% return, which is significantly lower than HSGFX's 5.80% return.
KCEIX
- 1D
- -0.23%
- 1M
- 2.31%
- YTD
- 3.04%
- 6M
- 5.67%
- 1Y
- 9.14%
- 3Y*
- 9.65%
- 5Y*
- 9.17%
- 10Y*
- —
HSGFX
- 1D
- -0.17%
- 1M
- 5.24%
- YTD
- 5.80%
- 6M
- 2.66%
- 1Y
- 0.49%
- 3Y*
- -1.32%
- 5Y*
- -0.64%
- 10Y*
- -1.69%
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. HSGFX - Expense Ratio Comparison
KCEIX has a 1.50% expense ratio, which is higher than HSGFX's 1.15% expense ratio.
Return for Risk
KCEIX vs. HSGFX — Risk / Return Rank
KCEIX
HSGFX
KCEIX vs. HSGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Long/Short Equity Fund (KCEIX) and Hussman Strategic Growth Fund (HSGFX). 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 | HSGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.09 | +1.39 |
Sortino ratioReturn per unit of downside risk | 2.16 | 0.25 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.03 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.14 | +2.53 |
Martin ratioReturn relative to average drawdown | 8.16 | 0.22 | +7.95 |
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
| KCEIX | HSGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.09 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | -0.06 | +1.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.07 | +0.73 |
Correlation
The correlation between KCEIX and HSGFX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
KCEIX vs. HSGFX - Dividend Comparison
KCEIX's dividend yield for the trailing twelve months is around 1.20%, less than HSGFX's 2.20% 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% |
HSGFX Hussman Strategic Growth Fund | 2.20% | 2.33% | 3.00% | 3.10% | 1.08% | 0.42% | 0.16% | 1.84% | 1.19% | 0.50% | 0.28% | 0.56% |
Drawdowns
KCEIX vs. HSGFX - Drawdown Comparison
The maximum KCEIX drawdown since its inception was -16.07%, smaller than the maximum HSGFX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for KCEIX and HSGFX.
Loading graphics...
Drawdown Indicators
| KCEIX | HSGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -60.61% | +44.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.50% | -18.73% | +15.23% |
Max Drawdown (5Y)Largest decline over 5 years | -7.12% | -22.42% | +15.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.70% | — |
Current DrawdownCurrent decline from peak | -0.23% | -49.60% | +49.37% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -26.67% | +23.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 12.35% | -11.20% |
Volatility
KCEIX vs. HSGFX - Volatility Comparison
The current volatility for Knights of Columbus Long/Short Equity Fund (KCEIX) is 1.39%, while Hussman Strategic Growth Fund (HSGFX) has a volatility of 3.93%. This indicates that KCEIX experiences smaller price fluctuations and is considered to be less risky than HSGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| KCEIX | HSGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 3.93% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 8.42% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.52% | 12.48% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 10.93% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 10.59% | -2.52% |