KCVIX vs. LSVVX

Last updated Aug 1, 2026

KCVIX (Knights of Columbus Large Cap Value Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, KCVIX returned 12.99%/yr vs 11.12%/yr for LSVVX. Their 0.95 correlation means they have historically moved very closely together. KCVIX charges 0.90%/yr vs 0.35%/yr for LSVVX.

Performance

KCVIX vs. LSVVX - Performance Comparison

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

Returns By Period

In the year-to-date period, KCVIX achieves a 17.48% return, which is significantly lower than LSVVX's 20.59% return. Over the past 10 years, KCVIX has outperformed LSVVX with an annualized return of 12.99%, while LSVVX has yielded a comparatively lower 11.12% annualized 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%

LSVVX

• 1D: 0.18%
• 1M: 3.40%
• 6M: 16.55%
• YTD: 20.59%
• 1Y: 39.09%
• 3Y*: 15.66%
• 5Y*: 11.24%
• 10Y*: 11.12%
• ALL TIME*: 7.18%

*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)
KCVIX Knights of Columbus Large Cap Value Fund	$0.00	$0.00	$0.00
LSVVX LSV Conservative Value Equity Fund	$0.00	$0.00	$0.00

KCVIX vs. LSVVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KCVIX Knights of Columbus Large Cap Value Fund	17.48%	17.11%	19.35%	14.97%	-8.11%	28.89%	-0.26%	28.45%	-8.72%	15.80%
LSVVX LSV Conservative Value Equity Fund	20.59%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	25.29%	-11.10%	16.18%

Correlation

The correlation between KCVIX and LSVVX is 0.89, 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.	0.89
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.	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.95

The correlation between KCVIX and LSVVX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

Return for Risk

KCVIX vs. LSVVX — Risk / Return Rank

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

KCVIX

KCVIX Risk / Return Rank: 95
KCVIX Sharpe Ratio Rank: 97
KCVIX Sortino Ratio Rank: 95
KCVIX Omega Ratio Rank: 90
KCVIX Calmar Ratio Rank: 96
KCVIX Martin Ratio Rank: 96

LSVVX

LSVVX Risk / Return Rank: 97
LSVVX Sharpe Ratio Rank: 98
LSVVX Sortino Ratio Rank: 97
LSVVX Omega Ratio Rank: 95
LSVVX Calmar Ratio Rank: 98
LSVVX Martin Ratio Rank: 98

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.

KCVIX vs. LSVVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus Large Cap Value Fund (KCVIX) and LSV Conservative Value Equity Fund (LSVVX). 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	LSVVX	Difference
Sharpe ratio: Return per unit of total volatility	2.79	3.24	-0.46
Sortino ratio: Return per unit of downside risk	3.92	4.60	-0.68
Omega ratio: Gain probability vs. loss probability	1.49	1.59	-0.10
Calmar ratio: Return relative to maximum drawdown	4.65	5.83	-1.18
Martin ratio: Return relative to average drawdown	17.90	23.09	-5.19

KCVIX vs. LSVVX - Sharpe Ratio Comparison

The current KCVIX Sharpe Ratio is 2.79, which is comparable to the LSVVX Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of KCVIX and LSVVX, 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

KCVIX vs. LSVVX - Drawdown Comparison

The maximum KCVIX drawdown since its inception was -39.82%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for KCVIX and LSVVX.

Drawdown Indicators

	KCVIX	LSVVX	Difference
Max Drawdown Largest peak-to-trough decline	-39.82%	-61.62%	+21.80%
Max Drawdown (1Y) Largest decline over 1 year	-6.16%	-6.23%	+0.07%
Max Drawdown (3Y) Largest decline over 3 years	-15.04%	-24.61%	+9.57%
Max Drawdown (5Y) Largest decline over 5 years	-18.67%	-24.61%	+5.94%
Max Drawdown (10Y) Largest decline over 10 years	-39.82%	-40.61%	+0.79%
Current Drawdown Current decline from peak	-0.89%	-0.76%	-0.13%
Average Drawdown Average peak-to-trough decline	-4.27%	-12.10%	+7.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.58%	+0.02%

Volatility

KCVIX vs. LSVVX - Volatility Comparison

Knights of Columbus Large Cap Value Fund (KCVIX) and LSV Conservative Value Equity Fund (LSVVX) have volatilities of 2.63% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCVIX	LSVVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.68%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.68%	8.14%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	11.22%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	15.84%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.40%	18.42%	-1.02%

KCVIX vs. LSVVX - Expense Ratio Comparison

KCVIX has a 0.90% expense ratio, which is higher than LSVVX's 0.35% expense ratio.

Dividends

KCVIX vs. LSVVX - Dividend Comparison

KCVIX's dividend yield for the trailing twelve months is around 7.58%, less than LSVVX's 11.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
LSVVX LSV Conservative Value Equity Fund	11.35%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%

Frequently Asked Questions

Can I hold both KCVIX and LSVVX in my portfolio?

KCVIX and LSVVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCVIX or LSVVX?

LSVVX has higher volatility (2.68%) compared to KCVIX (2.63%). In terms of maximum drawdown, KCVIX dropped -39.82% vs LSVVX's -61.62%.

Which has better risk-adjusted returns?

LSVVX currently has the higher Sharpe Ratio (3.24 vs 2.79), 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.