KCLIX vs. KCEIX
KCLIX (Knights of Columbus Limited Duration Fund) and KCEIX (Knights of Columbus Long/Short Equity Fund) are both mutual funds - KCLIX is a Short-Term Bond fund managed by Catholic Investor, while KCEIX is a Long-Short fund managed by Catholic Investor. Over the past 5 years, KCLIX returned 2.18%/yr vs 9.93%/yr for KCEIX. At a correlation of -0.05, they often move in opposite directions. KCLIX charges 0.71%/yr vs 1.50%/yr for KCEIX.
Performance
KCLIX vs. KCEIX - Performance Comparison
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Returns By Period
In the year-to-date period, KCLIX achieves a 0.91% return, which is significantly lower than KCEIX's 6.81% return.
KCLIX
- 1D
- 0.10%
- 1M
- 0.31%
- YTD
- 0.91%
- 6M
- 1.00%
- 1Y
- 3.65%
- 3Y*
- 4.64%
- 5Y*
- 2.18%
- 10Y*
- 2.12%
KCEIX
- 1D
- -0.67%
- 1M
- 1.14%
- YTD
- 6.81%
- 6M
- 6.49%
- 1Y
- 11.36%
- 3Y*
- 10.33%
- 5Y*
- 9.93%
- 10Y*
- —
KCLIX vs. KCEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | 0.91% | 5.25% | 4.44% | 4.86% | -3.81% | -0.33% | 3.17% | 0.20% |
KCEIX Knights of Columbus Long/Short Equity Fund | 6.81% | 5.51% | 15.09% | 2.84% | 10.41% | 16.74% | -11.05% | 0.20% |
Correlation
The correlation between KCLIX and KCEIX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019 | -0.05 |
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Return for Risk
KCLIX vs. KCEIX — Risk / Return Rank
KCLIX
KCEIX
KCLIX vs. KCEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Limited Duration Fund (KCLIX) and Knights of Columbus Long/Short Equity Fund (KCEIX). 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.
| KCLIX | KCEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.35 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 4.08 | +0.42 |
| Martin ratioReturn relative to average drawdown | 20.31 | 11.44 | +8.87 |
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Drawdowns
KCLIX vs. KCEIX - Drawdown Comparison
The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum KCEIX drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for KCLIX and KCEIX.
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Drawdown Indicators
| KCLIX | KCEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -16.07% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -0.81% | -2.82% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -0.81% | -6.12% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -5.62% | -7.12% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -5.82% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -2.06% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -3.45% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 1.00% | -0.82% |
Volatility
KCLIX vs. KCEIX - Volatility Comparison
The current volatility for Knights of Columbus Limited Duration Fund (KCLIX) is 0.49%, while Knights of Columbus Long/Short Equity Fund (KCEIX) has a volatility of 2.72%. This indicates that KCLIX experiences smaller price fluctuations and is considered to be less risky than KCEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCLIX | KCEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 2.72% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.00% | 4.60% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 6.05% | -4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.84% | 6.85% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.68% | 8.06% | -6.38% |
KCLIX vs. KCEIX - Expense Ratio Comparison
KCLIX has a 0.71% expense ratio, which is lower than KCEIX's 1.50% expense ratio.
Dividends
KCLIX vs. KCEIX - Dividend Comparison
KCLIX's dividend yield for the trailing twelve months is around 4.11%, more than KCEIX's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCEIX Knights of Columbus Long/Short Equity Fund | 1.53% | 1.66% | 2.35% | 2.20% | 7.60% | 0.00% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% |
KCLIX Knights of Columbus Limited Duration Fund | 4.11% | 4.10% | 4.15% | 2.84% | 1.38% | 1.08% | 1.80% | 2.47% | 2.25% | 1.78% | 1.21% |
Frequently Asked Questions
KCLIX and KCEIX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KCEIX has higher volatility (2.72%) compared to KCLIX (0.49%). In terms of maximum drawdown, KCLIX dropped -5.82% vs KCEIX's -16.07%.
KCLIX currently has the higher Sharpe Ratio (2.82 vs 1.90), 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.
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