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KCGIX vs. AVEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCGIX vs. AVEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Large Cap Growth Fund (KCGIX) and Ave Maria Growth Fund (AVEGX). The values are adjusted to include any dividend payments, if applicable.

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KCGIX vs. AVEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCGIX
Knights of Columbus Large Cap Growth Fund
-7.93%20.25%27.89%38.13%-31.49%19.60%33.86%30.72%-5.22%26.71%
AVEGX
Ave Maria Growth Fund
-3.03%8.23%14.85%30.29%-21.23%17.53%18.41%37.08%-1.82%27.40%

Returns By Period

In the year-to-date period, KCGIX achieves a -7.93% return, which is significantly lower than AVEGX's -3.03% return. Over the past 10 years, KCGIX has outperformed AVEGX with an annualized return of 13.29%, while AVEGX has yielded a comparatively lower 12.03% annualized return.


KCGIX

1D
3.76%
1M
-5.34%
YTD
-7.93%
6M
-6.23%
1Y
20.37%
3Y*
19.99%
5Y*
9.32%
10Y*
13.29%

AVEGX

1D
3.38%
1M
-5.78%
YTD
-3.03%
6M
-3.13%
1Y
6.06%
3Y*
12.85%
5Y*
6.54%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCGIX vs. AVEGX - Expense Ratio Comparison

Both KCGIX and AVEGX have an expense ratio of 0.90%.


Return for Risk

KCGIX vs. AVEGX — Risk / Return Rank

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

KCGIX
KCGIX Risk / Return Rank: 5757
Overall Rank
KCGIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KCGIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
KCGIX Omega Ratio Rank: 5555
Omega Ratio Rank
KCGIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
KCGIX Martin Ratio Rank: 5959
Martin Ratio Rank

AVEGX
AVEGX Risk / Return Rank: 1515
Overall Rank
AVEGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AVEGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
AVEGX Omega Ratio Rank: 1212
Omega Ratio Rank
AVEGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
AVEGX Martin Ratio Rank: 1919
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.

KCGIX vs. AVEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and Ave Maria Growth Fund (AVEGX). 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.


KCGIXAVEGXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.36

+0.68

Sortino ratio

Return per unit of downside risk

1.63

0.64

+0.98

Omega ratio

Gain probability vs. loss probability

1.23

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

1.62

0.61

+1.01

Martin ratio

Return relative to average drawdown

6.06

2.11

+3.95

KCGIX vs. AVEGX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 1.04, which is higher than the AVEGX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of KCGIX and AVEGX, 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


KCGIXAVEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.36

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.64

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.57

+0.06

Correlation

The correlation between KCGIX and AVEGX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KCGIX vs. AVEGX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 6.53%, more than AVEGX's 5.89% yield.


TTM20252024202320222021202020192018201720162015
KCGIX
Knights of Columbus Large Cap Growth Fund
6.53%6.03%0.69%0.15%0.03%13.90%5.61%5.20%13.63%0.91%0.34%0.00%
AVEGX
Ave Maria Growth Fund
5.89%5.71%8.42%2.59%0.30%12.04%5.26%1.70%7.22%9.37%6.08%9.89%

Drawdowns

KCGIX vs. AVEGX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, smaller than the maximum AVEGX drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for KCGIX and AVEGX.


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Drawdown Indicators


KCGIXAVEGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-48.28%

+12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-12.13%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.51%

-31.70%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-36.95%

+1.44%

Current Drawdown

Current decline from peak

-10.30%

-8.56%

-1.74%

Average Drawdown

Average peak-to-trough decline

-6.93%

-6.05%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.51%

+0.10%

Volatility

KCGIX vs. AVEGX - Volatility Comparison

The current volatility for Knights of Columbus Large Cap Growth Fund (KCGIX) is 6.48%, while Ave Maria Growth Fund (AVEGX) has a volatility of 6.99%. This indicates that KCGIX experiences smaller price fluctuations and is considered to be less risky than AVEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCGIXAVEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.99%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

11.88%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

18.84%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

18.31%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

18.87%

+1.74%