KCLIX vs. KCSIX

Last updated Jun 23, 2026

KCLIX (Knights of Columbus Limited Duration Fund) and KCSIX (Knights of Columbus Small Cap Fund) are both mutual funds - KCLIX is a Short-Term Bond fund managed by Catholic Investor, while KCSIX is a Small Cap Blend Equities fund managed by Catholic Investor. Over the past 10 years, KCLIX returned 2.12%/yr vs 10.99%/yr for KCSIX. At a 0.01 correlation, their price movements are largely independent. KCLIX charges 0.71%/yr vs 1.05%/yr for KCSIX.

Performance

KCLIX vs. KCSIX - 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 Small Cap Fund (KCSIX). 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 KCSIX's 21.18% return. Over the past 10 years, KCLIX has underperformed KCSIX with an annualized return of 2.12%, while KCSIX has yielded a comparatively higher 10.99% 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%

KCSIX

• 1D: 1.47%
• 1M: 4.39%
• YTD: 21.18%
• 6M: 18.55%
• 1Y: 42.22%
• 3Y*: 18.92%
• 5Y*: 9.62%
• 10Y*: 10.99%

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

KCLIX vs. KCSIX - 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%
KCSIX Knights of Columbus Small Cap Fund	21.18%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	24.47%	-15.84%	15.41%

Correlation

The correlation between KCLIX and KCSIX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.01

Over the past year, KCLIX and KCSIX have become more correlated (0.21) than their long-term average of 0.01, meaning their price movements have been converging.

Return for Risk

KCLIX vs. KCSIX — 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

KCSIX

KCSIX Risk / Return Rank: 82
KCSIX Sharpe Ratio Rank: 79
KCSIX Sortino Ratio Rank: 79
KCSIX Omega Ratio Rank: 64
KCSIX Calmar Ratio Rank: 93
KCSIX Martin Ratio Rank: 93

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. KCSIX - 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 Small Cap Fund (KCSIX). 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	KCSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.82	2.41	+0.42
Sortino ratio: Return per unit of downside risk	4.46	3.43	+1.03
Omega ratio: Gain probability vs. loss probability	1.76	1.40	+0.36
Calmar ratio: Return relative to maximum drawdown	4.49	4.76	-0.26
Martin ratio: Return relative to average drawdown	20.31	17.86	+2.45

KCLIX vs. KCSIX - Sharpe Ratio Comparison

The current KCLIX Sharpe Ratio is 2.82, which is comparable to the KCSIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of KCLIX and KCSIX, 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. KCSIX - Drawdown Comparison

The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum KCSIX drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for KCLIX and KCSIX.

Drawdown Indicators

	KCLIX	KCSIX	Difference
Max Drawdown Largest peak-to-trough decline	-5.82%	-45.52%	+39.70%
Max Drawdown (1Y) Largest decline over 1 year	-0.81%	-8.96%	+8.15%
Max Drawdown (3Y) Largest decline over 3 years	-0.81%	-26.20%	+25.39%
Max Drawdown (5Y) Largest decline over 5 years	-5.62%	-30.88%	+25.26%
Max Drawdown (10Y) Largest decline over 10 years	-5.82%	-45.52%	+39.70%
Current Drawdown Current decline from peak	-0.10%	0.00%	-0.10%
Average Drawdown Average peak-to-trough decline	-0.76%	-9.06%	+8.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.18%	2.38%	-2.20%

Volatility

KCLIX vs. KCSIX - Volatility Comparison

The current volatility for Knights of Columbus Limited Duration Fund (KCLIX) is 0.49%, while Knights of Columbus Small Cap Fund (KCSIX) has a volatility of 5.13%. This indicates that KCLIX experiences smaller price fluctuations and is considered to be less risky than KCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCLIX	KCSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.49%	5.13%	-4.64%
Volatility (6M) Calculated over the trailing 6-month period	1.00%	13.17%	-12.17%
Volatility (1Y) Calculated over the trailing 1-year period	1.30%	17.73%	-16.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.84%	21.23%	-19.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.68%	22.83%	-21.15%

KCLIX vs. KCSIX - Expense Ratio Comparison

KCLIX has a 0.71% expense ratio, which is lower than KCSIX's 1.05% expense ratio.

Dividends

KCLIX vs. KCSIX - Dividend Comparison

KCLIX's dividend yield for the trailing twelve months is around 4.11%, less than KCSIX's 9.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
KCSIX Knights of Columbus Small Cap Fund	9.83%	11.81%	8.67%	2.07%	1.51%	11.42%	0.00%	0.25%	13.09%	4.91%	0.22%

Frequently Asked Questions

Can I hold both KCLIX and KCSIX in my portfolio?

KCLIX and KCSIX have a correlation of 0.21, 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 KCSIX?

KCSIX has higher volatility (5.13%) compared to KCLIX (0.49%). In terms of maximum drawdown, KCLIX dropped -5.82% vs KCSIX's -45.52%.

Which has better risk-adjusted returns?

KCLIX currently has the higher Sharpe Ratio (2.82 vs 2.41), 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.