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KCRIX vs. KCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCRIX vs. KCLIX - Performance Comparison

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

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KCRIX vs. KCLIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KCRIX
Knights of Columbus Real Estate Fund
1.27%-1.54%4.12%8.12%-22.77%35.07%-0.90%5.00%
KCLIX
Knights of Columbus Limited Duration Fund
-0.92%5.25%4.44%4.86%-3.81%-0.33%3.17%0.60%

Returns By Period

In the year-to-date period, KCRIX achieves a 1.27% return, which is significantly higher than KCLIX's -0.92% return.


KCRIX

1D
0.00%
1M
-7.86%
YTD
1.27%
6M
-0.98%
1Y
-0.65%
3Y*
2.74%
5Y*
2.03%
10Y*

KCLIX

1D
-0.92%
1M
-1.63%
YTD
-0.92%
6M
-0.02%
1Y
2.71%
3Y*
3.96%
5Y*
1.83%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCRIX vs. KCLIX - Expense Ratio Comparison

KCRIX has a 1.16% expense ratio, which is higher than KCLIX's 0.71% expense ratio.


Return for Risk

KCRIX vs. KCLIX — Risk / Return Rank

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

KCRIX
KCRIX Risk / Return Rank: 66
Overall Rank
KCRIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KCRIX Sortino Ratio Rank: 55
Sortino Ratio Rank
KCRIX Omega Ratio Rank: 55
Omega Ratio Rank
KCRIX Calmar Ratio Rank: 77
Calmar Ratio Rank
KCRIX Martin Ratio Rank: 77
Martin Ratio Rank

KCLIX
KCLIX Risk / Return Rank: 8585
Overall Rank
KCLIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KCLIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
KCLIX Omega Ratio Rank: 9191
Omega Ratio Rank
KCLIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
KCLIX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

KCRIX vs. KCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Real Estate Fund (KCRIX) and Knights of Columbus Limited Duration Fund (KCLIX). 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.


KCRIXKCLIXDifference

Sharpe ratio

Return per unit of total volatility

0.01

1.57

-1.56

Sortino ratio

Return per unit of downside risk

0.13

2.06

-1.93

Omega ratio

Gain probability vs. loss probability

1.02

1.42

-0.40

Calmar ratio

Return relative to maximum drawdown

0.03

1.78

-1.75

Martin ratio

Return relative to average drawdown

0.11

12.75

-12.64

KCRIX vs. KCLIX - Sharpe Ratio Comparison

The current KCRIX Sharpe Ratio is 0.01, which is lower than the KCLIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of KCRIX and KCLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KCRIXKCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.57

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.99

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.19

-1.05

Correlation

The correlation between KCRIX and KCLIX is 0.17, 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

KCRIX vs. KCLIX - Dividend Comparison

KCRIX's dividend yield for the trailing twelve months is around 1.83%, less than KCLIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
KCRIX
Knights of Columbus Real Estate Fund
1.83%2.48%2.56%2.47%10.29%20.89%4.16%0.95%0.00%0.00%0.00%
KCLIX
Knights of Columbus Limited Duration Fund
3.13%4.10%4.15%2.84%1.38%1.08%1.80%2.47%2.25%1.78%1.21%

Drawdowns

KCRIX vs. KCLIX - Drawdown Comparison

The maximum KCRIX drawdown since its inception was -39.93%, which is greater than KCLIX's maximum drawdown of -5.82%. Use the drawdown chart below to compare losses from any high point for KCRIX and KCLIX.


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Drawdown Indicators


KCRIXKCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-5.82%

-34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-1.63%

-10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-5.62%

-26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-5.82%

Current Drawdown

Current decline from peak

-14.25%

-1.63%

-12.62%

Average Drawdown

Average peak-to-trough decline

-13.23%

-0.77%

-12.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.23%

+2.85%

Volatility

KCRIX vs. KCLIX - Volatility Comparison

Knights of Columbus Real Estate Fund (KCRIX) has a higher volatility of 3.84% compared to Knights of Columbus Limited Duration Fund (KCLIX) at 1.04%. This indicates that KCRIX's price experiences larger fluctuations and is considered to be riskier than KCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCRIXKCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

1.04%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

1.25%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

1.73%

+14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

1.86%

+16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

1.70%

+19.55%