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KCEIX vs. KCRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KCEIX and KCRIX is 0.35, 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.


Performance

KCEIX vs. KCRIX - 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 Real Estate Fund (KCRIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KCEIX:

1.40

KCRIX:

0.44

Sortino Ratio

KCEIX:

1.87

KCRIX:

0.84

Omega Ratio

KCEIX:

1.27

KCRIX:

1.11

Calmar Ratio

KCEIX:

1.51

KCRIX:

0.24

Martin Ratio

KCEIX:

5.05

KCRIX:

1.53

Ulcer Index

KCEIX:

1.83%

KCRIX:

6.12%

Daily Std Dev

KCEIX:

6.99%

KCRIX:

17.37%

Max Drawdown

KCEIX:

-16.07%

KCRIX:

-45.58%

Current Drawdown

KCEIX:

-1.91%

KCRIX:

-31.24%

Returns By Period

In the year-to-date period, KCEIX achieves a 0.94% return, which is significantly higher than KCRIX's -0.86% return.


KCEIX

YTD

0.94%

1M

3.33%

6M

1.85%

1Y

9.74%

5Y*

9.22%

10Y*

N/A

KCRIX

YTD

-0.86%

1M

3.73%

6M

-4.68%

1Y

7.54%

5Y*

2.95%

10Y*

N/A

*Annualized

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KCEIX vs. KCRIX - Expense Ratio Comparison

KCEIX has a 1.50% expense ratio, which is higher than KCRIX's 1.16% expense ratio.


Risk-Adjusted Performance

KCEIX vs. KCRIX — Risk-Adjusted Performance Rank

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

KCEIX
The Risk-Adjusted Performance Rank of KCEIX is 8888
Overall Rank
The Sharpe Ratio Rank of KCEIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of KCEIX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of KCEIX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of KCEIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of KCEIX is 8686
Martin Ratio Rank

KCRIX
The Risk-Adjusted Performance Rank of KCRIX is 4646
Overall Rank
The Sharpe Ratio Rank of KCRIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of KCRIX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of KCRIX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of KCRIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of KCRIX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KCEIX vs. KCRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Long/Short Equity Fund (KCEIX) and Knights of Columbus Real Estate Fund (KCRIX). 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.


The current KCEIX Sharpe Ratio is 1.40, which is higher than the KCRIX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of KCEIX and KCRIX, 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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Dividends

KCEIX vs. KCRIX - Dividend Comparison

KCEIX's dividend yield for the trailing twelve months is around 2.21%, less than KCRIX's 2.53% yield.


TTM202420232022202120202019
KCEIX
Knights of Columbus Long/Short Equity Fund
2.21%2.35%2.20%7.60%0.00%0.14%0.00%
KCRIX
Knights of Columbus Real Estate Fund
2.53%2.56%2.48%2.17%1.45%2.25%0.44%

Drawdowns

KCEIX vs. KCRIX - Drawdown Comparison

The maximum KCEIX drawdown since its inception was -16.07%, smaller than the maximum KCRIX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for KCEIX and KCRIX. For additional features, visit the drawdowns tool.


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Volatility

KCEIX vs. KCRIX - Volatility Comparison

The current volatility for Knights of Columbus Long/Short Equity Fund (KCEIX) is 1.96%, while Knights of Columbus Real Estate Fund (KCRIX) has a volatility of 4.60%. This indicates that KCEIX experiences smaller price fluctuations and is considered to be less risky than KCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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