KCRIX vs. KCXIX

Last updated Jun 23, 2026

KCRIX (Knights of Columbus Real Estate Fund) and KCXIX (Knights of Columbus U.S. All Cap Index Fund) are both mutual funds - KCRIX is a REIT fund managed by Catholic Investor, while KCXIX is a Large Cap Blend Equities fund managed by Catholic Investor. Over the past 5 years, KCRIX returned 2.15%/yr vs 13.48%/yr for KCXIX. A 0.62 correlation means they provide meaningful diversification when combined. KCRIX charges 1.16%/yr vs 0.92%/yr for KCXIX.

Performance

KCRIX vs. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with KCRIX having a 11.74% return and KCXIX slightly lower at 11.36%.

KCRIX

• 1D: -0.11%
• 1M: -1.24%
• YTD: 11.74%
• 6M: 12.16%
• 1Y: 10.57%
• 3Y*: 5.64%
• 5Y*: 2.15%
• 10Y*: —

KCXIX

• 1D: 1.29%
• 1M: 1.29%
• YTD: 11.36%
• 6M: 10.47%
• 1Y: 27.67%
• 3Y*: 21.41%
• 5Y*: 13.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KCRIX vs. KCXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
KCRIX Knights of Columbus Real Estate Fund	11.74%	-1.54%	4.12%	8.12%	-22.77%	35.07%	-0.90%	0.29%
KCXIX Knights of Columbus U.S. All Cap Index Fund	11.36%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%	0.00%

Correlation

The correlation between KCRIX and KCXIX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019	0.62

Over the past year, the correlation between KCRIX and KCXIX has dropped to 0.25 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Return for Risk

KCRIX vs. KCXIX — Risk / Return Rank

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

KCRIX

KCRIX Risk / Return Rank: 12
KCRIX Sharpe Ratio Rank: 10
KCRIX Sortino Ratio Rank: 10
KCRIX Omega Ratio Rank: 9
KCRIX Calmar Ratio Rank: 15
KCRIX Martin Ratio Rank: 15

KCXIX

KCXIX Risk / Return Rank: 61
KCXIX Sharpe Ratio Rank: 58
KCXIX Sortino Ratio Rank: 52
KCXIX Omega Ratio Rank: 54
KCXIX Calmar Ratio Rank: 68
KCXIX Martin Ratio Rank: 72

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. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). 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	KCXIX	Difference
Sharpe ratio: Return per unit of total volatility	0.78	2.07	-1.29
Sortino ratio: Return per unit of downside risk	1.14	2.81	-1.67
Omega ratio: Gain probability vs. loss probability	1.14	1.37	-0.23
Calmar ratio: Return relative to maximum drawdown	1.30	3.03	-1.74
Martin ratio: Return relative to average drawdown	3.95	12.89	-8.94

KCRIX vs. KCXIX - Sharpe Ratio Comparison

The current KCRIX Sharpe Ratio is 0.78, which is lower than the KCXIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of KCRIX and KCXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KCRIX vs. KCXIX - Drawdown Comparison

The maximum KCRIX drawdown since its inception was -39.93%, which is greater than KCXIX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for KCRIX and KCXIX.

Drawdown Indicators

	KCRIX	KCXIX	Difference
Max Drawdown Largest peak-to-trough decline	-39.93%	-35.77%	-4.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.18%	-9.11%	+0.93%
Max Drawdown (3Y) Largest decline over 3 years	-18.68%	-20.49%	+1.81%
Max Drawdown (5Y) Largest decline over 5 years	-32.52%	-26.99%	-5.53%
Current Drawdown Current decline from peak	-5.39%	-1.35%	-4.04%
Average Drawdown Average peak-to-trough decline	-12.98%	-6.29%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.14%	+0.55%

Volatility

KCRIX vs. KCXIX - Volatility Comparison

The current volatility for Knights of Columbus Real Estate Fund (KCRIX) is 4.97%, while Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a volatility of 5.27%. This indicates that KCRIX experiences smaller price fluctuations and is considered to be less risky than KCXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCRIX	KCXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	5.27%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	10.16%	10.59%	-0.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.59%	13.37%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.43%	18.41%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	21.85%	-0.77%

KCRIX vs. KCXIX - Expense Ratio Comparison

KCRIX has a 1.16% expense ratio, which is higher than KCXIX's 0.92% expense ratio.

Dividends

KCRIX vs. KCXIX - Dividend Comparison

KCRIX's dividend yield for the trailing twelve months is around 2.02%, less than KCXIX's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
KCRIX Knights of Columbus Real Estate Fund	2.02%	2.48%	2.56%	2.47%	10.29%	20.89%	4.16%	0.95%
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.52%	2.81%	2.61%	1.85%	1.41%	1.48%	1.28%	0.00%

Frequently Asked Questions

Can I hold both KCRIX and KCXIX in my portfolio?

KCRIX and KCXIX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCRIX or KCXIX?

KCXIX has higher volatility (5.27%) compared to KCRIX (4.97%). In terms of maximum drawdown, KCRIX dropped -39.93% vs KCXIX's -35.77%.

Which has better risk-adjusted returns?

KCXIX currently has the higher Sharpe Ratio (2.07 vs 0.78), 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.