KCSIX vs. KCXIX

Last updated Jun 5, 2026

KCSIX (Knights of Columbus Small Cap Fund) and KCXIX (Knights of Columbus U.S. All Cap Index Fund) are both mutual funds - KCSIX is a Small Cap Blend Equities fund managed by Catholic Investor, while KCXIX is a Large Cap Blend Equities fund managed by Catholic Investor. Over the past 5 years, KCSIX returned 8.07%/yr vs 13.26%/yr for KCXIX. Their correlation of 0.86 suggests significant overlap in exposure. KCSIX charges 1.05%/yr vs 0.92%/yr for KCXIX.

Performance

KCSIX vs. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCSIX achieves a 15.78% return, which is significantly higher than KCXIX's 11.99% return.

KCSIX

• 1D: -0.91%
• 1M: -1.23%
• YTD: 15.78%
• 6M: 15.18%
• 1Y: 36.75%
• 3Y*: 18.38%
• 5Y*: 8.07%
• 10Y*: 10.41%

KCXIX

• 1D: -0.78%
• 1M: 4.77%
• YTD: 11.99%
• 6M: 11.37%
• 1Y: 28.33%
• 3Y*: 23.01%
• 5Y*: 13.26%
• 10Y*: —

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

KCSIX vs. KCXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KCSIX Knights of Columbus Small Cap Fund	15.78%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%
KCXIX Knights of Columbus U.S. All Cap Index Fund	11.99%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%

Correlation

The correlation between KCSIX and KCXIX is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020	0.86

The correlation between KCSIX and KCXIX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

Return for Risk

KCSIX vs. KCXIX — Risk / Return Rank

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

KCSIX

KCSIX Risk / Return Rank: 62
KCSIX Sharpe Ratio Rank: 50
KCSIX Sortino Ratio Rank: 51
KCSIX Omega Ratio Rank: 43
KCSIX Calmar Ratio Rank: 85
KCSIX Martin Ratio Rank: 82

KCXIX

KCXIX Risk / Return Rank: 61
KCXIX Sharpe Ratio Rank: 57
KCXIX Sortino Ratio Rank: 53
KCXIX Omega Ratio Rank: 53
KCXIX Calmar Ratio Rank: 66
KCXIX Martin Ratio Rank: 72

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. KCXIX - 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 U.S. All Cap Index Fund (KCXIX). 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.

	KCSIX	KCXIX	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.24	-0.18
Sortino ratio: Return per unit of downside risk	2.99	3.07	-0.08
Omega ratio: Gain probability vs. loss probability	1.35	1.40	-0.05
Calmar ratio: Return relative to maximum drawdown	4.01	3.12	+0.89
Martin ratio: Return relative to average drawdown	15.04	13.76	+1.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KCSIX vs. KCXIX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.06, which is comparable to the KCXIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of KCSIX and KCXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KCSIX	KCXIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.24	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.73	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.73	-0.28

Drawdowns

KCSIX vs. KCXIX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, which is greater than KCXIX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for KCSIX and KCXIX.

Drawdown Indicators

	KCSIX	KCXIX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-35.77%	-9.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-9.11%	+0.15%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-20.49%	-5.71%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-26.99%	-3.89%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	—	—
Current Drawdown Current decline from peak	-1.93%	-0.78%	-1.15%
Average Drawdown Average peak-to-trough decline	-9.10%	-6.32%	-2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	2.06%	+0.32%

Volatility

KCSIX vs. KCXIX - Volatility Comparison

Knights of Columbus Small Cap Fund (KCSIX) has a higher volatility of 5.32% compared to Knights of Columbus U.S. All Cap Index Fund (KCXIX) at 3.26%. This indicates that KCSIX's price experiences larger fluctuations and is considered to be riskier than KCXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCSIX	KCXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	3.26%	+2.06%
Volatility (6M) Calculated over the trailing 6-month period	12.82%	9.58%	+3.24%
Volatility (1Y) Calculated over the trailing 1-year period	17.45%	12.72%	+4.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	18.31%	+2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.82%	21.85%	+0.97%

KCSIX vs. KCXIX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is higher than KCXIX's 0.92% expense ratio.

Dividends

KCSIX vs. KCXIX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 10.29%, more than KCXIX's 2.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCSIX Knights of Columbus Small Cap Fund	10.29%	11.81%	8.67%	2.07%	1.51%	11.42%	0.00%	0.25%	13.09%	4.91%	0.22%
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.51%	2.81%	2.61%	1.85%	1.41%	1.48%	1.28%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KCSIX and KCXIX in my portfolio?

KCSIX and KCXIX have a correlation of 0.78, 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 KCXIX?

KCSIX has higher volatility (5.32%) compared to KCXIX (3.26%). In terms of maximum drawdown, KCSIX dropped -45.52% vs KCXIX's -35.77%.

Which has better risk-adjusted returns?

KCXIX currently has the higher Sharpe Ratio (2.24 vs 2.06), 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.