KCSIX vs. VSTCX
KCSIX (Knights of Columbus Small Cap Fund) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, KCSIX returned 10.67%/yr vs 12.71%/yr for VSTCX. Their 0.97 correlation means they have historically moved very closely together. KCSIX charges 1.05%/yr vs 0.21%/yr for VSTCX.
Performance
KCSIX vs. VSTCX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with KCSIX having a 20.91% return and VSTCX slightly higher at 21.34%. Over the past 10 years, KCSIX has underperformed VSTCX with an annualized return of 10.67%, while VSTCX has yielded a comparatively higher 12.71% annualized return.
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%
VSTCX
- 1D
- -0.37%
- 1M
- -1.49%
- 6M
- 15.58%
- YTD
- 21.34%
- 1Y
- 41.90%
- 3Y*
- 19.65%
- 5Y*
- 12.85%
- 10Y*
- 12.71%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KCSIX vs. VSTCX - 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% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 21.34% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between KCSIX and VSTCX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between KCSIX and VSTCX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
KCSIX vs. VSTCX — Risk / Return Rank
KCSIX
VSTCX
KCSIX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Small Cap Fund (KCSIX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 4.88 | -0.68 |
| Martin ratioReturn relative to average drawdown | 15.45 | 17.09 | -1.64 |
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Drawdowns
KCSIX vs. VSTCX - Drawdown Comparison
The maximum KCSIX drawdown since its inception was -45.52%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for KCSIX and VSTCX.
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Drawdown Indicators
| KCSIX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -62.50% | +16.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -8.08% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -27.47% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -27.47% | -3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -45.52% | -48.08% | +2.56% |
Current DrawdownCurrent decline from peak | -2.94% | -3.22% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -10.58% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.31% | +0.12% |
Volatility
KCSIX vs. VSTCX - Volatility Comparison
Knights of Columbus Small Cap Fund (KCSIX) has a higher volatility of 4.10% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 3.80%. This indicates that KCSIX's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCSIX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.80% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 12.47% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 17.64% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 21.87% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.77% | 23.42% | -0.65% |
KCSIX vs. VSTCX - Expense Ratio Comparison
KCSIX has a 1.05% expense ratio, which is higher than VSTCX's 0.21% expense ratio.
Dividends
KCSIX vs. VSTCX - Dividend Comparison
KCSIX's dividend yield for the trailing twelve months is around 9.94%, more than VSTCX's 6.22% 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% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.22% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.95, KCSIX and VSTCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
KCSIX has higher volatility (4.10%) compared to VSTCX (3.80%). In terms of maximum drawdown, KCSIX dropped -45.52% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.24 vs 2.15), 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.
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