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KCXIX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KCXIX and FSKAX is 0.99, 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.


-0.50.00.51.01.0

Performance

KCXIX vs. FSKAX - 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 Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%SeptemberOctoberNovemberDecember2025February
99.65%
98.94%
KCXIX
FSKAX

Key characteristics

Sharpe Ratio

KCXIX:

1.76

FSKAX:

1.91

Sortino Ratio

KCXIX:

2.37

FSKAX:

2.56

Omega Ratio

KCXIX:

1.32

FSKAX:

1.35

Calmar Ratio

KCXIX:

2.63

FSKAX:

2.90

Martin Ratio

KCXIX:

9.34

FSKAX:

11.47

Ulcer Index

KCXIX:

2.64%

FSKAX:

2.18%

Daily Std Dev

KCXIX:

14.03%

FSKAX:

13.09%

Max Drawdown

KCXIX:

-35.77%

FSKAX:

-35.01%

Current Drawdown

KCXIX:

-1.46%

FSKAX:

-0.08%

Returns By Period

The year-to-date returns for both stocks are quite close, with KCXIX having a 4.29% return and FSKAX slightly lower at 4.24%.


KCXIX

YTD

4.29%

1M

1.91%

6M

10.85%

1Y

23.20%

5Y*

13.80%

10Y*

N/A

FSKAX

YTD

4.24%

1M

1.93%

6M

11.37%

1Y

23.30%

5Y*

13.78%

10Y*

12.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KCXIX vs. FSKAX - Expense Ratio Comparison

KCXIX has a 0.92% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


KCXIX
Knights of Columbus U.S. All Cap Index Fund
Expense ratio chart for KCXIX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

KCXIX vs. FSKAX — Risk-Adjusted Performance Rank

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

KCXIX
The Risk-Adjusted Performance Rank of KCXIX is 8181
Overall Rank
The Sharpe Ratio Rank of KCXIX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of KCXIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of KCXIX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of KCXIX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of KCXIX is 8383
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 8585
Overall Rank
The Sharpe Ratio Rank of FSKAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KCXIX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knights of Columbus U.S. All Cap Index Fund (KCXIX) and Fidelity Total Market Index Fund (FSKAX). 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.


Sharpe ratio
The chart of Sharpe ratio for KCXIX, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.761.91
The chart of Sortino ratio for KCXIX, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.372.56
The chart of Omega ratio for KCXIX, currently valued at 1.32, compared to the broader market1.002.003.004.001.321.35
The chart of Calmar ratio for KCXIX, currently valued at 2.63, compared to the broader market0.005.0010.0015.0020.002.632.90
The chart of Martin ratio for KCXIX, currently valued at 9.34, compared to the broader market0.0020.0040.0060.0080.009.3411.47
KCXIX
FSKAX

The current KCXIX Sharpe Ratio is 1.76, which is comparable to the FSKAX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of KCXIX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.76
1.91
KCXIX
FSKAX

Dividends

KCXIX vs. FSKAX - Dividend Comparison

KCXIX's dividend yield for the trailing twelve months is around 1.05%, less than FSKAX's 1.14% yield.


TTM20242023202220212020201920182017201620152014
KCXIX
Knights of Columbus U.S. All Cap Index Fund
1.05%1.10%1.26%1.35%0.92%1.29%0.00%0.00%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.14%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

KCXIX vs. FSKAX - Drawdown Comparison

The maximum KCXIX drawdown since its inception was -35.77%, roughly equal to the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for KCXIX and FSKAX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.46%
-0.08%
KCXIX
FSKAX

Volatility

KCXIX vs. FSKAX - Volatility Comparison

Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a higher volatility of 3.58% compared to Fidelity Total Market Index Fund (FSKAX) at 3.23%. This indicates that KCXIX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.58%
3.23%
KCXIX
FSKAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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