KCSIX vs. KCIIX

Last updated Jun 23, 2026

KCSIX (Knights of Columbus Small Cap Fund) and KCIIX (Knights of Columbus International Equity Fund) are both mutual funds - KCSIX is a Small Cap Blend Equities fund managed by Catholic Investor, while KCIIX is a Foreign Large Cap Equities fund managed by Catholic Investor. Over the past 10 years, KCSIX returned 10.99%/yr vs 10.75%/yr for KCIIX. A 0.65 correlation means they provide meaningful diversification when combined. KCSIX charges 1.05%/yr vs 1.21%/yr for KCIIX.

Performance

KCSIX vs. KCIIX - 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 International Equity Fund (KCIIX). 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 KCIIX's 18.54% return. Both investments have delivered pretty close results over the past 10 years, with KCSIX having a 10.99% annualized return and KCIIX not far behind at 10.75%.

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%

KCIIX

• 1D: 1.56%
• 1M: 4.71%
• YTD: 18.54%
• 6M: 19.12%
• 1Y: 34.47%
• 3Y*: 19.25%
• 5Y*: 8.68%
• 10Y*: 10.75%

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

KCSIX vs. KCIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCSIX Knights of Columbus Small Cap Fund	21.18%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	24.47%	-15.84%	15.41%
KCIIX Knights of Columbus International Equity Fund	18.54%	29.20%	7.57%	13.59%	-19.07%	11.40%	13.80%	19.31%	-12.45%	29.87%

Correlation

The correlation between KCSIX and KCIIX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.65

The correlation between KCSIX and KCIIX has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Return for Risk

KCSIX vs. KCIIX — 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

KCIIX

KCIIX Risk / Return Rank: 55
KCIIX Sharpe Ratio Rank: 59
KCIIX Sortino Ratio Rank: 52
KCIIX Omega Ratio Rank: 58
KCIIX Calmar Ratio Rank: 53
KCIIX Martin Ratio Rank: 52

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. KCIIX - 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 International Equity Fund (KCIIX). 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	KCIIX	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.07	+0.33
Sortino ratio: Return per unit of downside risk	3.43	2.77	+0.66
Omega ratio: Gain probability vs. loss probability	1.40	1.38	+0.02
Calmar ratio: Return relative to maximum drawdown	4.76	2.66	+2.10
Martin ratio: Return relative to average drawdown	17.86	10.04	+7.82

KCSIX vs. KCIIX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.41, which is comparable to the KCIIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of KCSIX and KCIIX, 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. KCIIX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, which is greater than KCIIX's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for KCSIX and KCIIX.

Drawdown Indicators

	KCSIX	KCIIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-35.81%	-9.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-12.66%	+3.70%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-13.14%	-13.06%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-31.42%	+0.54%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	-35.81%	-9.71%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.06%	-7.54%	-1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	3.35%	-0.97%

Volatility

KCSIX vs. KCIIX - Volatility Comparison

The current volatility for Knights of Columbus Small Cap Fund (KCSIX) is 5.13%, while Knights of Columbus International Equity Fund (KCIIX) has a volatility of 6.53%. This indicates that KCSIX experiences smaller price fluctuations and is considered to be less risky than KCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCSIX	KCIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	6.53%	-1.40%
Volatility (6M) Calculated over the trailing 6-month period	13.17%	14.16%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	17.73%	16.23%	+1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.23%	15.79%	+5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	16.02%	+6.81%

KCSIX vs. KCIIX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is lower than KCIIX's 1.21% expense ratio.

Dividends

KCSIX vs. KCIIX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 9.83%, more than KCIIX's 2.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCIIX Knights of Columbus International Equity Fund	2.70%	3.40%	2.53%	1.97%	2.23%	10.06%	0.99%	2.96%	4.85%	0.67%	1.66%
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 KCIIX in my portfolio?

KCSIX and KCIIX have a correlation of 0.71, 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 KCIIX?

KCIIX has higher volatility (6.53%) compared to KCSIX (5.13%). In terms of maximum drawdown, KCSIX dropped -45.52% vs KCIIX's -35.81%.

Which has better risk-adjusted returns?

KCSIX currently has the higher Sharpe Ratio (2.41 vs 2.07), 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.