Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCICX (NEW COVENANT INCOME FUND NEW COVENANT INCOME FUND) | -0.22% | 4.52% | 4.08% | 0.20% | 1.40% | 1.40% | 1.73% | … | … |
Data as of 06/09/2026, Common starting date is 09/28/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCICX (NEW COVENANT INCOME FUND NEW COVENANT INCOME FUND) | 09/28/1999 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.38 | 4.52 | 4.08 | 0.20 | 1.40 | 1.40 | 1.73 | … | … | -0.22 | 7.13 | 2.13 | 5.15 | -10.78 | -1.88 | 4.73 | 7.14 | -0.05 | 2.46 | 2.57 | 0.83 | 2.35 | -3.05 | 2.07 | 4.54 | 6.37 | 12.81 | -14.61 | 4.54 | 3.86 | 2.01 | 3.75 | 3.62 | 5.96 | 2.27 | 4.69 | 0.30 |
| Sharpe Ratio | NA | 0.40 | 0.16 | -0.49 | -0.07 | NA | NA | … | … | -0.94 | 1.12 | -0.34 | 0.24 | -2.07 | -0.96 | 1.35 | 2.42 | -0.66 | 0.86 | 1.10 | 0.32 | 1.30 | -1.32 | 1.30 | 1.73 | 2.20 | 2.83 | -1.95 | 0.38 | 0.16 | -0.09 | 0.77 | 0.71 | 1.13 | -0.03 | 0.10 | -0.46 |
| Standard Deviation(%) | NA | 3.29 | 4.45 | 4.80 | 3.81 | NA | NA | … | … | 3.57 | 3.81 | 4.36 | 6.21 | 5.93 | 1.99 | 3.30 | 2.34 | 2.20 | 2.12 | 2.15 | 2.53 | 1.79 | 2.33 | 1.56 | 2.61 | 2.86 | 4.49 | 7.95 | 3.70 | 2.76 | 2.82 | 3.62 | 4.08 | 4.27 | 6.05 | 4.73 | 5.45 |
| Draw Down(%) | NA | 2.51 | 4.71 | 15.73 | 16.36 | NA | NA | … | … | 2.51 | 2.17 | 3.19 | 5.73 | 14.07 | 2.17 | 5.82 | 1.22 | 2.31 | 1.11 | 2.82 | 1.50 | 0.73 | 4.18 | 0.99 | 1.30 | 2.63 | 4.65 | 21.11 | 3.05 | 1.91 | 2.32 | 4.23 | 4.58 | 3.11 | 4.24 | 3.10 | 2.20 |
| Yield(%) | 0.00 | 3.30 | 3.22 | 2.39 | 2.29 | 1.89 | 2.28 | … | … | 1.32 | 3.36 | 3.15 | 2.84 | 1.86 | 1.59 | 2.07 | 2.53 | 2.21 | 1.93 | 2.11 | 1.70 | 0.41 | 0.20 | 0.24 | 2.37 | 3.43 | 4.80 | 4.53 | 3.55 | 4.35 | 4.05 | 4.52 | 5.34 | 2.23 | 0.00 | 1.55 | 3.01 |
Data as of 06/09/2026, Common starting date is 09/28/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCICX (NEW COVENANT INCOME FUND NEW COVENANT INCOME FUND) |
-4.89%
Oct 2020 – Oct 2023 |
-1.03%
Nov 2003 – Nov 2008 |
0.05%
Oct 2012 – Oct 2022 |
0.74%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCICX (NEW COVENANT INCOME FUND NEW COVENANT INCOME FUND) |
9.09%
Nov 2008 – Nov 2011 |
5.43%
Nov 2008 – Nov 2013 |
3.33%
Nov 2008 – Nov 2018 |
2.73%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart