KCIIX vs. SIMYX

Last updated Aug 1, 2026

KCIIX (Knights of Columbus International Equity Fund) and SIMYX (SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, KCIIX returned 8.09%/yr vs 9.28%/yr for SIMYX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. KCIIX charges 1.21%/yr vs 0.86%/yr for SIMYX.

Performance

KCIIX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus International Equity Fund (KCIIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCIIX achieves a 14.57% return, which is significantly higher than SIMYX's 12.15% return.

KCIIX

• 1D: 2.94%
• 1M: 0.23%
• 6M: 8.70%
• YTD: 14.57%
• 1Y: 28.08%
• 3Y*: 17.69%
• 5Y*: 8.09%
• 10Y*: 10.08%
• ALL TIME*: 9.98%

SIMYX

• 1D: 1.76%
• 1M: 4.59%
• 6M: 7.27%
• YTD: 12.15%
• 1Y: 21.54%
• 3Y*: 16.61%
• 5Y*: 9.28%
• 10Y*: —
• ALL TIME*: 7.76%

*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)
KCIIX Knights of Columbus International Equity Fund	$0.00	$0.00	$0.00
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	$0.00	$0.00	$0.00

KCIIX vs. SIMYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCIIX Knights of Columbus International Equity Fund	14.57%	29.20%	7.57%	13.59%	-19.07%	11.40%	13.80%	19.31%	-12.45%	29.87%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	12.15%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%

Correlation

The correlation between KCIIX and SIMYX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.79

The correlation between KCIIX and SIMYX shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KCIIX vs. SIMYX — Risk / Return Rank

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

KCIIX

KCIIX Risk / Return Rank: 59
KCIIX Sharpe Ratio Rank: 62
KCIIX Sortino Ratio Rank: 57
KCIIX Omega Ratio Rank: 61
KCIIX Calmar Ratio Rank: 60
KCIIX Martin Ratio Rank: 55

SIMYX

SIMYX Risk / Return Rank: 77
SIMYX Sharpe Ratio Rank: 86
SIMYX Sortino Ratio Rank: 85
SIMYX Omega Ratio Rank: 82
SIMYX Calmar Ratio Rank: 77
SIMYX Martin Ratio Rank: 54

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.

KCIIX vs. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus International Equity Fund (KCIIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.

	KCIIX	SIMYX	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.08	-0.57
Sortino ratio: Return per unit of downside risk	2.09	3.05	-0.95
Omega ratio: Gain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratio: Return relative to maximum drawdown	2.07	2.51	-0.44
Martin ratio: Return relative to average drawdown	7.42	7.23	+0.19

KCIIX vs. SIMYX - Sharpe Ratio Comparison

The current KCIIX Sharpe Ratio is 1.51, which is comparable to the SIMYX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of KCIIX and SIMYX, 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

KCIIX vs. SIMYX - Drawdown Comparison

The maximum KCIIX drawdown since its inception was -35.81%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for KCIIX and SIMYX.

Drawdown Indicators

	KCIIX	SIMYX	Difference
Max Drawdown Largest peak-to-trough decline	-35.81%	-32.14%	-3.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.66%	-8.55%	-4.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.14%	-9.47%	-3.67%
Max Drawdown (5Y) Largest decline over 5 years	-31.41%	-25.06%	-6.35%
Max Drawdown (10Y) Largest decline over 10 years	-35.81%	—	—
Current Drawdown Current decline from peak	-3.56%	0.00%	-3.56%
Average Drawdown Average peak-to-trough decline	-7.50%	-6.05%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.96%	+0.57%

Volatility

KCIIX vs. SIMYX - Volatility Comparison

Knights of Columbus International Equity Fund (KCIIX) has a higher volatility of 6.09% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 3.35%. This indicates that KCIIX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCIIX	SIMYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	3.35%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	15.39%	8.65%	+6.74%
Volatility (1Y) Calculated over the trailing 1-year period	17.34%	10.31%	+7.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	11.45%	+4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	12.21%	+3.69%

KCIIX vs. SIMYX - Expense Ratio Comparison

KCIIX has a 1.21% expense ratio, which is higher than SIMYX's 0.86% expense ratio.

Dividends

KCIIX vs. SIMYX - Dividend Comparison

KCIIX's dividend yield for the trailing twelve months is around 2.65%, less than SIMYX's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCIIX Knights of Columbus International Equity Fund	2.65%	3.40%	2.53%	1.97%	2.23%	10.06%	0.99%	2.96%	4.85%	0.67%	1.66%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.80%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%	0.00%

Frequently Asked Questions

Can I hold both KCIIX and SIMYX in my portfolio?

KCIIX and SIMYX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCIIX or SIMYX?

KCIIX has higher volatility (6.09%) compared to SIMYX (3.35%). In terms of maximum drawdown, KCIIX dropped -35.81% vs SIMYX's -32.14%.

Which has better risk-adjusted returns?

SIMYX currently has the higher Sharpe Ratio (2.08 vs 1.51), 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.