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KCXIX vs. KCIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCXIX vs. KCIIX - 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 Knights of Columbus International Equity Fund (KCIIX). The values are adjusted to include any dividend payments, if applicable.

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KCXIX vs. KCIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KCXIX
Knights of Columbus U.S. All Cap Index Fund
-7.24%17.20%25.06%29.05%-21.06%27.05%21.54%
KCIIX
Knights of Columbus International Equity Fund
-1.69%29.20%7.57%13.59%-19.07%11.40%13.80%

Returns By Period

In the year-to-date period, KCXIX achieves a -7.24% return, which is significantly lower than KCIIX's -1.69% return.


KCXIX

1D
-0.78%
1M
-7.82%
YTD
-7.24%
6M
-5.96%
1Y
15.44%
3Y*
17.29%
5Y*
10.47%
10Y*

KCIIX

1D
-0.20%
1M
-12.00%
YTD
-1.69%
6M
2.33%
1Y
19.45%
3Y*
13.62%
5Y*
5.81%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCXIX vs. KCIIX - Expense Ratio Comparison

KCXIX has a 0.92% expense ratio, which is lower than KCIIX's 1.21% expense ratio.


Return for Risk

KCXIX vs. KCIIX — Risk / Return Rank

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

KCXIX
KCXIX Risk / Return Rank: 4545
Overall Rank
KCXIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KCXIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
KCXIX Omega Ratio Rank: 4848
Omega Ratio Rank
KCXIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
KCXIX Martin Ratio Rank: 5252
Martin Ratio Rank

KCIIX
KCIIX Risk / Return Rank: 6060
Overall Rank
KCIIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KCIIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
KCIIX Omega Ratio Rank: 6060
Omega Ratio Rank
KCIIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
KCIIX Martin Ratio Rank: 5656
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.

KCXIX vs. KCIIX - 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 Knights of Columbus International Equity Fund (KCIIX). 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.


KCXIXKCIIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.14

-0.30

Sortino ratio

Return per unit of downside risk

1.31

1.58

-0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.05

1.36

-0.31

Martin ratio

Return relative to average drawdown

5.07

5.45

-0.38

KCXIX vs. KCIIX - Sharpe Ratio Comparison

The current KCXIX Sharpe Ratio is 0.83, which is comparable to the KCIIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of KCXIX and KCIIX, 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


KCXIXKCIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.14

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.38

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.55

+0.04

Correlation

The correlation between KCXIX and KCIIX is 0.76, 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.


Dividends

KCXIX vs. KCIIX - Dividend Comparison

KCXIX's dividend yield for the trailing twelve months is around 2.79%, less than KCIIX's 3.26% yield.


TTM2025202420232022202120202019201820172016
KCXIX
Knights of Columbus U.S. All Cap Index Fund
2.79%2.81%2.61%1.85%1.41%1.48%1.28%0.00%0.00%0.00%0.00%
KCIIX
Knights of Columbus International Equity Fund
3.26%3.40%2.53%1.97%2.23%10.06%0.99%2.96%4.85%0.67%1.66%

Drawdowns

KCXIX vs. KCIIX - Drawdown Comparison

The maximum KCXIX drawdown since its inception was -35.77%, roughly equal to the maximum KCIIX drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for KCXIX and KCIIX.


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Drawdown Indicators


KCXIXKCIIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.77%

-35.81%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-12.66%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-32.76%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

Current Drawdown

Current decline from peak

-9.32%

-12.66%

+3.34%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.66%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.16%

-0.49%

Volatility

KCXIX vs. KCIIX - Volatility Comparison

The current volatility for Knights of Columbus U.S. All Cap Index Fund (KCXIX) is 4.43%, while Knights of Columbus International Equity Fund (KCIIX) has a volatility of 7.73%. This indicates that KCXIX experiences smaller price fluctuations and is considered to be less risky than KCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCXIXKCIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

7.73%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

11.64%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

16.42%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

15.36%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.03%

15.84%

+6.19%