KCXIX vs. NWAUX

Last updated Apr 1, 2026

Compare and contrast key facts about Knights of Columbus U.S. All Cap Index Fund (KCXIX) and Nationwide GQG US Quality Equity Fund (NWAUX).

KCXIX is managed by Catholic Investor. It was launched on Dec 31, 2019. NWAUX is managed by Nationwide. It was launched on Jan 24, 2021.

Performance

KCXIX vs. NWAUX - 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 Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

KCXIX vs. NWAUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
KCXIX Knights of Columbus U.S. All Cap Index Fund	-7.24%	17.20%	25.06%	29.05%	-21.06%	21.18%
NWAUX Nationwide GQG US Quality Equity Fund	9.70%	-4.92%	27.90%	18.30%	-3.23%	22.65%

Returns By Period

In the year-to-date period, KCXIX achieves a -7.24% return, which is significantly lower than NWAUX's 9.70% return.

KCXIX

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

NWAUX

• 1D: 0.74%
• 1M: -1.92%
• YTD: 9.70%
• 6M: 7.83%
• 1Y: 4.93%
• 3Y*: 17.42%
• 5Y*: 12.67%
• 10Y*: —

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

KCXIX vs. NWAUX - Expense Ratio Comparison

KCXIX has a 0.92% expense ratio, which is higher than NWAUX's 0.74% expense ratio.

KCXIX

Knights of Columbus U.S. All Cap Index Fund

NWAUX

Nationwide GQG US Quality Equity Fund

Return for Risk

KCXIX vs. NWAUX — Risk / Return Rank

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

KCXIX

KCXIX Risk / Return Rank: 45
KCXIX Sharpe Ratio Rank: 40
KCXIX Sortino Ratio Rank: 44
KCXIX Omega Ratio Rank: 48
KCXIX Calmar Ratio Rank: 41
KCXIX Martin Ratio Rank: 52

NWAUX

NWAUX Risk / Return Rank: 17
NWAUX Sharpe Ratio Rank: 19
NWAUX Sortino Ratio Rank: 17
NWAUX Omega Ratio Rank: 16
NWAUX Calmar Ratio Rank: 20
NWAUX Martin Ratio Rank: 14

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. NWAUX - 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 Nationwide GQG US Quality Equity Fund (NWAUX). 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	NWAUX	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.49	+0.35
Sortino ratio Return per unit of downside risk	1.31	0.73	+0.58
Omega ratio Gain probability vs. loss probability	1.20	1.10	+0.10
Calmar ratio Return relative to maximum drawdown	1.05	0.58	+0.47
Martin ratio Return relative to average drawdown	5.07	1.36	+3.71
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. NWAUX - Sharpe Ratio Comparison

The current KCXIX Sharpe Ratio is 0.83, which is higher than the NWAUX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of KCXIX and NWAUX, 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	NWAUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.49	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.79	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.83	-0.24

Correlation

The correlation between KCXIX and NWAUX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

KCXIX vs. NWAUX - Dividend Comparison

KCXIX's dividend yield for the trailing twelve months is around 2.79%, less than NWAUX's 4.69% yield.

	TTM	2025	2024	2023	2022	2021	2020
KCXIX Knights of Columbus U.S. All Cap Index Fund	2.79%	2.81%	2.61%	1.85%	1.41%	1.48%	1.28%
NWAUX Nationwide GQG US Quality Equity Fund	4.69%	4.35%	13.58%	0.40%	1.93%	0.60%	0.00%

Drawdowns

KCXIX vs. NWAUX - Drawdown Comparison

The maximum KCXIX drawdown since its inception was -35.77%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for KCXIX and NWAUX.

Drawdown Indicators

	KCXIX	NWAUX	Difference
Max Drawdown Largest peak-to-trough decline	-35.77%	-21.07%	-14.70%
Max Drawdown (1Y) Largest decline over 1 year	-12.87%	-8.87%	-4.00%
Max Drawdown (5Y) Largest decline over 5 years	-26.99%	-21.07%	-5.92%
Current Drawdown Current decline from peak	-9.32%	-7.03%	-2.29%
Average Drawdown Average peak-to-trough decline	-6.48%	-6.85%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	3.83%	-1.16%

Volatility

KCXIX vs. NWAUX - Volatility Comparison

Knights of Columbus U.S. All Cap Index Fund (KCXIX) has a higher volatility of 4.43% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that KCXIX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCXIX	NWAUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	2.74%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	9.74%	7.29%	+2.45%
Volatility (1Y) Calculated over the trailing 1-year period	19.24%	12.58%	+6.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.28%	16.10%	+2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.03%	16.05%	+5.98%