KCGIX vs. FDSSX

Last updated Jun 4, 2026

KCGIX (Knights of Columbus Large Cap Growth Fund) and FDSSX (Fidelity Stock Selector All Cap Fund) are both Large Cap Growth Equities funds. Over the past 10 years, KCGIX returned 15.77%/yr vs 15.36%/yr for FDSSX. Their correlation of 0.93 suggests significant overlap in exposure. KCGIX charges 0.90%/yr vs 0.68%/yr for FDSSX.

Performance

KCGIX vs. FDSSX - Performance Comparison

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

Returns By Period

In the year-to-date period, KCGIX achieves a 13.98% return, which is significantly lower than FDSSX's 15.83% return. Both investments have delivered pretty close results over the past 10 years, with KCGIX having a 15.77% annualized return and FDSSX not far behind at 15.36%.

KCGIX

• 1D: 0.30%
• 1M: 8.52%
• YTD: 13.98%
• 6M: 13.29%
• 1Y: 34.28%
• 3Y*: 25.81%
• 5Y*: 13.85%
• 10Y*: 15.77%

FDSSX

• 1D: 0.34%
• 1M: 5.88%
• YTD: 15.83%
• 6M: 16.38%
• 1Y: 37.40%
• 3Y*: 22.85%
• 5Y*: 13.15%
• 10Y*: 15.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KCGIX vs. FDSSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCGIX Knights of Columbus Large Cap Growth Fund	13.98%	20.25%	27.89%	38.13%	-31.49%	19.60%	33.86%	30.72%	-5.22%	26.71%
FDSSX Fidelity Stock Selector All Cap Fund	15.83%	18.89%	19.79%	26.94%	-19.55%	23.14%	24.90%	32.21%	-8.61%	24.42%

Correlation

The correlation between KCGIX and FDSSX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.93

The correlation between KCGIX and FDSSX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

KCGIX vs. FDSSX — Risk / Return Rank

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

KCGIX

KCGIX Risk / Return Rank: 57
KCGIX Sharpe Ratio Rank: 70
KCGIX Sortino Ratio Rank: 62
KCGIX Omega Ratio Rank: 58
KCGIX Calmar Ratio Rank: 47
KCGIX Martin Ratio Rank: 49

FDSSX

FDSSX Risk / Return Rank: 87
FDSSX Sharpe Ratio Rank: 89
FDSSX Sortino Ratio Rank: 84
FDSSX Omega Ratio Rank: 81
FDSSX Calmar Ratio Rank: 87
FDSSX Martin Ratio Rank: 93

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. FDSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.

	KCGIX	FDSSX	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.95	-0.52
Sortino ratio: Return per unit of downside risk	3.31	3.95	-0.63
Omega ratio: Gain probability vs. loss probability	1.42	1.53	-0.11
Calmar ratio: Return relative to maximum drawdown	2.60	4.17	-1.56
Martin ratio: Return relative to average drawdown	10.12	20.16	-10.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KCGIX vs. FDSSX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 2.43, which is comparable to the FDSSX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of KCGIX and FDSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KCGIX	FDSSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.95	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.74	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.83	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.63	+0.12

Drawdowns

KCGIX vs. FDSSX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, smaller than the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for KCGIX and FDSSX.

Drawdown Indicators

	KCGIX	FDSSX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-56.77%	+21.26%
Max Drawdown (1Y) Largest decline over 1 year	-13.50%	-9.19%	-4.31%
Max Drawdown (3Y) Largest decline over 3 years	-22.20%	-20.86%	-1.34%
Max Drawdown (5Y) Largest decline over 5 years	-35.51%	-25.22%	-10.29%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-34.37%	-1.14%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.85%	-9.88%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	1.90%	+1.57%

Volatility

KCGIX vs. FDSSX - Volatility Comparison

Knights of Columbus Large Cap Growth Fund (KCGIX) has a higher volatility of 3.82% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 3.37%. This indicates that KCGIX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCGIX	FDSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	3.37%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	10.00%	+1.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	12.99%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.60%	17.75%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.66%	18.57%	+2.09%

KCGIX vs. FDSSX - Expense Ratio Comparison

KCGIX has a 0.90% expense ratio, which is higher than FDSSX's 0.68% expense ratio.

Dividends

KCGIX vs. FDSSX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 5.32%, more than FDSSX's 4.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDSSX Fidelity Stock Selector All Cap Fund	4.13%	4.79%	4.83%	2.03%	0.36%	0.84%	5.22%	6.09%	4.46%	3.07%	1.04%	5.16%
KCGIX Knights of Columbus Large Cap Growth Fund	5.32%	6.03%	0.69%	0.15%	0.03%	13.90%	5.61%	5.20%	13.63%	0.91%	0.34%	0.00%

Frequently Asked Questions

Can I hold both KCGIX and FDSSX in my portfolio?

With a correlation of 0.95, KCGIX and FDSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, KCGIX or FDSSX?

KCGIX has higher volatility (3.82%) compared to FDSSX (3.37%). In terms of maximum drawdown, KCGIX dropped -35.51% vs FDSSX's -56.77%.

Which has better risk-adjusted returns?

FDSSX currently has the higher Sharpe Ratio (2.95 vs 2.43), 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.