KCXIX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Knights of Columbus U.S. All Cap Index Fund (KCXIX) and S&P 500 Index (^GSPC).

KCXIX is managed by Catholic Investor. It was launched on Dec 31, 2019.

Performance

KCXIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knights of Columbus U.S. All Cap Index Fund (KCXIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

KCXIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KCXIX Knights of Columbus U.S. All Cap Index Fund	-4.45%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%

Returns By Period

In the year-to-date period, KCXIX achieves a -4.45% return, which is significantly lower than ^GSPC's -3.95% return.

KCXIX

• 1D: 3.00%
• 1M: -5.28%
• YTD: -4.45%
• 6M: -3.23%
• 1Y: 18.13%
• 3Y*: 18.45%
• 5Y*: 10.82%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KCXIX vs. ^GSPC — Risk / Return Rank

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

KCXIX

KCXIX Risk / Return Rank: 57
KCXIX Sharpe Ratio Rank: 47
KCXIX Sortino Ratio Rank: 52
KCXIX Omega Ratio Rank: 54
KCXIX Calmar Ratio Rank: 61
KCXIX Martin Ratio Rank: 72

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

KCXIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus U.S. All Cap Index Fund (KCXIX) and S&P 500 Index (^GSPC). 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.

	KCXIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.92	+0.06
Sortino ratio Return per unit of downside risk	1.51	1.41	+0.10
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.51	1.41	+0.09
Martin ratio Return relative to average drawdown	7.18	6.61	+0.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KCXIX vs. ^GSPC - Sharpe Ratio Comparison

The current KCXIX Sharpe Ratio is 0.98, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of KCXIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KCXIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.92	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.61	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.46	+0.16

Correlation

The correlation between KCXIX and ^GSPC is 0.98, 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.

Drawdowns

KCXIX vs. ^GSPC - Drawdown Comparison

The maximum KCXIX drawdown since its inception was -35.77%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for KCXIX and ^GSPC.

Drawdown Indicators

	KCXIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-35.77%	-56.78%	+21.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.87%	-12.14%	-0.73%
Max Drawdown (5Y) Largest decline over 5 years	-26.99%	-25.43%	-1.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.60%	-5.78%	-0.82%
Average Drawdown Average peak-to-trough decline	-6.48%	-10.75%	+4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.60%	+0.10%

Volatility

KCXIX vs. ^GSPC - Volatility Comparison

Knights of Columbus U.S. All Cap Index Fund (KCXIX) and S&P 500 Index (^GSPC) have volatilities of 5.54% and 5.37%, 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

	KCXIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	5.37%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	9.55%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	19.43%	18.33%	+1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.33%	16.90%	+1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.06%	18.05%	+4.01%