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KCGIX vs. KCCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCGIX vs. KCCIX - Performance Comparison

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

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KCGIX vs. KCCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCGIX
Knights of Columbus Large Cap Growth Fund
-11.27%20.25%27.89%38.13%-31.49%19.60%33.86%30.72%-5.22%26.71%
KCCIX
Knights of Columbus Core Bond Fund
-1.24%6.94%1.50%4.99%-14.30%-0.58%7.21%9.78%-0.72%4.55%

Returns By Period

In the year-to-date period, KCGIX achieves a -11.27% return, which is significantly lower than KCCIX's -1.24% return. Over the past 10 years, KCGIX has outperformed KCCIX with an annualized return of 12.88%, while KCCIX has yielded a comparatively lower 1.64% annualized return.


KCGIX

1D
-0.80%
1M
-8.57%
YTD
-11.27%
6M
-9.51%
1Y
17.05%
3Y*
18.53%
5Y*
8.86%
10Y*
12.88%

KCCIX

1D
-0.46%
1M
-3.00%
YTD
-1.24%
6M
-0.47%
1Y
2.82%
3Y*
3.01%
5Y*
-0.27%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCGIX vs. KCCIX - Expense Ratio Comparison

KCGIX has a 0.90% expense ratio, which is higher than KCCIX's 0.71% expense ratio.


Return for Risk

KCGIX vs. KCCIX — Risk / Return Rank

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

KCGIX
KCGIX Risk / Return Rank: 4343
Overall Rank
KCGIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
KCGIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
KCGIX Omega Ratio Rank: 4747
Omega Ratio Rank
KCGIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
KCGIX Martin Ratio Rank: 3939
Martin Ratio Rank

KCCIX
KCCIX Risk / Return Rank: 3535
Overall Rank
KCCIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KCCIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
KCCIX Omega Ratio Rank: 2323
Omega Ratio Rank
KCCIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
KCCIX Martin Ratio Rank: 3939
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. KCCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and Knights of Columbus Core Bond Fund (KCCIX). 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.


KCGIXKCCIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.75

+0.11

Sortino ratio

Return per unit of downside risk

1.37

1.07

+0.30

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.07

1.23

-0.15

Martin ratio

Return relative to average drawdown

4.09

4.11

-0.02

KCGIX vs. KCCIX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 0.86, which is comparable to the KCCIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of KCGIX and KCCIX, 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


KCGIXKCCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.75

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.05

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.35

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.40

+0.22

Correlation

The correlation between KCGIX and KCCIX is -0.00. 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

KCGIX vs. KCCIX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 6.78%, more than KCCIX's 3.06% yield.


TTM2025202420232022202120202019201820172016
KCGIX
Knights of Columbus Large Cap Growth Fund
6.78%6.03%0.69%0.15%0.03%13.90%5.61%5.20%13.63%0.91%0.34%
KCCIX
Knights of Columbus Core Bond Fund
3.06%3.95%3.73%3.23%2.80%2.19%3.19%2.97%2.96%2.63%2.41%

Drawdowns

KCGIX vs. KCCIX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, which is greater than KCCIX's maximum drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for KCGIX and KCCIX.


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Drawdown Indicators


KCGIXKCCIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-18.52%

-16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-3.00%

-10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-35.51%

-18.52%

-16.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-18.52%

-16.99%

Current Drawdown

Current decline from peak

-13.55%

-4.74%

-8.81%

Average Drawdown

Average peak-to-trough decline

-6.93%

-4.82%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

0.90%

+2.65%

Volatility

KCGIX vs. KCCIX - Volatility Comparison

Knights of Columbus Large Cap Growth Fund (KCGIX) has a higher volatility of 5.02% compared to Knights of Columbus Core Bond Fund (KCCIX) at 1.56%. This indicates that KCGIX's price experiences larger fluctuations and is considered to be riskier than KCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCGIXKCCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

1.56%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

2.50%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

4.10%

+16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

5.53%

+15.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

4.68%

+15.90%