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KCVIX vs. KCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCVIX vs. KCLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus Large Cap Value Fund (KCVIX) and Knights of Columbus Limited Duration Fund (KCLIX). The values are adjusted to include any dividend payments, if applicable.

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KCVIX vs. KCLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCVIX
Knights of Columbus Large Cap Value Fund
3.13%17.11%19.35%14.97%-8.11%28.89%-0.26%28.45%-8.72%15.80%
KCLIX
Knights of Columbus Limited Duration Fund
-0.92%5.25%4.44%4.86%-3.81%-0.33%3.17%4.39%1.13%1.37%

Returns By Period

In the year-to-date period, KCVIX achieves a 3.13% return, which is significantly higher than KCLIX's -0.92% return. Over the past 10 years, KCVIX has outperformed KCLIX with an annualized return of 11.82%, while KCLIX has yielded a comparatively lower 1.98% annualized return.


KCVIX

1D
-0.58%
1M
-5.44%
YTD
3.13%
6M
7.17%
1Y
19.47%
3Y*
18.10%
5Y*
11.51%
10Y*
11.82%

KCLIX

1D
-0.92%
1M
-1.63%
YTD
-0.92%
6M
-0.02%
1Y
2.71%
3Y*
3.96%
5Y*
1.83%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCVIX vs. KCLIX - Expense Ratio Comparison

KCVIX has a 0.90% expense ratio, which is higher than KCLIX's 0.71% expense ratio.


Return for Risk

KCVIX vs. KCLIX — Risk / Return Rank

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

KCVIX
KCVIX Risk / Return Rank: 8080
Overall Rank
KCVIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KCVIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
KCVIX Omega Ratio Rank: 7979
Omega Ratio Rank
KCVIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
KCVIX Martin Ratio Rank: 8383
Martin Ratio Rank

KCLIX
KCLIX Risk / Return Rank: 8585
Overall Rank
KCLIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KCLIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
KCLIX Omega Ratio Rank: 9191
Omega Ratio Rank
KCLIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
KCLIX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

KCVIX vs. KCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Value Fund (KCVIX) and Knights of Columbus Limited Duration Fund (KCLIX). 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.


KCVIXKCLIXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.57

-0.11

Sortino ratio

Return per unit of downside risk

1.99

2.06

-0.06

Omega ratio

Gain probability vs. loss probability

1.30

1.42

-0.11

Calmar ratio

Return relative to maximum drawdown

1.80

1.78

+0.02

Martin ratio

Return relative to average drawdown

8.46

12.75

-4.28

KCVIX vs. KCLIX - Sharpe Ratio Comparison

The current KCVIX Sharpe Ratio is 1.46, which is comparable to the KCLIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of KCVIX and KCLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KCVIXKCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.57

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.99

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.17

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.19

-0.52

Correlation

The correlation between KCVIX and KCLIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KCVIX vs. KCLIX - Dividend Comparison

KCVIX's dividend yield for the trailing twelve months is around 8.28%, more than KCLIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
KCVIX
Knights of Columbus Large Cap Value Fund
8.28%8.95%9.50%1.21%5.89%5.61%1.24%3.31%3.59%2.65%1.54%
KCLIX
Knights of Columbus Limited Duration Fund
3.13%4.10%4.15%2.84%1.38%1.08%1.80%2.47%2.25%1.78%1.21%

Drawdowns

KCVIX vs. KCLIX - Drawdown Comparison

The maximum KCVIX drawdown since its inception was -39.82%, which is greater than KCLIX's maximum drawdown of -5.82%. Use the drawdown chart below to compare losses from any high point for KCVIX and KCLIX.


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Drawdown Indicators


KCVIXKCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.82%

-5.82%

-34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-1.63%

-9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-5.62%

-13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-5.82%

-34.00%

Current Drawdown

Current decline from peak

-6.01%

-1.63%

-4.38%

Average Drawdown

Average peak-to-trough decline

-4.38%

-0.77%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.23%

+2.08%

Volatility

KCVIX vs. KCLIX - Volatility Comparison

Knights of Columbus Large Cap Value Fund (KCVIX) has a higher volatility of 3.38% compared to Knights of Columbus Limited Duration Fund (KCLIX) at 1.04%. This indicates that KCVIX's price experiences larger fluctuations and is considered to be riskier than KCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCVIXKCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

1.04%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

1.25%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

1.73%

+12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

1.86%

+12.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

1.70%

+15.80%