KCLIX vs. DHEIX
Compare and contrast key facts about Knights of Columbus Limited Duration Fund (KCLIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
KCLIX is managed by Catholic Investor. It was launched on Feb 27, 2015. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
KCLIX vs. DHEIX - Performance Comparison
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KCLIX vs. DHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | -0.72% | 5.25% | 4.44% | 4.86% | -3.81% | -0.33% | 3.17% | 4.39% | 1.13% | 1.47% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.38% | 2.74% | 3.09% | 4.85% | 3.18% | 4.23% |
Returns By Period
In the year-to-date period, KCLIX achieves a -0.72% return, which is significantly lower than DHEIX's 0.82% return.
KCLIX
- 1D
- 0.21%
- 1M
- -1.33%
- YTD
- -0.72%
- 6M
- 0.08%
- 1Y
- 2.82%
- 3Y*
- 4.04%
- 5Y*
- 1.87%
- 10Y*
- 2.00%
DHEIX
- 1D
- 0.00%
- 1M
- -0.17%
- YTD
- 0.82%
- 6M
- 1.65%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
- —
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KCLIX vs. DHEIX - Expense Ratio Comparison
KCLIX has a 0.71% expense ratio, which is higher than DHEIX's 0.53% expense ratio.
Return for Risk
KCLIX vs. DHEIX — Risk / Return Rank
KCLIX
DHEIX
KCLIX vs. DHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Limited Duration Fund (KCLIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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.
| KCLIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 4.60 | -2.92 |
Sortino ratioReturn per unit of downside risk | 2.22 | 8.07 | -5.85 |
Omega ratioGain probability vs. loss probability | 1.45 | 2.53 | -1.08 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 10.53 | -8.73 |
Martin ratioReturn relative to average drawdown | 11.98 | 39.35 | -27.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KCLIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 4.60 | -2.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 2.96 | -1.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 1.87 | -0.66 |
Correlation
The correlation between KCLIX and DHEIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
KCLIX vs. DHEIX - Dividend Comparison
KCLIX's dividend yield for the trailing twelve months is around 3.12%, less than DHEIX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | 3.12% | 4.10% | 4.15% | 2.84% | 1.38% | 1.08% | 1.80% | 2.47% | 2.25% | 1.78% | 1.21% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% | 0.00% |
Drawdowns
KCLIX vs. DHEIX - Drawdown Comparison
The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum DHEIX drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for KCLIX and DHEIX.
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Drawdown Indicators
| KCLIX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -12.33% | +6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -0.50% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -5.62% | -4.87% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -5.82% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.27% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -0.77% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.13% | +0.11% |
Volatility
KCLIX vs. DHEIX - Volatility Comparison
Knights of Columbus Limited Duration Fund (KCLIX) has a higher volatility of 1.08% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.36%. This indicates that KCLIX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCLIX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.36% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 1.27% | 0.72% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.74% | 1.15% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 1.52% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 2.28% | -0.58% |