KCLIX vs. VIITX
KCLIX (Knights of Columbus Limited Duration Fund) and VIITX (Vanguard Institutional Intermediate-Term Bond Fund) are both Short-Term Bond funds. Over the past 10 years, KCLIX returned 2.13%/yr vs 2.12%/yr for VIITX. A 0.72 correlation means they provide meaningful diversification when combined. KCLIX charges 0.71%/yr vs 0.02%/yr for VIITX.
Performance
KCLIX vs. VIITX - Performance Comparison
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Returns By Period
In the year-to-date period, KCLIX achieves a 0.80% return, which is significantly higher than VIITX's 0.42% return. Both investments have delivered pretty close results over the past 10 years, with KCLIX having a 2.13% annualized return and VIITX not far behind at 2.12%.
KCLIX
- 1D
- -0.10%
- 1M
- 0.21%
- YTD
- 0.80%
- 6M
- 1.10%
- 1Y
- 3.65%
- 3Y*
- 4.53%
- 5Y*
- 2.12%
- 10Y*
- 2.13%
VIITX
- 1D
- -0.14%
- 1M
- 0.06%
- YTD
- 0.42%
- 6M
- 0.76%
- 1Y
- 4.57%
- 3Y*
- 4.88%
- 5Y*
- 1.44%
- 10Y*
- 2.12%
KCLIX vs. VIITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | 0.80% | 5.25% | 4.44% | 4.86% | -3.81% | -0.33% | 3.17% | 4.39% | 1.13% | 1.37% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 0.42% | 7.23% | 3.67% | 5.31% | -7.99% | -1.02% | 6.17% | 6.44% | 0.87% | 2.00% |
Correlation
The correlation between KCLIX and VIITX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.72 |
The correlation between KCLIX and VIITX has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
KCLIX vs. VIITX — Risk / Return Rank
KCLIX
VIITX
KCLIX vs. VIITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Limited Duration Fund (KCLIX) and Vanguard Institutional Intermediate-Term Bond Fund (VIITX). 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 | VIITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.38 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | 2.64 | +2.12 |
| Martin ratioReturn relative to average drawdown | 21.47 | 8.58 | +12.89 |
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 | VIITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 2.01 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | 0.38 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | 0.69 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.75 | +0.54 |
Drawdowns
KCLIX vs. VIITX - Drawdown Comparison
The maximum KCLIX drawdown since its inception was -5.82%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for KCLIX and VIITX.
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Drawdown Indicators
| KCLIX | VIITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -11.86% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -0.81% | -1.89% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -0.81% | -3.32% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -5.62% | -11.86% | +6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -5.82% | -11.86% | +6.04% |
Current DrawdownCurrent decline from peak | -0.10% | -1.00% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -2.13% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.58% | -0.40% |
Volatility
KCLIX vs. VIITX - Volatility Comparison
The current volatility for Knights of Columbus Limited Duration Fund (KCLIX) is 0.36%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 0.86%. This indicates that KCLIX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCLIX | VIITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 0.86% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 1.84% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.29% | 2.49% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 3.85% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 3.06% | -1.39% |
KCLIX vs. VIITX - Expense Ratio Comparison
KCLIX has a 0.71% expense ratio, which is higher than VIITX's 0.02% expense ratio.
Dividends
KCLIX vs. VIITX - Dividend Comparison
KCLIX's dividend yield for the trailing twelve months is around 4.11%, less than VIITX's 4.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 4.57% | 4.51% | 4.71% | 3.61% | 2.14% | 2.20% | 2.87% | 2.69% | 2.62% | 2.04% | 2.95% | 0.57% |
Frequently Asked Questions
KCLIX and VIITX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIITX has higher volatility (0.86%) compared to KCLIX (0.36%). In terms of maximum drawdown, KCLIX dropped -5.82% vs VIITX's -11.86%.
KCLIX currently has the higher Sharpe Ratio (3.01 vs 2.01), 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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