KCGIX vs. KCRIX

Last updated Jun 3, 2026

KCGIX (Knights of Columbus Large Cap Growth Fund) and KCRIX (Knights of Columbus Real Estate Fund) are both mutual funds - KCGIX is a Large Cap Growth Equities fund managed by Catholic Investor, while KCRIX is a REIT fund managed by Catholic Investor. Over the past 5 years, KCGIX returned 13.58%/yr vs 2.24%/yr for KCRIX. At a 0.48 correlation, their price movements are largely independent. KCGIX charges 0.90%/yr vs 1.16%/yr for KCRIX.

Performance

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

Returns By Period

In the year-to-date period, KCGIX achieves a 13.65% return, which is significantly higher than KCRIX's 9.96% return.

KCGIX

• 1D: 1.20%
• 1M: 7.77%
• YTD: 13.65%
• 6M: 13.18%
• 1Y: 34.58%
• 3Y*: 25.69%
• 5Y*: 13.58%
• 10Y*: 15.74%

KCRIX

• 1D: -1.82%
• 1M: -2.05%
• YTD: 9.96%
• 6M: 8.72%
• 1Y: 8.54%
• 3Y*: 5.92%
• 5Y*: 2.24%
• 10Y*: —

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

KCGIX vs. KCRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
KCGIX Knights of Columbus Large Cap Growth Fund	13.65%	20.25%	27.89%	38.13%	-31.49%	19.60%	33.86%	10.34%
KCRIX Knights of Columbus Real Estate Fund	9.96%	-1.54%	4.12%	8.12%	-22.77%	35.07%	-0.90%	5.00%

Correlation

The correlation between KCGIX and KCRIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	0.48

Over the past year, the correlation between KCGIX and KCRIX has dropped to 0.14 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Return for Risk

KCGIX vs. KCRIX — Risk / Return Rank

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

KCGIX

KCGIX Risk / Return Rank: 58
KCGIX Sharpe Ratio Rank: 71
KCGIX Sortino Ratio Rank: 63
KCGIX Omega Ratio Rank: 59
KCGIX Calmar Ratio Rank: 46
KCGIX Martin Ratio Rank: 49

KCRIX

KCRIX Risk / Return Rank: 9
KCRIX Sharpe Ratio Rank: 8
KCRIX Sortino Ratio Rank: 7
KCRIX Omega Ratio Rank: 7
KCRIX Calmar Ratio Rank: 10
KCRIX Martin Ratio Rank: 11

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. KCRIX - 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 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.

	KCGIX	KCRIX	Difference
Sharpe ratio Return per unit of total volatility	2.45	0.66	+1.80
Sortino ratio Return per unit of downside risk	3.34	0.97	+2.37
Omega ratio Gain probability vs. loss probability	1.43	1.12	+0.31
Calmar ratio Return relative to maximum drawdown	2.62	1.08	+1.54
Martin ratio Return relative to average drawdown	10.20	3.31	+6.89
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. KCRIX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 2.45, which is higher than the KCRIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of KCGIX and KCRIX, 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	KCRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	0.66	+1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.12	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.20	+0.54

Drawdowns

KCGIX vs. KCRIX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, smaller than the maximum KCRIX drawdown of -39.93%. Use the drawdown chart below to compare losses from any high point for KCGIX and KCRIX.

Drawdown Indicators

	KCGIX	KCRIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-39.93%	+4.42%
Max Drawdown (1Y) Largest decline over 1 year	-13.50%	-8.18%	-5.32%
Max Drawdown (3Y) Largest decline over 3 years	-22.20%	-18.68%	-3.52%
Max Drawdown (5Y) Largest decline over 5 years	-35.51%	-32.52%	-2.99%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	—	—
Current Drawdown Current decline from peak	0.00%	-6.90%	+6.90%
Average Drawdown Average peak-to-trough decline	-6.85%	-13.05%	+6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	2.66%	+0.81%

Volatility

KCGIX vs. KCRIX - Volatility Comparison

Knights of Columbus Large Cap Growth Fund (KCGIX) and Knights of Columbus Real Estate Fund (KCRIX) have volatilities of 3.84% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCGIX	KCRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	3.81%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	9.53%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.50%	13.06%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.60%	18.40%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.66%	21.11%	-0.45%

KCGIX vs. KCRIX - Expense Ratio Comparison

KCGIX has a 0.90% expense ratio, which is lower than KCRIX's 1.16% expense ratio.

Dividends

KCGIX vs. KCRIX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 5.34%, more than KCRIX's 2.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCGIX Knights of Columbus Large Cap Growth Fund	5.34%	6.03%	0.69%	0.15%	0.03%	13.90%	5.61%	5.20%	13.63%	0.91%	0.34%
KCRIX Knights of Columbus Real Estate Fund	2.05%	2.48%	2.56%	2.47%	10.29%	20.89%	4.16%	0.95%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KCGIX and KCRIX in my portfolio?

KCGIX and KCRIX have a correlation of 0.14, 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 KCRIX?

KCGIX has higher volatility (3.84%) compared to KCRIX (3.81%). In terms of maximum drawdown, KCGIX dropped -35.51% vs KCRIX's -39.93%.

Which has better risk-adjusted returns?

KCGIX currently has the higher Sharpe Ratio (2.45 vs 0.66), 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.