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KCEIX vs. KCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCEIX vs. KCLIX - Performance Comparison

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

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KCEIX vs. KCLIX - 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%
KCLIX
Knights of Columbus Limited Duration Fund
-0.92%5.25%4.44%4.86%-3.81%-0.33%3.17%0.20%

Returns By Period

In the year-to-date period, KCEIX achieves a 3.04% return, which is significantly higher than KCLIX's -0.92% return.


KCEIX

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

KCLIX

1D
-0.92%
1M
-1.63%
YTD
-0.92%
6M
-0.02%
1Y
2.71%
3Y*
3.96%
5Y*
1.83%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCEIX vs. KCLIX - Expense Ratio Comparison

KCEIX has a 1.50% expense ratio, which is higher than KCLIX's 0.71% expense ratio.


Return for Risk

KCEIX vs. KCLIX — 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

KCLIX
KCLIX Risk / Return Rank: 8585
Overall Rank
KCLIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KCLIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
KCLIX Omega Ratio Rank: 9191
Omega Ratio Rank
KCLIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
KCLIX Martin Ratio Rank: 9595
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. KCLIX - 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 Limited Duration Fund (KCLIX). 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.


KCEIXKCLIXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.57

-0.09

Sortino ratio

Return per unit of downside risk

2.16

2.06

+0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.42

-0.12

Calmar ratio

Return relative to maximum drawdown

2.67

1.78

+0.90

Martin ratio

Return relative to average drawdown

8.16

12.75

-4.58

KCEIX vs. KCLIX - Sharpe Ratio Comparison

The current KCEIX Sharpe Ratio is 1.48, which is comparable to the KCLIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of KCEIX and KCLIX, 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


KCEIXKCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.57

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.99

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.19

-0.40

Correlation

The correlation between KCEIX and KCLIX is -0.05. 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. KCLIX - Dividend Comparison

KCEIX's dividend yield for the trailing twelve months is around 1.20%, less than KCLIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
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%
KCLIX
Knights of Columbus Limited Duration Fund
3.13%4.10%4.15%2.84%1.38%1.08%1.80%2.47%2.25%1.78%1.21%

Drawdowns

KCEIX vs. KCLIX - Drawdown Comparison

The maximum KCEIX drawdown since its inception was -16.07%, which is greater than KCLIX's maximum drawdown of -5.82%. Use the drawdown chart below to compare losses from any high point for KCEIX and KCLIX.


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Drawdown Indicators


KCEIXKCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-5.82%

-10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-1.63%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.12%

-5.62%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.82%

Current Drawdown

Current decline from peak

-0.23%

-1.63%

+1.40%

Average Drawdown

Average peak-to-trough decline

-3.55%

-0.77%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.23%

+0.92%

Volatility

KCEIX vs. KCLIX - Volatility Comparison

Knights of Columbus Long/Short Equity Fund (KCEIX) has a higher volatility of 1.39% compared to Knights of Columbus Limited Duration Fund (KCLIX) at 1.04%. This indicates that KCEIX's price experiences larger fluctuations and is considered to be riskier than KCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCEIXKCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.04%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

1.25%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

1.73%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

1.86%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

1.70%

+6.37%