KCGIX vs. RYGRX

Last updated Jun 4, 2026

KCGIX (Knights of Columbus Large Cap Growth Fund) and RYGRX (Rydex S&P 500 Pure Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, KCGIX returned 15.77%/yr vs 13.20%/yr for RYGRX. Their correlation of 0.89 suggests significant overlap in exposure. KCGIX charges 0.90%/yr vs 2.26%/yr for RYGRX.

Performance

KCGIX vs. RYGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Large Cap Growth Fund (KCGIX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 RYGRX's 30.14% return. Over the past 10 years, KCGIX has outperformed RYGRX with an annualized return of 15.77%, while RYGRX has yielded a comparatively lower 13.20% annualized return.

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%

RYGRX

• 1D: 0.92%
• 1M: 11.15%
• YTD: 30.14%
• 6M: 30.55%
• 1Y: 37.82%
• 3Y*: 25.67%
• 5Y*: 11.07%
• 10Y*: 13.20%

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

KCGIX vs. RYGRX - 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%
RYGRX Rydex S&P 500 Pure Growth Fund	30.14%	11.00%	25.73%	5.80%	-28.71%	26.61%	26.34%	34.13%	-6.28%	23.74%

Correlation

The correlation between KCGIX and RYGRX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.89

The correlation between KCGIX and RYGRX has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

Return for Risk

KCGIX vs. RYGRX — 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

RYGRX

RYGRX Risk / Return Rank: 55
RYGRX Sharpe Ratio Rank: 46
RYGRX Sortino Ratio Rank: 42
RYGRX Omega Ratio Rank: 41
RYGRX Calmar Ratio Rank: 78
RYGRX Martin Ratio Rank: 71

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. RYGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Growth Fund (KCGIX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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	RYGRX	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.00	+0.43
Sortino ratio: Return per unit of downside risk	3.31	2.70	+0.61
Omega ratio: Gain probability vs. loss probability	1.42	1.35	+0.08
Calmar ratio: Return relative to maximum drawdown	2.60	3.53	-0.93
Martin ratio: Return relative to average drawdown	10.12	13.56	-3.43
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. RYGRX - Sharpe Ratio Comparison

The current KCGIX Sharpe Ratio is 2.43, which is comparable to the RYGRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of KCGIX and RYGRX, 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	RYGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.00	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.47	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.58	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.44	+0.31

Drawdowns

KCGIX vs. RYGRX - Drawdown Comparison

The maximum KCGIX drawdown since its inception was -35.51%, smaller than the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for KCGIX and RYGRX.

Drawdown Indicators

	KCGIX	RYGRX	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-54.22%	+18.71%
Max Drawdown (1Y) Largest decline over 1 year	-13.50%	-11.17%	-2.33%
Max Drawdown (3Y) Largest decline over 3 years	-22.20%	-24.95%	+2.75%
Max Drawdown (5Y) Largest decline over 5 years	-35.51%	-36.57%	+1.06%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-36.63%	+1.12%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.85%	-9.41%	+2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	2.91%	+0.56%

Volatility

KCGIX vs. RYGRX - Volatility Comparison

The current volatility for Knights of Columbus Large Cap Growth Fund (KCGIX) is 3.82%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 6.39%. This indicates that KCGIX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCGIX	RYGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	6.39%	-2.57%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	16.30%	-5.07%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	19.71%	-5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.60%	23.50%	-2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.66%	22.88%	-2.22%

KCGIX vs. RYGRX - Expense Ratio Comparison

KCGIX has a 0.90% expense ratio, which is lower than RYGRX's 2.26% expense ratio.

Dividends

KCGIX vs. RYGRX - Dividend Comparison

KCGIX's dividend yield for the trailing twelve months is around 5.32%, more than RYGRX's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
RYGRX Rydex S&P 500 Pure Growth Fund	3.91%	5.09%	0.00%	0.00%	0.00%	2.81%	4.43%	12.10%	7.15%	6.26%	0.05%	2.96%

Frequently Asked Questions

Can I hold both KCGIX and RYGRX in my portfolio?

KCGIX and RYGRX have a correlation of 0.82, 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 RYGRX?

RYGRX has higher volatility (6.39%) compared to KCGIX (3.82%). In terms of maximum drawdown, KCGIX dropped -35.51% vs RYGRX's -54.22%.

Which has better risk-adjusted returns?

KCGIX currently has the higher Sharpe Ratio (2.43 vs 2.00), 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.