KCSIX vs. VSMAX
Compare and contrast key facts about Knights of Columbus Small Cap Fund (KCSIX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
KCSIX is managed by Catholic Investor. It was launched on Feb 27, 2015. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
KCSIX vs. VSMAX - Performance Comparison
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KCSIX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KCSIX Knights of Columbus Small Cap Fund | 1.44% | 11.42% | 15.38% | 16.26% | -20.48% | 23.97% | 13.65% | 24.47% | -15.84% | 15.41% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | -1.21% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, KCSIX achieves a 1.44% return, which is significantly higher than VSMAX's -1.21% return. Over the past 10 years, KCSIX has underperformed VSMAX with an annualized return of 9.17%, while VSMAX has yielded a comparatively higher 10.15% annualized return.
KCSIX
- 1D
- -1.26%
- 1M
- -7.61%
- YTD
- 1.44%
- 6M
- 6.41%
- 1Y
- 24.64%
- 3Y*
- 13.88%
- 5Y*
- 5.90%
- 10Y*
- 9.17%
VSMAX
- 1D
- -0.98%
- 1M
- -8.09%
- YTD
- -1.21%
- 6M
- 0.58%
- 1Y
- 16.07%
- 3Y*
- 11.85%
- 5Y*
- 5.02%
- 10Y*
- 10.15%
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KCSIX vs. VSMAX - Expense Ratio Comparison
KCSIX has a 1.05% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
KCSIX vs. VSMAX — Risk / Return Rank
KCSIX
VSMAX
KCSIX vs. VSMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.75 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.19 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.97 | +0.71 |
Martin ratioReturn relative to average drawdown | 7.15 | 4.20 | +2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KCSIX | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.75 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.24 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.47 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.37 | +0.04 |
Correlation
The correlation between KCSIX and VSMAX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
KCSIX vs. VSMAX - Dividend Comparison
KCSIX's dividend yield for the trailing twelve months is around 11.55%, more than VSMAX's 1.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KCSIX Knights of Columbus Small Cap Fund | 11.55% | 11.81% | 8.67% | 2.07% | 1.51% | 11.42% | 0.00% | 0.25% | 13.09% | 4.91% | 0.22% | 0.00% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.38% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
KCSIX vs. VSMAX - Drawdown Comparison
The maximum KCSIX drawdown since its inception was -45.52%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for KCSIX and VSMAX.
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Drawdown Indicators
| KCSIX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -59.68% | +14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -14.30% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -28.14% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -45.52% | -41.82% | -3.70% |
Current DrawdownCurrent decline from peak | -9.12% | -8.97% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -9.75% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.30% | -0.17% |
Volatility
KCSIX vs. VSMAX - Volatility Comparison
Knights of Columbus Small Cap Fund (KCSIX) has a higher volatility of 6.53% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 5.91%. This indicates that KCSIX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCSIX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.91% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 12.22% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 21.62% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 20.69% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 21.52% | +1.24% |