KCRIX vs. KCVIX
KCRIX (Knights of Columbus Real Estate Fund) and KCVIX (Knights of Columbus Large Cap Value Fund) are both mutual funds - KCRIX is a REIT fund managed by Catholic Investor, while KCVIX is a Large Cap Value Equities fund managed by Catholic Investor. Over the past 5 years, KCRIX returned 2.09%/yr vs 13.00%/yr for KCVIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. KCRIX charges 1.16%/yr vs 0.90%/yr for KCVIX.
Performance
KCRIX vs. KCVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with KCRIX having a 16.65% return and KCVIX slightly higher at 17.48%.
KCRIX
- 1D
- -1.08%
- 1M
- 1.22%
- 6M
- 13.62%
- YTD
- 16.65%
- 1Y
- 17.82%
- 3Y*
- 6.67%
- 5Y*
- 2.09%
- 10Y*
- —
- ALL TIME*
- 5.09%
KCVIX
- 1D
- 0.52%
- 1M
- 1.53%
- 6M
- 11.13%
- YTD
- 17.48%
- 1Y
- 30.31%
- 3Y*
- 20.22%
- 5Y*
- 13.00%
- 10Y*
- 12.99%
- ALL TIME*
- 12.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KCRIX vs. KCVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCRIX Knights of Columbus Real Estate Fund | 16.65% | -1.54% | 4.12% | 8.12% | -22.77% | 35.07% | -0.90% | 5.00% |
KCVIX Knights of Columbus Large Cap Value Fund | 17.48% | 17.11% | 19.35% | 14.97% | -8.11% | 28.89% | -0.26% | 8.84% |
Correlation
The correlation between KCRIX and KCVIX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2019 | 0.70 |
The correlation between KCRIX and KCVIX shifts across timeframes, from 0.50 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KCRIX vs. KCVIX — Risk / Return Rank
KCRIX
KCVIX
KCRIX vs. KCVIX - 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 Large Cap Value Fund (KCVIX). 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.
| KCRIX | KCVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.49 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 4.65 | -2.71 |
| Martin ratioReturn relative to average drawdown | 6.42 | 17.90 | -11.48 |
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Drawdowns
KCRIX vs. KCVIX - Drawdown Comparison
The maximum KCRIX drawdown since its inception was -39.93%, roughly equal to the maximum KCVIX drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for KCRIX and KCVIX.
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Drawdown Indicators
| KCRIX | KCVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.93% | -39.82% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -6.16% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -15.04% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -18.67% | -13.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.82% | — |
Current DrawdownCurrent decline from peak | -1.62% | -0.89% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -4.27% | -8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.60% | +0.88% |
Volatility
KCRIX vs. KCVIX - Volatility Comparison
Knights of Columbus Real Estate Fund (KCRIX) has a higher volatility of 4.31% compared to Knights of Columbus Large Cap Value Fund (KCVIX) at 2.63%. This indicates that KCRIX's price experiences larger fluctuations and is considered to be riskier than KCVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCRIX | KCVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.63% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 7.68% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 10.29% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 14.55% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 17.40% | +3.61% |
KCRIX vs. KCVIX - Expense Ratio Comparison
KCRIX has a 1.16% expense ratio, which is higher than KCVIX's 0.90% expense ratio.
Dividends
KCRIX vs. KCVIX - Dividend Comparison
KCRIX's dividend yield for the trailing twelve months is around 1.60%, less than KCVIX's 7.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCRIX Knights of Columbus Real Estate Fund | 1.60% | 2.48% | 2.56% | 2.47% | 10.29% | 20.89% | 4.16% | 0.95% | 0.00% | 0.00% | 0.00% |
KCVIX Knights of Columbus Large Cap Value Fund | 7.58% | 8.95% | 9.50% | 1.21% | 5.89% | 5.61% | 1.24% | 3.31% | 3.59% | 2.65% | 1.54% |
Frequently Asked Questions
KCRIX and KCVIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KCRIX has higher volatility (4.31%) compared to KCVIX (2.63%). In terms of maximum drawdown, KCRIX dropped -39.93% vs KCVIX's -39.82%.
KCVIX currently has the higher Sharpe Ratio (2.79 vs 1.16), 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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