KCSIX vs. KCEIX

Last updated Jun 23, 2026

KCSIX (Knights of Columbus Small Cap Fund) and KCEIX (Knights of Columbus Long/Short Equity Fund) are both mutual funds - KCSIX is a Small Cap Blend Equities fund managed by Catholic Investor, while KCEIX is a Long-Short fund managed by Catholic Investor. Over the past 5 years, KCSIX returned 9.62%/yr vs 9.93%/yr for KCEIX. At a 0.35 correlation, their price movements are largely independent. KCSIX charges 1.05%/yr vs 1.50%/yr for KCEIX.

Performance

KCSIX vs. KCEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Small Cap Fund (KCSIX) and Knights of Columbus Long/Short Equity Fund (KCEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCSIX achieves a 21.18% return, which is significantly higher than KCEIX's 6.81% return.

KCSIX

• 1D: 1.47%
• 1M: 4.39%
• YTD: 21.18%
• 6M: 18.55%
• 1Y: 42.22%
• 3Y*: 18.92%
• 5Y*: 9.62%
• 10Y*: 10.99%

KCEIX

• 1D: -0.67%
• 1M: 1.14%
• YTD: 6.81%
• 6M: 6.49%
• 1Y: 11.36%
• 3Y*: 10.33%
• 5Y*: 9.93%
• 10Y*: —

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

KCSIX vs. KCEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
KCSIX Knights of Columbus Small Cap Fund	21.18%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	1.56%
KCEIX Knights of Columbus Long/Short Equity Fund	6.81%	5.51%	15.09%	2.84%	10.41%	16.74%	-11.05%	0.20%

Correlation

The correlation between KCSIX and KCEIX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019	0.35

The correlation between KCSIX and KCEIX shifts across timeframes, from 0.20 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KCSIX vs. KCEIX — 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: 79
KCSIX Sortino Ratio Rank: 79
KCSIX Omega Ratio Rank: 64
KCSIX Calmar Ratio Rank: 93
KCSIX Martin Ratio Rank: 93

KCEIX

KCEIX Risk / Return Rank: 60
KCEIX Sharpe Ratio Rank: 49
KCEIX Sortino Ratio Rank: 53
KCEIX Omega Ratio Rank: 48
KCEIX Calmar Ratio Rank: 88
KCEIX Martin Ratio Rank: 61

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. KCEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and Knights of Columbus Long/Short Equity Fund (KCEIX). 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	KCEIX	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.90	+0.50
Sortino ratio: Return per unit of downside risk	3.43	2.80	+0.64
Omega ratio: Gain probability vs. loss probability	1.40	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	4.76	4.08	+0.68
Martin ratio: Return relative to average drawdown	17.86	11.44	+6.42

KCSIX vs. KCEIX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.41, which is comparable to the KCEIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of KCSIX and KCEIX, 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. KCEIX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, which is greater than KCEIX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for KCSIX and KCEIX.

Drawdown Indicators

	KCSIX	KCEIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-16.07%	-29.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-2.82%	-6.14%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-6.12%	-20.08%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-7.12%	-23.76%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	—	—
Current Drawdown Current decline from peak	0.00%	-2.06%	+2.06%
Average Drawdown Average peak-to-trough decline	-9.06%	-3.45%	-5.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	1.00%	+1.38%

Volatility

KCSIX vs. KCEIX - Volatility Comparison

Knights of Columbus Small Cap Fund (KCSIX) has a higher volatility of 5.13% compared to Knights of Columbus Long/Short Equity Fund (KCEIX) at 2.72%. This indicates that KCSIX's price experiences larger fluctuations and is considered to be riskier than KCEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCSIX	KCEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	2.72%	+2.41%
Volatility (6M) Calculated over the trailing 6-month period	13.17%	4.60%	+8.57%
Volatility (1Y) Calculated over the trailing 1-year period	17.73%	6.05%	+11.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.23%	6.85%	+14.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	8.06%	+14.77%

KCSIX vs. KCEIX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is lower than KCEIX's 1.50% expense ratio.

Dividends

KCSIX vs. KCEIX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 9.83%, more than KCEIX's 1.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCEIX Knights of Columbus Long/Short Equity Fund	1.53%	1.66%	2.35%	2.20%	7.60%	0.00%	0.14%	0.00%	0.00%	0.00%	0.00%
KCSIX Knights of Columbus Small Cap Fund	9.83%	11.81%	8.67%	2.07%	1.51%	11.42%	0.00%	0.25%	13.09%	4.91%	0.22%

Frequently Asked Questions

Can I hold both KCSIX and KCEIX in my portfolio?

KCSIX and KCEIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCSIX or KCEIX?

KCSIX has higher volatility (5.13%) compared to KCEIX (2.72%). In terms of maximum drawdown, KCSIX dropped -45.52% vs KCEIX's -16.07%.

Which has better risk-adjusted returns?

KCSIX currently has the higher Sharpe Ratio (2.41 vs 1.90), 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.