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KCRIX vs. KCVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCRIX vs. KCVIX - 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 Large Cap Value Fund (KCVIX). The values are adjusted to include any dividend payments, if applicable.

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KCRIX vs. KCVIX - 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%
KCVIX
Knights of Columbus Large Cap Value Fund
3.13%17.11%19.35%14.97%-8.11%28.89%-0.26%8.40%

Returns By Period

In the year-to-date period, KCRIX achieves a 1.27% return, which is significantly lower than KCVIX's 3.13% return.


KCRIX

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

KCVIX

1D
-0.58%
1M
-5.44%
YTD
3.13%
6M
7.17%
1Y
19.47%
3Y*
18.10%
5Y*
11.51%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCRIX vs. KCVIX - Expense Ratio Comparison

KCRIX has a 1.16% expense ratio, which is higher than KCVIX's 0.90% expense ratio.


Return for Risk

KCRIX vs. KCVIX — 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

KCVIX
KCVIX Risk / Return Rank: 8080
Overall Rank
KCVIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KCVIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
KCVIX Omega Ratio Rank: 7979
Omega Ratio Rank
KCVIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
KCVIX Martin Ratio Rank: 8383
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. 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.


KCRIXKCVIXDifference

Sharpe ratio

Return per unit of total volatility

0.01

1.46

-1.45

Sortino ratio

Return per unit of downside risk

0.13

1.99

-1.87

Omega ratio

Gain probability vs. loss probability

1.02

1.30

-0.29

Calmar ratio

Return relative to maximum drawdown

0.03

1.80

-1.77

Martin ratio

Return relative to average drawdown

0.11

8.46

-8.36

KCRIX vs. KCVIX - Sharpe Ratio Comparison

The current KCRIX Sharpe Ratio is 0.01, which is lower than the KCVIX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of KCRIX and KCVIX, 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


KCRIXKCVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.46

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.79

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.67

-0.52

Correlation

The correlation between KCRIX and KCVIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KCRIX vs. KCVIX - Dividend Comparison

KCRIX's dividend yield for the trailing twelve months is around 1.83%, less than KCVIX's 8.28% 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%
KCVIX
Knights of Columbus Large Cap Value Fund
8.28%8.95%9.50%1.21%5.89%5.61%1.24%3.31%3.59%2.65%1.54%

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


KCRIXKCVIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-39.82%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-10.89%

-1.03%

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 Drawdown

Current decline from peak

-14.25%

-6.01%

-8.24%

Average Drawdown

Average peak-to-trough decline

-13.23%

-4.38%

-8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.31%

+0.77%

Volatility

KCRIX vs. KCVIX - Volatility Comparison

Knights of Columbus Real Estate Fund (KCRIX) has a higher volatility of 3.84% compared to Knights of Columbus Large Cap Value Fund (KCVIX) at 3.38%. 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


KCRIXKCVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.38%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

7.85%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

14.30%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

14.71%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

17.50%

+3.75%