KCLIX vs. KCXIX
Compare and contrast key facts about Knights of Columbus Limited Duration Fund (KCLIX) and Knights of Columbus U.S. All Cap Index Fund (KCXIX).
KCLIX is managed by Catholic Investor. It was launched on Feb 27, 2015. KCXIX is managed by Catholic Investor. It was launched on Dec 31, 2019.
Performance
KCLIX vs. KCXIX - Performance Comparison
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KCLIX vs. KCXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | -0.72% | 5.25% | 4.44% | 4.86% | -3.81% | -0.33% | 3.17% |
KCXIX Knights of Columbus U.S. All Cap Index Fund | -4.45% | 17.20% | 25.06% | 29.05% | -21.06% | 27.05% | 21.54% |
Returns By Period
In the year-to-date period, KCLIX achieves a -0.72% return, which is significantly higher than KCXIX's -4.45% 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%
KCXIX
- 1D
- 3.00%
- 1M
- -5.28%
- YTD
- -4.45%
- 6M
- -3.23%
- 1Y
- 18.13%
- 3Y*
- 18.45%
- 5Y*
- 10.82%
- 10Y*
- —
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KCLIX vs. KCXIX - Expense Ratio Comparison
KCLIX has a 0.71% expense ratio, which is lower than KCXIX's 0.92% expense ratio.
Return for Risk
KCLIX vs. KCXIX — Risk / Return Rank
KCLIX
KCXIX
KCLIX vs. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). 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 | KCXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.98 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.51 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.23 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.51 | +0.29 |
Martin ratioReturn relative to average drawdown | 11.98 | 7.18 | +4.80 |
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 | KCXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.98 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.59 | +0.42 |
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 | 0.61 | +0.59 |
Correlation
The correlation between KCLIX and KCXIX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KCLIX vs. KCXIX - Dividend Comparison
KCLIX's dividend yield for the trailing twelve months is around 3.12%, more than KCXIX's 2.71% 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% |
KCXIX Knights of Columbus U.S. All Cap Index Fund | 2.71% | 2.81% | 2.61% | 1.85% | 1.41% | 1.48% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
KCLIX vs. KCXIX - Drawdown Comparison
The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum KCXIX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for KCLIX and KCXIX.
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Drawdown Indicators
| KCLIX | KCXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -35.77% | +29.95% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -12.87% | +11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -5.62% | -26.99% | +21.37% |
Max Drawdown (10Y)Largest decline over 10 years | -5.82% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -6.60% | +5.17% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -6.48% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 2.70% | -2.46% |
Volatility
KCLIX vs. KCXIX - Volatility Comparison
The current volatility for Knights of Columbus Limited Duration Fund (KCLIX) is 1.08%, while Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a volatility of 5.54%. This indicates that KCLIX experiences smaller price fluctuations and is considered to be less risky than KCXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCLIX | KCXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 5.54% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 1.27% | 10.19% | -8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.74% | 19.43% | -17.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 18.33% | -16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 22.06% | -20.36% |