KCRIX vs. KCXIX

Last updated Aug 1, 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 2.09%/yr vs 11.93%/yr for KCXIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. 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

In the year-to-date period, KCRIX achieves a 16.65% return, which is significantly higher than KCXIX's 9.57% return.

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%

KCXIX

• 1D: 1.92%
• 1M: -0.71%
• 6M: 8.14%
• YTD: 9.57%
• 1Y: 19.64%
• 3Y*: 18.89%
• 5Y*: 11.93%
• 10Y*: —
• ALL TIME*: 15.13%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KCRIX Knights of Columbus Real Estate Fund	$0.00	$0.00	$0.00
KCXIX Knights of Columbus U.S. All Cap Index Fund	$0.00	$0.00	$0.00

KCRIX vs. KCXIX - 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%	0.29%
KCXIX Knights of Columbus U.S. All Cap Index Fund	9.57%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%	0.00%

Correlation

The correlation between KCRIX and KCXIX is 0.17, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.17
Correlation (3Y) Balances recent behavior with more history.	0.41
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019	0.61

Over the past year, the correlation between KCRIX and KCXIX has dropped to 0.17 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

Return for Risk

KCRIX vs. KCXIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KCRIX

KCRIX Risk / Return Rank: 41
KCRIX Sharpe Ratio Rank: 37
KCRIX Sortino Ratio Rank: 36
KCRIX Omega Ratio Rank: 35
KCRIX Calmar Ratio Rank: 52
KCRIX Martin Ratio Rank: 44

KCXIX

KCXIX Risk / Return Rank: 50
KCXIX Sharpe Ratio Rank: 46
KCXIX Sortino Ratio Rank: 44
KCXIX Omega Ratio Rank: 43
KCXIX Calmar Ratio Rank: 55
KCXIX Martin Ratio Rank: 59

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	1.16	1.26	-0.11
Sortino ratio: Return per unit of downside risk	1.67	1.79	-0.13
Omega ratio: Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio: Return relative to maximum drawdown	1.94	1.92	+0.01
Martin ratio: Return relative to average drawdown	6.42	7.60	-1.18

KCRIX vs. KCXIX - Sharpe Ratio Comparison

The current KCRIX Sharpe Ratio is 1.16, which is comparable to the KCXIX Sharpe Ratio of 1.26. 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	-18.38%	-20.49%	+2.11%
Max Drawdown (5Y) Largest decline over 5 years	-32.52%	-26.99%	-5.53%
Current Drawdown Current decline from peak	-1.62%	-2.93%	+1.31%
Average Drawdown Average peak-to-trough decline	-12.80%	-6.23%	-6.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.30%	+0.18%

Volatility

KCRIX vs. KCXIX - Volatility Comparison

Knights of Columbus Real Estate Fund (KCRIX) has a higher volatility of 4.31% compared to Knights of Columbus U.S. All Cap Index Fund (KCXIX) at 3.95%. This indicates that KCRIX's price experiences larger fluctuations and is considered to be riskier 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	4.31%	3.95%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	10.95%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.77%	13.87%	-0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	18.44%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.01%	21.73%	-0.72%

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 1.60%, less than KCXIX's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
KCRIX Knights of Columbus Real Estate Fund	1.60%	2.48%	2.56%	2.47%	10.29%	20.89%	4.16%	0.95%
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.58%	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 0.17, 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?

KCRIX has higher volatility (4.31%) compared to KCXIX (3.95%). 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 (1.26 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.