KCRIX vs. MRESX
KCRIX (Knights of Columbus Real Estate Fund) and MRESX (Cromwell CenterSquare Real Estate Fund) are both REIT funds. Over the past 5 years, KCRIX returned 2.09%/yr vs 6.10%/yr for MRESX. Their correlation of 0.91 means they have usually moved in the same direction. KCRIX charges 1.16%/yr vs 1.02%/yr for MRESX.
Performance
KCRIX vs. MRESX - Performance Comparison
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Returns By Period
In the year-to-date period, KCRIX achieves a 16.65% return, which is significantly lower than MRESX's 19.16% 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%
MRESX
- 1D
- -1.41%
- 1M
- 1.60%
- 6M
- 16.08%
- YTD
- 19.16%
- 1Y
- 20.05%
- 3Y*
- 10.88%
- 5Y*
- 6.10%
- 10Y*
- —
- ALL TIME*
- 8.08%
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. MRESX - 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% |
MRESX Cromwell CenterSquare Real Estate Fund | 19.16% | 0.87% | 7.09% | 11.77% | -24.59% | 57.10% | -2.46% | 3.31% |
Correlation
The correlation between KCRIX and MRESX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2019 | 0.91 |
The correlation between KCRIX and MRESX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
KCRIX vs. MRESX — Risk / Return Rank
KCRIX
MRESX
KCRIX vs. MRESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Real Estate Fund (KCRIX) and Cromwell CenterSquare Real Estate Fund (MRESX). 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 | MRESX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.50 | -0.56 |
| Martin ratioReturn relative to average drawdown | 6.42 | 7.82 | -1.40 |
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Drawdowns
KCRIX vs. MRESX - Drawdown Comparison
The maximum KCRIX drawdown since its inception was -39.93%, roughly equal to the maximum MRESX drawdown of -40.84%. Use the drawdown chart below to compare losses from any high point for KCRIX and MRESX.
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Drawdown Indicators
| KCRIX | MRESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.93% | -40.84% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -7.92% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -17.13% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -32.98% | +0.46% |
Current DrawdownCurrent decline from peak | -1.62% | -1.99% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -9.37% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.61% | -0.13% |
Volatility
KCRIX vs. MRESX - Volatility Comparison
Knights of Columbus Real Estate Fund (KCRIX) and Cromwell CenterSquare Real Estate Fund (MRESX) have volatilities of 4.31% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCRIX | MRESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.52% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 11.14% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 14.37% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 20.70% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 21.97% | -0.96% |
KCRIX vs. MRESX - Expense Ratio Comparison
KCRIX has a 1.16% expense ratio, which is higher than MRESX's 1.02% expense ratio.
Dividends
KCRIX vs. MRESX - Dividend Comparison
KCRIX's dividend yield for the trailing twelve months is around 1.60%, more than MRESX's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRESX Cromwell CenterSquare Real Estate Fund | 1.35% | 1.49% | 2.40% | 2.01% | 6.49% | 14.54% | 2.19% | 10.71% | 3.24% | 10.34% |
Frequently Asked Questions
With a correlation of 0.91, KCRIX and MRESX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MRESX has higher volatility (4.52%) compared to KCRIX (4.31%). In terms of maximum drawdown, KCRIX dropped -39.93% vs MRESX's -40.84%.
MRESX currently has the higher Sharpe Ratio (1.38 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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