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KCIIX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KCIIX and FTIHX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

KCIIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus International Equity Fund (KCIIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.84%
3.15%
KCIIX
FTIHX

Key characteristics

Sharpe Ratio

KCIIX:

1.09

FTIHX:

1.02

Sortino Ratio

KCIIX:

1.52

FTIHX:

1.47

Omega Ratio

KCIIX:

1.20

FTIHX:

1.18

Calmar Ratio

KCIIX:

0.73

FTIHX:

1.24

Martin Ratio

KCIIX:

3.89

FTIHX:

3.12

Ulcer Index

KCIIX:

3.28%

FTIHX:

3.95%

Daily Std Dev

KCIIX:

11.76%

FTIHX:

12.11%

Max Drawdown

KCIIX:

-38.18%

FTIHX:

-35.75%

Current Drawdown

KCIIX:

-6.66%

FTIHX:

-1.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with KCIIX having a 7.39% return and FTIHX slightly lower at 7.22%.


KCIIX

YTD

7.39%

1M

4.34%

6M

3.84%

1Y

12.93%

5Y*

4.64%

10Y*

N/A

FTIHX

YTD

7.22%

1M

4.50%

6M

3.15%

1Y

11.97%

5Y*

5.96%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KCIIX vs. FTIHX - Expense Ratio Comparison

KCIIX has a 1.21% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


KCIIX
Knights of Columbus International Equity Fund
Expense ratio chart for KCIIX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

KCIIX vs. FTIHX — Risk-Adjusted Performance Rank

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

KCIIX
The Risk-Adjusted Performance Rank of KCIIX is 5555
Overall Rank
The Sharpe Ratio Rank of KCIIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of KCIIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of KCIIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KCIIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of KCIIX is 5555
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 5454
Overall Rank
The Sharpe Ratio Rank of FTIHX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KCIIX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus International Equity Fund (KCIIX) and Fidelity Total International Index Fund (FTIHX). 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.


Sharpe ratio
The chart of Sharpe ratio for KCIIX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.091.02
The chart of Sortino ratio for KCIIX, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.0012.001.521.47
The chart of Omega ratio for KCIIX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.18
The chart of Calmar ratio for KCIIX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.731.24
The chart of Martin ratio for KCIIX, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.003.893.12
KCIIX
FTIHX

The current KCIIX Sharpe Ratio is 1.09, which is comparable to the FTIHX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KCIIX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.09
1.02
KCIIX
FTIHX

Dividends

KCIIX vs. FTIHX - Dividend Comparison

KCIIX's dividend yield for the trailing twelve months is around 2.37%, less than FTIHX's 2.69% yield.


TTM2024202320222021202020192018201720162015
KCIIX
Knights of Columbus International Equity Fund
2.37%2.54%1.98%2.23%1.43%0.99%1.93%2.24%1.41%1.65%1.39%
FTIHX
Fidelity Total International Index Fund
2.69%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%

Drawdowns

KCIIX vs. FTIHX - Drawdown Comparison

The maximum KCIIX drawdown since its inception was -38.18%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for KCIIX and FTIHX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.66%
-1.78%
KCIIX
FTIHX

Volatility

KCIIX vs. FTIHX - Volatility Comparison

The current volatility for Knights of Columbus International Equity Fund (KCIIX) is 2.73%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 3.03%. This indicates that KCIIX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.73%
3.03%
KCIIX
FTIHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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