KCSIX vs. SSCDX

Last updated Aug 4, 2026

KCSIX (Knights of Columbus Small Cap Fund) and SSCDX (Sit Small Cap Dividend Growth Fund) are both Small Cap Blend Equities funds. Over the past 10 years, KCSIX returned 10.67%/yr vs 10.67%/yr for SSCDX. Their correlation of 0.94 means they have usually moved in the same direction. KCSIX charges 1.05%/yr vs 1.35%/yr for SSCDX.

Performance

KCSIX vs. SSCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Small Cap Fund (KCSIX) and Sit Small Cap Dividend Growth Fund (SSCDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCSIX achieves a 20.91% return, which is significantly higher than SSCDX's 17.71% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: KCSIX at 10.67% and SSCDX at 10.67%.

KCSIX

• 1D: -0.44%
• 1M: -1.31%
• 6M: 11.82%
• YTD: 20.91%
• 1Y: 38.88%
• 3Y*: 16.93%
• 5Y*: 9.05%
• 10Y*: 10.67%
• ALL TIME*: 10.60%

SSCDX

• 1D: 0.41%
• 1M: -1.07%
• 6M: 9.26%
• YTD: 17.71%
• 1Y: 28.01%
• 3Y*: 15.72%
• 5Y*: 9.17%
• 10Y*: 10.67%
• ALL TIME*: 9.69%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KCSIX Knights of Columbus Small Cap Fund	$0.00	$0.00	$0.00
SSCDX Sit Small Cap Dividend Growth Fund	$0.00	$0.00	$0.00

KCSIX vs. SSCDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCSIX Knights of Columbus Small Cap Fund	20.91%	11.42%	15.38%	16.26%	-20.48%	23.97%	13.65%	24.47%	-15.84%	15.41%
SSCDX Sit Small Cap Dividend Growth Fund	17.71%	12.90%	15.50%	15.50%	-17.15%	23.46%	16.21%	27.12%	-17.10%	13.69%

Correlation

The correlation between KCSIX and SSCDX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.94

The correlation between KCSIX and SSCDX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

KCSIX vs. SSCDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KCSIX

KCSIX Risk / Return Rank: 88
KCSIX Sharpe Ratio Rank: 86
KCSIX Sortino Ratio Rank: 86
KCSIX Omega Ratio Rank: 79
KCSIX Calmar Ratio Rank: 94
KCSIX Martin Ratio Rank: 94

SSCDX

SSCDX Risk / Return Rank: 67
SSCDX Sharpe Ratio Rank: 58
SSCDX Sortino Ratio Rank: 60
SSCDX Omega Ratio Rank: 50
SSCDX Calmar Ratio Rank: 87
SSCDX Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KCSIX vs. SSCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and Sit Small Cap Dividend Growth Fund (SSCDX). 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	SSCDX	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.56	+0.58
Sortino ratio: Return per unit of downside risk	3.17	2.29	+0.88
Omega ratio: Gain probability vs. loss probability	1.37	1.27	+0.10
Calmar ratio: Return relative to maximum drawdown	4.20	3.20	+1.00
Martin ratio: Return relative to average drawdown	15.45	10.46	+4.98

KCSIX vs. SSCDX - Sharpe Ratio Comparison

The current KCSIX Sharpe Ratio is 2.15, which is higher than the SSCDX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of KCSIX and SSCDX, 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. SSCDX - Drawdown Comparison

The maximum KCSIX drawdown since its inception was -45.52%, which is greater than SSCDX's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for KCSIX and SSCDX.

Drawdown Indicators

	KCSIX	SSCDX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-38.79%	-6.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-8.22%	-0.74%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-23.99%	-2.21%
Max Drawdown (5Y) Largest decline over 5 years	-30.88%	-27.06%	-3.82%
Max Drawdown (10Y) Largest decline over 10 years	-45.52%	-38.79%	-6.73%
Current Drawdown Current decline from peak	-2.94%	-3.11%	+0.17%
Average Drawdown Average peak-to-trough decline	-8.98%	-6.93%	-2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.51%	-0.08%

Volatility

KCSIX vs. SSCDX - Volatility Comparison

The current volatility for Knights of Columbus Small Cap Fund (KCSIX) is 4.10%, while Sit Small Cap Dividend Growth Fund (SSCDX) has a volatility of 4.50%. This indicates that KCSIX experiences smaller price fluctuations and is considered to be less risky than SSCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCSIX	SSCDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	4.50%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	12.50%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	16.85%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	20.08%	+0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.77%	20.72%	+2.05%

KCSIX vs. SSCDX - Expense Ratio Comparison

KCSIX has a 1.05% expense ratio, which is lower than SSCDX's 1.35% expense ratio.

Dividends

KCSIX vs. SSCDX - Dividend Comparison

KCSIX's dividend yield for the trailing twelve months is around 9.94%, more than SSCDX's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KCSIX Knights of Columbus Small Cap Fund	9.94%	11.81%	8.67%	2.07%	1.51%	11.42%	0.00%	0.25%	13.09%	4.91%	0.22%	0.00%
SSCDX Sit Small Cap Dividend Growth Fund	1.77%	2.21%	1.79%	1.07%	4.26%	8.47%	0.77%	1.33%	2.69%	0.85%	1.16%	0.87%

Frequently Asked Questions

Can I hold both KCSIX and SSCDX in my portfolio?

KCSIX and SSCDX have a correlation of 0.90, 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 SSCDX?

SSCDX has higher volatility (4.50%) compared to KCSIX (4.10%). In terms of maximum drawdown, KCSIX dropped -45.52% vs SSCDX's -38.79%.

Which has better risk-adjusted returns?

KCSIX currently has the higher Sharpe Ratio (2.15 vs 1.56), 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.