KCSIX vs. DFSCX

Last updated Jul 11, 2026

KCSIX (Knights of Columbus Small Cap Fund) and DFSCX (DFA U.S. Micro Cap Portfolio) are both Small Cap Blend Equities funds. Over the past 10 years, KCSIX returned 10.94%/yr vs 11.34%/yr for DFSCX. Their correlation of 0.95 suggests significant overlap in exposure. KCSIX charges 1.05%/yr vs 0.41%/yr for DFSCX.

Performance

KCSIX vs. DFSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Small Cap Fund (KCSIX) and DFA U.S. Micro Cap Portfolio (DFSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with KCSIX having a 22.89% return and DFSCX slightly higher at 23.34%. Both investments have delivered pretty close results over the past 10 years, with KCSIX having a 10.94% annualized return and DFSCX not far ahead at 11.34%.

KCSIX

• 1D: 1.19%
• 1M: 1.73%
• 6M: 17.62%
• YTD: 22.89%
• 1Y: 37.71%
• 3Y*: 18.90%
• 5Y*: 9.17%
• 10Y*: 10.94%

DFSCX

• 1D: -0.05%
• 1M: 2.49%
• 6M: 17.12%
• YTD: 23.34%
• 1Y: 34.21%
• 3Y*: 18.31%
• 5Y*: 10.64%
• 10Y*: 11.34%

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

KCSIX vs. DFSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCSIX Knights of Columbus Small Cap Fund	22.89%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	24.47%	-15.84%	15.41%
DFSCX DFA U.S. Micro Cap Portfolio	23.34%	9.65%	11.43%	17.93%	-12.49%	33.70%	6.61%	20.68%	-11.60%	10.92%

Correlation

The correlation between KCSIX and DFSCX is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
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 DFSCX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

KCSIX vs. DFSCX — Risk / Return Rank

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

KCSIX

KCSIX Risk / Return Rank: 85
KCSIX Sharpe Ratio Rank: 82
KCSIX Sortino Ratio Rank: 82
KCSIX Omega Ratio Rank: 73
KCSIX Calmar Ratio Rank: 93
KCSIX Martin Ratio Rank: 94

DFSCX

DFSCX Risk / Return Rank: 78
DFSCX Sharpe Ratio Rank: 71
DFSCX Sortino Ratio Rank: 74
DFSCX Omega Ratio Rank: 63
DFSCX Calmar Ratio Rank: 92
DFSCX Martin Ratio Rank: 88

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. DFSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and DFA U.S. Micro Cap Portfolio (DFSCX). 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	DFSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.87	+0.25
Sortino ratio: Return per unit of downside risk	3.09	2.77	+0.32
Omega ratio: Gain probability vs. loss probability	1.36	1.33	+0.03
Calmar ratio: Return relative to maximum drawdown	4.18	4.02	+0.16
Martin ratio: Return relative to average drawdown	15.62	13.05	+2.58

KCSIX vs. DFSCX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.12, which is comparable to the DFSCX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of KCSIX and DFSCX, 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. DFSCX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, smaller than the maximum DFSCX drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for KCSIX and DFSCX.

Drawdown Indicators

	KCSIX	DFSCX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-63.07%	+17.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-8.17%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-27.01%	+0.81%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-27.01%	-3.87%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	-46.88%	+1.36%
Current Drawdown Current decline from peak	-1.35%	-1.53%	+0.18%
Average Drawdown Average peak-to-trough decline	-9.02%	-9.88%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	2.52%	-0.13%

Volatility

KCSIX vs. DFSCX - Volatility Comparison

Knights of Columbus Small Cap Fund (KCSIX) and DFA U.S. Micro Cap Portfolio (DFSCX) have volatilities of 4.15% and 4.29%, 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.

Volatility by Period

	KCSIX	DFSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	4.29%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	13.13%	11.95%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	17.67%	17.55%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.17%	20.95%	+0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.75%	22.58%	+0.17%

KCSIX vs. DFSCX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is higher than DFSCX's 0.41% expense ratio.

Dividends

KCSIX vs. DFSCX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 9.78%, more than DFSCX's 0.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSCX DFA U.S. Micro Cap Portfolio	0.86%	1.03%	0.97%	2.48%	5.16%	10.77%	0.87%	2.80%	5.50%	5.05%	0.90%	6.33%
KCSIX Knights of Columbus Small Cap Fund	9.78%	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 DFSCX in my portfolio?

With a correlation of 0.95, KCSIX and DFSCX 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 DFSCX?

DFSCX has higher volatility (4.29%) compared to KCSIX (4.15%). In terms of maximum drawdown, KCSIX dropped -45.52% vs DFSCX's -63.07%.

Which has better risk-adjusted returns?

KCSIX currently has the higher Sharpe Ratio (2.12 vs 1.87), 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.