KCLIX vs. TNSHX
Compare and contrast key facts about Knights of Columbus Limited Duration Fund (KCLIX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX).
KCLIX is managed by Catholic Investor. It was launched on Feb 27, 2015. TNSHX is managed by TIAA Investments. It was launched on Aug 7, 2015.
Performance
KCLIX vs. TNSHX - Performance Comparison
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KCLIX vs. TNSHX - 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% | 1.37% |
TNSHX TIAA-CREF Short-Term Bond Index Fund | -0.07% | 5.31% | 4.03% | 4.05% | -3.96% | -0.57% | 3.26% | 4.05% | 1.31% | 0.70% |
Returns By Period
In the year-to-date period, KCLIX achieves a -0.72% return, which is significantly lower than TNSHX's -0.07% return. Over the past 10 years, KCLIX has outperformed TNSHX with an annualized return of 2.00%, while TNSHX has yielded a comparatively lower 1.78% annualized 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%
TNSHX
- 1D
- 0.00%
- 1M
- -0.62%
- YTD
- -0.07%
- 6M
- 0.96%
- 1Y
- 3.56%
- 3Y*
- 3.89%
- 5Y*
- 1.72%
- 10Y*
- 1.78%
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KCLIX vs. TNSHX - Expense Ratio Comparison
KCLIX has a 0.71% expense ratio, which is higher than TNSHX's 0.09% expense ratio.
Return for Risk
KCLIX vs. TNSHX — Risk / Return Rank
KCLIX
TNSHX
KCLIX vs. TNSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Limited Duration Fund (KCLIX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX). 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 | TNSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.83 | -0.15 |
Sortino ratioReturn per unit of downside risk | 2.22 | 3.29 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.45 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.67 | -1.88 |
Martin ratioReturn relative to average drawdown | 11.98 | 13.23 | -1.25 |
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 | TNSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.83 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.78 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.18 | 0.99 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 1.03 | +0.18 |
Correlation
The correlation between KCLIX and TNSHX is 0.68, 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. TNSHX - Dividend Comparison
KCLIX's dividend yield for the trailing twelve months is around 3.12%, less than TNSHX's 3.82% 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% |
TNSHX TIAA-CREF Short-Term Bond Index Fund | 3.82% | 4.22% | 3.94% | 2.68% | 1.00% | 1.03% | 1.81% | 2.45% | 1.80% | 1.31% | 0.98% |
Drawdowns
KCLIX vs. TNSHX - Drawdown Comparison
The maximum KCLIX drawdown since its inception was -5.82%, roughly equal to the maximum TNSHX drawdown of -5.99%. Use the drawdown chart below to compare losses from any high point for KCLIX and TNSHX.
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Drawdown Indicators
| KCLIX | TNSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -5.99% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -1.13% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -5.62% | -5.99% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -5.82% | -5.99% | +0.17% |
Current DrawdownCurrent decline from peak | -1.43% | -0.82% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -0.90% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.31% | -0.07% |
Volatility
KCLIX vs. TNSHX - Volatility Comparison
Knights of Columbus Limited Duration Fund (KCLIX) has a higher volatility of 1.08% compared to TIAA-CREF Short-Term Bond Index Fund (TNSHX) at 0.52%. This indicates that KCLIX's price experiences larger fluctuations and is considered to be riskier than TNSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCLIX | TNSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.52% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 1.27% | 1.23% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.74% | 1.99% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 2.22% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 1.80% | -0.10% |