KCSIX vs. AZBIX

Last updated Jun 24, 2026

KCSIX (Knights of Columbus Small Cap Fund) and AZBIX (Virtus Small-Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, KCSIX returned 11.36%/yr vs 12.54%/yr for AZBIX. Their correlation of 0.95 suggests significant overlap in exposure. KCSIX charges 1.05%/yr vs 0.89%/yr for AZBIX.

Performance

KCSIX vs. AZBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Small Cap Fund (KCSIX) and Virtus Small-Cap Fund (AZBIX). 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 KCSIX having a 22.02% return and AZBIX slightly lower at 21.60%. Over the past 10 years, KCSIX has underperformed AZBIX with an annualized return of 11.36%, while AZBIX has yielded a comparatively higher 12.54% annualized return.

KCSIX

• 1D: 0.69%
• 1M: 5.11%
• YTD: 22.02%
• 6M: 20.05%
• 1Y: 41.84%
• 3Y*: 20.30%
• 5Y*: 8.98%
• 10Y*: 11.36%

AZBIX

• 1D: 1.11%
• 1M: 5.08%
• YTD: 21.60%
• 6M: 19.04%
• 1Y: 37.51%
• 3Y*: 19.20%
• 5Y*: 8.96%
• 10Y*: 12.54%

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

KCSIX vs. AZBIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCSIX Knights of Columbus Small Cap Fund	22.02%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	24.47%	-15.84%	15.41%
AZBIX Virtus Small-Cap Fund	21.60%	8.49%	19.06%	14.09%	-18.04%	18.92%	16.98%	24.13%	-9.25%	21.27%

Correlation

The correlation between KCSIX and AZBIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.95

The correlation between KCSIX and AZBIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

KCSIX vs. AZBIX — Risk / Return Rank

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

KCSIX

KCSIX Risk / Return Rank: 82
KCSIX Sharpe Ratio Rank: 81
KCSIX Sortino Ratio Rank: 80
KCSIX Omega Ratio Rank: 65
KCSIX Calmar Ratio Rank: 93
KCSIX Martin Ratio Rank: 93

AZBIX

AZBIX Risk / Return Rank: 74
AZBIX Sharpe Ratio Rank: 72
AZBIX Sortino Ratio Rank: 69
AZBIX Omega Ratio Rank: 58
AZBIX Calmar Ratio Rank: 89
AZBIX Martin Ratio Rank: 84

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.

KCSIX vs. AZBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and Virtus Small-Cap Fund (AZBIX). 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.

	KCSIX	AZBIX	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.27	+0.18
Sortino ratio: Return per unit of downside risk	3.48	3.16	+0.32
Omega ratio: Gain probability vs. loss probability	1.41	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	4.84	4.20	+0.64
Martin ratio: Return relative to average drawdown	18.18	14.64	+3.54

KCSIX vs. AZBIX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.45, which is comparable to the AZBIX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of KCSIX and AZBIX, 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

KCSIX vs. AZBIX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for KCSIX and AZBIX.

Drawdown Indicators

	KCSIX	AZBIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-40.80%	-4.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-9.33%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-29.01%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-29.85%	-1.03%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	-40.80%	-4.72%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.05%	-7.69%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	2.67%	-0.29%

Volatility

KCSIX vs. AZBIX - Volatility Comparison

The current volatility for Knights of Columbus Small Cap Fund (KCSIX) is 4.76%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 5.63%. This indicates that KCSIX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCSIX	AZBIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	5.63%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	13.15%	12.88%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	17.78%	17.32%	+0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	20.56%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.84%	21.40%	+1.44%

KCSIX vs. AZBIX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is higher than AZBIX's 0.89% expense ratio.

Dividends

KCSIX vs. AZBIX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 9.77%, more than AZBIX's 4.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AZBIX Virtus Small-Cap Fund	4.03%	4.90%	10.82%	2.31%	4.78%	13.82%	0.45%	0.38%	9.62%	13.80%	0.03%	3.59%
KCSIX Knights of Columbus Small Cap Fund	9.77%	11.81%	8.67%	2.07%	1.51%	11.42%	0.00%	0.25%	13.09%	4.91%	0.22%	0.00%

Frequently Asked Questions

Can I hold both KCSIX and AZBIX in my portfolio?

With a correlation of 0.93, KCSIX and AZBIX 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.

Which is riskier, KCSIX or AZBIX?

AZBIX has higher volatility (5.63%) compared to KCSIX (4.76%). In terms of maximum drawdown, KCSIX dropped -45.52% vs AZBIX's -40.80%.

Which has better risk-adjusted returns?

KCSIX currently has the higher Sharpe Ratio (2.45 vs 2.27), 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.