KCLIX vs. KCGIX

Last updated Jun 23, 2026

KCLIX (Knights of Columbus Limited Duration Fund) and KCGIX (Knights of Columbus Large Cap Growth Fund) are both mutual funds - KCLIX is a Short-Term Bond fund managed by Catholic Investor, while KCGIX is a Large Cap Growth Equities fund managed by Catholic Investor. Over the past 10 years, KCLIX returned 2.12%/yr vs 15.81%/yr for KCGIX. At a 0.02 correlation, their price movements are largely independent. KCLIX charges 0.71%/yr vs 0.90%/yr for KCGIX.

Performance

KCLIX vs. KCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Limited Duration Fund (KCLIX) and Knights of Columbus Large Cap Growth Fund (KCGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCLIX achieves a 0.91% return, which is significantly lower than KCGIX's 12.09% return. Over the past 10 years, KCLIX has underperformed KCGIX with an annualized return of 2.12%, while KCGIX has yielded a comparatively higher 15.81% annualized 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%

KCGIX

• 1D: 1.61%
• 1M: 1.96%
• YTD: 12.09%
• 6M: 11.36%
• 1Y: 32.29%
• 3Y*: 23.78%
• 5Y*: 12.99%
• 10Y*: 15.81%

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

KCLIX vs. KCGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCLIX Knights of Columbus Limited Duration Fund	0.91%	5.25%	4.44%	4.86%	-3.81%	-0.33%	3.17%	4.39%	1.13%	1.37%
KCGIX Knights of Columbus Large Cap Growth Fund	12.09%	20.25%	27.89%	38.13%	-31.49%	19.60%	33.86%	30.72%	-5.22%	26.71%

Correlation

The correlation between KCLIX and KCGIX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.02

The correlation between KCLIX and KCGIX shifts across timeframes, from 0.02 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

KCLIX vs. KCGIX — Risk / Return Rank

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

KCLIX

KCLIX Risk / Return Rank: 93
KCLIX Sharpe Ratio Rank: 91
KCLIX Sortino Ratio Rank: 93
KCLIX Omega Ratio Rank: 95
KCLIX Calmar Ratio Rank: 91
KCLIX Martin Ratio Rank: 95

KCGIX

KCGIX Risk / Return Rank: 51
KCGIX Sharpe Ratio Rank: 59
KCGIX Sortino Ratio Rank: 54
KCGIX Omega Ratio Rank: 53
KCGIX Calmar Ratio Rank: 43
KCGIX Martin Ratio Rank: 45

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.

KCLIX vs. KCGIX - 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 Large Cap Growth Fund (KCGIX). 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	KCGIX	Difference
Sharpe ratio: Return per unit of total volatility	2.82	2.08	+0.74
Sortino ratio: Return per unit of downside risk	4.46	2.83	+1.63
Omega ratio: Gain probability vs. loss probability	1.76	1.37	+0.40
Calmar ratio: Return relative to maximum drawdown	4.49	2.37	+2.12
Martin ratio: Return relative to average drawdown	20.31	9.02	+11.29

KCLIX vs. KCGIX - Sharpe Ratio Comparison

The current KCLIX Sharpe Ratio is 2.82, which is higher than the KCGIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of KCLIX and KCGIX, 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

KCLIX vs. KCGIX - Drawdown Comparison

The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum KCGIX drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for KCLIX and KCGIX.

Drawdown Indicators

	KCLIX	KCGIX	Difference
Max Drawdown Largest peak-to-trough decline	-5.82%	-35.51%	+29.69%
Max Drawdown (1Y) Largest decline over 1 year	-0.81%	-13.50%	+12.69%
Max Drawdown (3Y) Largest decline over 3 years	-0.81%	-22.20%	+21.39%
Max Drawdown (5Y) Largest decline over 5 years	-5.62%	-35.51%	+29.89%
Max Drawdown (10Y) Largest decline over 10 years	-5.82%	-35.51%	+29.69%
Current Drawdown Current decline from peak	-0.10%	-1.67%	+1.57%
Average Drawdown Average peak-to-trough decline	-0.76%	-6.83%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.18%	3.54%	-3.36%

Volatility

KCLIX vs. KCGIX - Volatility Comparison

The current volatility for Knights of Columbus Limited Duration Fund (KCLIX) is 0.49%, while Knights of Columbus Large Cap Growth Fund (KCGIX) has a volatility of 6.24%. This indicates that KCLIX experiences smaller price fluctuations and is considered to be less risky than KCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCLIX	KCGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.49%	6.24%	-5.75%
Volatility (6M) Calculated over the trailing 6-month period	1.00%	12.46%	-11.46%
Volatility (1Y) Calculated over the trailing 1-year period	1.30%	15.37%	-14.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.84%	20.72%	-18.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.68%	20.72%	-19.04%

KCLIX vs. KCGIX - Expense Ratio Comparison

KCLIX has a 0.71% expense ratio, which is lower than KCGIX's 0.90% expense ratio.

Dividends

KCLIX vs. KCGIX - Dividend Comparison

KCLIX's dividend yield for the trailing twelve months is around 4.11%, less than KCGIX's 5.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCGIX Knights of Columbus Large Cap Growth Fund	5.41%	6.03%	0.69%	0.15%	0.03%	13.90%	5.61%	5.20%	13.63%	0.91%	0.34%
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

Can I hold both KCLIX and KCGIX in my portfolio?

KCLIX and KCGIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCLIX or KCGIX?

KCGIX has higher volatility (6.24%) compared to KCLIX (0.49%). In terms of maximum drawdown, KCLIX dropped -5.82% vs KCGIX's -35.51%.

Which has better risk-adjusted returns?

KCLIX currently has the higher Sharpe Ratio (2.82 vs 2.08), 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.