KCGIX vs. GQEPX

Last updated Aug 1, 2026

KCGIX (Knights of Columbus Large Cap Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - KCGIX is a Large Cap Growth Equities fund managed by Catholic Investor, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, KCGIX returned 10.93%/yr vs 9.07%/yr for GQEPX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. KCGIX charges 0.90%/yr vs 0.59%/yr for GQEPX.

Performance

KCGIX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Large Cap Growth Fund (KCGIX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCGIX achieves a 8.96% return, which is significantly higher than GQEPX's 5.74% return.

KCGIX

• 1D: 2.71%
• 1M: -1.22%
• 6M: 9.56%
• YTD: 8.96%
• 1Y: 20.45%
• 3Y*: 21.08%
• 5Y*: 10.93%
• 10Y*: 14.84%
• ALL TIME*: 14.47%

GQEPX

• 1D: 0.28%
• 1M: 0.33%
• 6M: 1.93%
• YTD: 5.74%
• 1Y: 6.22%
• 3Y*: 11.35%
• 5Y*: 9.07%
• 10Y*: —
• ALL TIME*: 12.93%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	$0.00	$0.00	$0.00
KCGIX Knights of Columbus Large Cap Growth Fund	$0.00	$0.00	$0.00

KCGIX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KCGIX Knights of Columbus Large Cap Growth Fund	8.96%	20.25%	27.89%	38.13%	-31.49%	19.60%	33.86%	30.72%	-17.99%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	5.74%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Correlation

The correlation between KCGIX and GQEPX is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.26
Correlation (3Y) Balances recent behavior with more history.	0.47
Correlation (5Y) Shows whether the relationship held over a longer period.	0.58
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.70

The correlation between KCGIX and GQEPX shifts across timeframes, from -0.26 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KCGIX vs. GQEPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KCGIX

KCGIX Risk / Return Rank: 35
KCGIX Sharpe Ratio Rank: 37
KCGIX Sortino Ratio Rank: 37
KCGIX Omega Ratio Rank: 35
KCGIX Calmar Ratio Rank: 31
KCGIX Martin Ratio Rank: 34

GQEPX

GQEPX Risk / Return Rank: 15
GQEPX Sharpe Ratio Rank: 15
GQEPX Sortino Ratio Rank: 16
GQEPX Omega Ratio Rank: 14
GQEPX Calmar Ratio Rank: 15
GQEPX Martin Ratio Rank: 13

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KCGIX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.

	KCGIX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	1.14	0.57	+0.56
Sortino ratio: Return per unit of downside risk	1.66	0.90	+0.76
Omega ratio: Gain probability vs. loss probability	1.20	1.10	+0.10
Calmar ratio: Return relative to maximum drawdown	1.36	0.71	+0.65
Martin ratio: Return relative to average drawdown	4.90	1.61	+3.29

KCGIX vs. GQEPX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 1.14, which is higher than the GQEPX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of KCGIX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KCGIX vs. GQEPX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for KCGIX and GQEPX.

Drawdown Indicators

	KCGIX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-28.45%	-7.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.50%	-8.48%	-5.02%
Max Drawdown (3Y) Largest decline over 3 years	-22.20%	-18.97%	-3.23%
Max Drawdown (5Y) Largest decline over 5 years	-35.51%	-20.49%	-15.02%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	—	—
Current Drawdown Current decline from peak	-4.41%	-9.74%	+5.33%
Average Drawdown Average peak-to-trough decline	-6.79%	-5.90%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	3.74%	+0.01%

Volatility

KCGIX vs. GQEPX - Volatility Comparison

Knights of Columbus Large Cap Growth Fund (KCGIX) has a higher volatility of 5.08% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.69%. This indicates that KCGIX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCGIX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	2.69%	+2.39%
Volatility (6M) Calculated over the trailing 6-month period	13.19%	8.34%	+4.85%
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	10.57%	+5.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.82%	15.89%	+4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.76%	18.62%	+2.14%

KCGIX vs. GQEPX - Expense Ratio Comparison

KCGIX has a 0.90% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

KCGIX vs. GQEPX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 5.57%, less than GQEPX's 6.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.60%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%
KCGIX Knights of Columbus Large Cap Growth Fund	5.57%	6.03%	0.69%	0.15%	0.03%	13.90%	5.61%	5.20%	13.63%	0.91%	0.34%

Frequently Asked Questions

Can I hold both KCGIX and GQEPX in my portfolio?

KCGIX and GQEPX have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCGIX or GQEPX?

KCGIX has higher volatility (5.08%) compared to GQEPX (2.69%). In terms of maximum drawdown, KCGIX dropped -35.51% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

KCGIX currently has the higher Sharpe Ratio (1.14 vs 0.57), 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.