This 3-in-1 drywall knife from Labor Saving Devices takes a snap-off style utility knife and adds a saw blade and a keyhole saw blade into approximately the same amount of space. It looks like the same mechanism retracts and extends all three replaceable stainless steel blades, so you probably need to remove the other two blades in order to use the third. And you can lock the blade you’re using in position so it doesn’t slide back into the handle.
For what it’s worth, Labor Saving Devices’ Three-In-One drywall knife would probably be more attractive if it didn’t cost $20. If you only had to spend a few bucks, it might be handy to have a really compact knife and saw that you could put in your pocket or pouch and forget about it until you need it.