KCXIX vs. KCLIX

Last updated Jun 4, 2026

KCXIX (Knights of Columbus U.S. All Cap Index Fund) and KCLIX (Knights of Columbus Limited Duration Fund) are both mutual funds - KCXIX is a Large Cap Blend Equities fund managed by Catholic Investor, while KCLIX is a Short-Term Bond fund managed by Catholic Investor. Over the past 5 years, KCXIX returned 13.66%/yr vs 2.14%/yr for KCLIX. At a 0.10 correlation, their price movements are largely independent. KCXIX charges 0.92%/yr vs 0.71%/yr for KCLIX.

Performance

KCXIX vs. KCLIX - 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 Limited Duration Fund (KCLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCXIX achieves a 12.87% return, which is significantly higher than KCLIX's 0.91% return.

KCXIX

• 1D: 0.39%
• 1M: 6.57%
• YTD: 12.87%
• 6M: 12.51%
• 1Y: 29.34%
• 3Y*: 23.33%
• 5Y*: 13.66%
• 10Y*: —

KCLIX

• 1D: 0.00%
• 1M: 0.31%
• YTD: 0.91%
• 6M: 1.20%
• 1Y: 3.97%
• 3Y*: 4.56%
• 5Y*: 2.14%
• 10Y*: 2.14%

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

KCXIX vs. KCLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KCXIX Knights of Columbus U.S. All Cap Index Fund	12.87%	17.20%	25.06%	29.05%	-21.06%	27.05%	21.54%
KCLIX Knights of Columbus Limited Duration Fund	0.91%	5.25%	4.44%	4.86%	-3.81%	-0.33%	3.17%

Correlation

The correlation between KCXIX and KCLIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020	0.10

Return for Risk

KCXIX vs. KCLIX — Risk / Return Rank

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

KCXIX

KCXIX Risk / Return Rank: 68
KCXIX Sharpe Ratio Rank: 68
KCXIX Sortino Ratio Rank: 61
KCXIX Omega Ratio Rank: 60
KCXIX Calmar Ratio Rank: 73
KCXIX Martin Ratio Rank: 78

KCLIX

KCLIX Risk / Return Rank: 94
KCLIX Sharpe Ratio Rank: 92
KCLIX Sortino Ratio Rank: 95
KCLIX Omega Ratio Rank: 96
KCLIX Calmar Ratio Rank: 91
KCLIX Martin Ratio Rank: 95

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. KCLIX - 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 Limited Duration Fund (KCLIX). 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	KCLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	3.11	-0.70
Sortino ratio: Return per unit of downside risk	3.27	5.05	-1.78
Omega ratio: Gain probability vs. loss probability	1.43	1.88	-0.45
Calmar ratio: Return relative to maximum drawdown	3.34	4.89	-1.54
Martin ratio: Return relative to average drawdown	14.74	22.08	-7.34
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. KCLIX - Sharpe Ratio Comparison

The current KCXIX Sharpe Ratio is 2.40, which is comparable to the KCLIX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of KCXIX and KCLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KCXIX	KCLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	3.11	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	1.18	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	1.30	-0.56

Drawdowns

KCXIX vs. KCLIX - Drawdown Comparison

The maximum KCXIX drawdown since its inception was -35.77%, which is greater than KCLIX's maximum drawdown of -5.82%. Use the drawdown chart below to compare losses from any high point for KCXIX and KCLIX.

Drawdown Indicators

	KCXIX	KCLIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.77%	-5.82%	-29.95%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-0.81%	-8.30%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-0.81%	-19.68%
Max Drawdown (5Y) Largest decline over 5 years	-26.99%	-5.62%	-21.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-5.82%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.33%	-0.76%	-5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	0.18%	+1.88%

Volatility

KCXIX vs. KCLIX - Volatility Comparison

Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a higher volatility of 3.16% compared to Knights of Columbus Limited Duration Fund (KCLIX) at 0.34%. This indicates that KCXIX's price experiences larger fluctuations and is considered to be riskier than KCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCXIX	KCLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	0.34%	+2.82%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	0.92%	+8.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	1.28%	+11.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	1.83%	+16.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.85%	1.67%	+20.18%

KCXIX vs. KCLIX - Expense Ratio Comparison

KCXIX has a 0.92% expense ratio, which is higher than KCLIX's 0.71% expense ratio.

Dividends

KCXIX vs. KCLIX - Dividend Comparison

KCXIX's dividend yield for the trailing twelve months is around 2.49%, less than KCLIX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KCLIX Knights of Columbus Limited Duration Fund	4.11%	4.10%	4.15%	2.84%	1.38%	1.08%	1.80%	2.47%	2.25%	1.78%	1.21%
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.49%	2.81%	2.61%	1.85%	1.41%	1.48%	1.28%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KCXIX and KCLIX in my portfolio?

KCXIX and KCLIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCXIX or KCLIX?

KCXIX has higher volatility (3.16%) compared to KCLIX (0.34%). In terms of maximum drawdown, KCXIX dropped -35.77% vs KCLIX's -5.82%.

Which has better risk-adjusted returns?

KCLIX currently has the higher Sharpe Ratio (3.11 vs 2.40), 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.