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Kennedy Capital ESG SMID Cap Fund (KESGX) Sharpe Ratio: 0.87

KESGX's Sharpe Ratio of 0.87 indicates that for each unit of volatility, it generates 0.87 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

KESGX Sharpe Ratio Rank

KESGX Sharpe Ratio Rank: 33.533
Below Average

KESGX ranks above 33.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

KESGX Sharpe Ratio Market Positioning

The chart shows KESGX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.76 or lower
  • Yellow zone (middle 50%): 0.76 to 1.49
  • Green zone (top 25%): 1.49 or higher
  • Top 1%: 3.53+
  • Median: 1.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Kennedy Capital ESG SMID Cap Fund's Sharpe Ratio with other mutual funds in the Mid Cap Blend Equities category across multiple time periods, showing how KESGX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MISIXVictory Trivalent International Small-Cap Fund Class I2.29
PFSLXParadigm Select Fund1.65
GABVXGabelli Value 25 Fund1.62
TARKXTarkio Fund1.55
DSMFXDestinations Small-Mid Cap Equity Fund1.35
BIGTXThe Texas Fund1.33
UMBMXCarillon Scout Mid Cap Fund1.29
GENIXGotham Enhanced Return Fund1.28
ATGAXAquila Opportunity Growth Fund1.27
VSEQXVanguard Strategic Equity Fund1.22
KESGXKennedy Capital ESG SMID Cap Fund0.87

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows KESGX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when KESGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore KESGX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

KESGX Sortino Ratio