KCXIX vs. KCLIX
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 11.93%/yr vs 2.21%/yr for KCLIX. Their 0.11 correlation means their historical movements had little consistent relationship. KCXIX charges 0.92%/yr vs 0.71%/yr for KCLIX.
Performance
KCXIX vs. KCLIX - Performance Comparison
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Returns By Period
In the year-to-date period, KCXIX achieves a 9.57% return, which is significantly higher than KCLIX's 1.29% return.
KCXIX
- 1D
- 1.92%
- 1M
- -0.71%
- 6M
- 8.14%
- YTD
- 9.57%
- 1Y
- 19.64%
- 3Y*
- 18.89%
- 5Y*
- 11.93%
- 10Y*
- —
- ALL TIME*
- 15.13%
KCLIX
- 1D
- 0.10%
- 1M
- 0.10%
- 6M
- 0.98%
- YTD
- 1.29%
- 1Y
- 3.09%
- 3Y*
- 4.65%
- 5Y*
- 2.21%
- 10Y*
- 2.12%
- ALL TIME*
- 2.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KCXIX vs. KCLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KCXIX Knights of Columbus U.S. All Cap Index Fund | 9.57% | 17.20% | 25.06% | 29.05% | -21.06% | 27.05% | 21.54% | 0.00% |
KCLIX Knights of Columbus Limited Duration Fund | 1.29% | 5.25% | 4.44% | 4.86% | -3.81% | -0.33% | 3.17% | 0.00% |
Correlation
The correlation between KCXIX and KCLIX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.11 |
The correlation between KCXIX and KCLIX shifts across timeframes, from 0.11 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KCXIX vs. KCLIX — Risk / Return Rank
KCXIX
KCLIX
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.
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.
| KCXIX | KCLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.72 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 4.33 | -2.40 |
| Martin ratioReturn relative to average drawdown | 7.60 | 19.28 | -11.68 |
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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.
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Drawdown Indicators
| KCXIX | KCLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.93% | 0.00% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -0.75% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 0.18% | +2.12% |
Volatility
KCXIX vs. KCLIX - Volatility Comparison
Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a higher volatility of 3.95% compared to Knights of Columbus Limited Duration Fund (KCLIX) at 0.42%. 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.
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Volatility by Period
| KCXIX | KCLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 0.42% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 1.06% | +9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 1.31% | +12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 1.85% | +16.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 1.68% | +20.05% |
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 2.58%, less than KCLIX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KCLIX Knights of Columbus Limited Duration Fund | 4.10% | 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 | 2.58% | 2.81% | 2.61% | 1.85% | 1.41% | 1.48% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KCXIX and KCLIX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KCXIX has higher volatility (3.95%) compared to KCLIX (0.42%). In terms of maximum drawdown, KCXIX dropped -35.77% vs KCLIX's -5.82%.
KCLIX currently has the higher Sharpe Ratio (2.70 vs 1.26), 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.
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