KCVIX vs. KCXIX
KCVIX (Knights of Columbus Large Cap Value Fund) and KCXIX (Knights of Columbus U.S. All Cap Index Fund) are both mutual funds - KCVIX is a Large Cap Value Equities fund managed by Catholic Investor, while KCXIX is a Large Cap Blend Equities fund managed by Catholic Investor. Over the past 5 years, KCVIX returned 13.00%/yr vs 11.93%/yr for KCXIX. Their correlation of 0.83 means they have usually moved in the same direction. KCVIX charges 0.90%/yr vs 0.92%/yr for KCXIX.
Performance
KCVIX vs. KCXIX - Performance Comparison
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Returns By Period
In the year-to-date period, KCVIX achieves a 17.48% return, which is significantly higher than KCXIX's 9.57% return.
KCVIX
- 1D
- 0.52%
- 1M
- 1.53%
- 6M
- 11.13%
- YTD
- 17.48%
- 1Y
- 30.31%
- 3Y*
- 20.22%
- 5Y*
- 13.00%
- 10Y*
- 12.99%
- ALL TIME*
- 12.65%
KCXIX
- 1D
- 1.92%
- 1M
- -0.71%
- 6M
- 8.14%
- YTD
- 9.57%
- 1Y
- 19.64%
- 3Y*
- 18.89%
- 5Y*
- 11.93%
- 10Y*
- —
- ALL TIME*
- 15.13%
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 |
KCVIX vs. KCXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCVIX Knights of Columbus Large Cap Value Fund | 17.48% | 17.11% | 19.35% | 14.97% | -8.11% | 28.89% | -0.26% | 0.30% |
KCXIX Knights of Columbus U.S. All Cap Index Fund | 9.57% | 17.20% | 25.06% | 29.05% | -21.06% | 27.05% | 21.54% | 0.00% |
Correlation
The correlation between KCVIX and KCXIX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.83 |
Over the past year, the correlation between KCVIX and KCXIX has dropped to 0.63 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
KCVIX vs. KCXIX — Risk / Return Rank
KCVIX
KCXIX
KCVIX vs. KCXIX - 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 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.
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.
| KCVIX | KCXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.23 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 1.92 | +2.73 |
| Martin ratioReturn relative to average drawdown | 17.90 | 7.60 | +10.30 |
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Drawdowns
KCVIX vs. KCXIX - Drawdown Comparison
The maximum KCVIX drawdown since its inception was -39.82%, which is greater than KCXIX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for KCVIX and KCXIX.
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Drawdown Indicators
| KCVIX | KCXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.82% | -35.77% | -4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | -9.11% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -20.49% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -26.99% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -39.82% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -2.93% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -6.23% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.30% | -0.70% |
Volatility
KCVIX vs. KCXIX - Volatility Comparison
The current volatility for Knights of Columbus Large Cap Value Fund (KCVIX) is 2.63%, while Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a volatility of 3.95%. This indicates that KCVIX experiences smaller price fluctuations and is considered to be less risky than KCXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCVIX | KCXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.95% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 10.95% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.29% | 13.87% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 18.44% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 21.73% | -4.33% |
KCVIX vs. KCXIX - Expense Ratio Comparison
KCVIX has a 0.90% expense ratio, which is lower than KCXIX's 0.92% expense ratio.
Dividends
KCVIX vs. KCXIX - Dividend Comparison
KCVIX's dividend yield for the trailing twelve months is around 7.58%, more than KCXIX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCVIX Knights of Columbus Large Cap Value Fund | 7.58% | 8.95% | 9.50% | 1.21% | 5.89% | 5.61% | 1.24% | 3.31% | 3.59% | 2.65% | 1.54% |
KCXIX Knights of Columbus U.S. All Cap Index Fund | 2.58% | 2.81% | 2.61% | 1.85% | 1.41% | 1.48% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KCVIX and KCXIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KCXIX has higher volatility (3.95%) compared to KCVIX (2.63%). In terms of maximum drawdown, KCVIX dropped -39.82% vs KCXIX's -35.77%.
KCVIX currently has the higher Sharpe Ratio (2.79 vs 1.26), 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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