KCEIX vs. KCIIX
KCEIX (Knights of Columbus Long/Short Equity Fund) and KCIIX (Knights of Columbus International Equity Fund) are both mutual funds - KCEIX is a Long-Short fund managed by Catholic Investor, while KCIIX is a Foreign Large Cap Equities fund managed by Catholic Investor. Over the past 5 years, KCEIX returned 10.57%/yr vs 8.09%/yr for KCIIX. Their 0.27 correlation means their historical movements had little consistent relationship. KCEIX charges 1.50%/yr vs 1.21%/yr for KCIIX.
Performance
KCEIX vs. KCIIX - Performance Comparison
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Returns By Period
In the year-to-date period, KCEIX achieves a 11.56% return, which is significantly lower than KCIIX's 14.57% return.
KCEIX
- 1D
- -1.14%
- 1M
- 3.13%
- 6M
- 10.85%
- YTD
- 11.56%
- 1Y
- 16.72%
- 3Y*
- 11.38%
- 5Y*
- 10.57%
- 10Y*
- —
- ALL TIME*
- 7.32%
KCIIX
- 1D
- 2.94%
- 1M
- 0.23%
- 6M
- 8.70%
- YTD
- 14.57%
- 1Y
- 28.08%
- 3Y*
- 17.69%
- 5Y*
- 8.09%
- 10Y*
- 10.08%
- ALL TIME*
- 9.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KCEIX vs. KCIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCEIX Knights of Columbus Long/Short Equity Fund | 11.56% | 5.51% | 15.09% | 2.84% | 10.41% | 16.74% | -11.05% | 0.20% |
KCIIX Knights of Columbus International Equity Fund | 14.57% | 29.20% | 7.57% | 13.59% | -19.07% | 11.40% | 13.80% | 4.55% |
Correlation
The correlation between KCEIX and KCIIX is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019 | 0.27 |
The correlation between KCEIX and KCIIX shifts across timeframes, from -0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KCEIX vs. KCIIX — Risk / Return Rank
KCEIX
KCIIX
KCEIX vs. KCIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Long/Short Equity Fund (KCEIX) and Knights of Columbus International Equity Fund (KCIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KCEIX | KCIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.28 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 6.27 | 2.07 | +4.20 |
| Martin ratioReturn relative to average drawdown | 19.56 | 7.42 | +12.14 |
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Drawdowns
KCEIX vs. KCIIX - Drawdown Comparison
The maximum KCEIX drawdown since its inception was -16.07%, smaller than the maximum KCIIX drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for KCEIX and KCIIX.
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Drawdown Indicators
| KCEIX | KCIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -35.81% | +19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -12.66% | +9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -13.14% | +7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -7.12% | -31.41% | +24.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.81% | — |
Current DrawdownCurrent decline from peak | -1.14% | -3.56% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -7.50% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 3.53% | -2.63% |
Volatility
KCEIX vs. KCIIX - Volatility Comparison
The current volatility for Knights of Columbus Long/Short Equity Fund (KCEIX) is 2.84%, while Knights of Columbus International Equity Fund (KCIIX) has a volatility of 6.09%. This indicates that KCEIX experiences smaller price fluctuations and is considered to be less risky than KCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCEIX | KCIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 6.09% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 15.39% | -9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 17.34% | -10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 15.99% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 15.90% | -7.81% |
KCEIX vs. KCIIX - Expense Ratio Comparison
KCEIX has a 1.50% expense ratio, which is higher than KCIIX's 1.21% expense ratio.
Dividends
KCEIX vs. KCIIX - Dividend Comparison
KCEIX's dividend yield for the trailing twelve months is around 1.48%, less than KCIIX's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCEIX Knights of Columbus Long/Short Equity Fund | 1.48% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% |
KCIIX Knights of Columbus International Equity Fund | 2.65% | 3.40% | 2.53% | 1.97% | 2.23% | 10.06% | 0.99% | 2.96% | 4.85% | 0.67% | 1.66% |
Frequently Asked Questions
KCEIX and KCIIX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KCIIX has higher volatility (6.09%) compared to KCEIX (2.84%). In terms of maximum drawdown, KCEIX dropped -16.07% vs KCIIX's -35.81%.
KCEIX currently has the higher Sharpe Ratio (2.72 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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