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Keeley Mid Cap Dividend Value Fund (KMDIX) Sharpe Ratio: 0.72

KMDIX's Sharpe Ratio of 0.72 indicates that for each unit of volatility, it generates 0.72 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 1, 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.

KMDIX Sharpe Ratio Rank

KMDIX Sharpe Ratio Rank: 29.930
Below Average

KMDIX ranks above 29.9% 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

KMDIX Sharpe Ratio Market Positioning

The chart shows KMDIX'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%): 0.65 or lower
  • Yellow zone (middle 50%): 0.65 to 1.36
  • Green zone (top 25%): 1.36 or higher
  • Top 1%: 3.59+
  • Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Keeley Mid Cap Dividend Value Fund's Sharpe Ratio with other mutual funds in the Mid Cap Value Equities category across multiple time periods, showing how KMDIX'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 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ARFFXAriel Focus Fund1.74
SMVTXVirtus Ceredex Mid-Cap Value Equity Fund1.55
UMCVXInvesco V.I. American Value Fund1.39
FIUSXDelaware Opportunity Fund1.38
VVOIXInvesco Value Opportunities Fund Class Y1.37
VVOAXInvesco Value Opportunities Fund1.35
NAMAXColumbia Select Mid Cap Value Fund1.22
HAMVXHarbor Mid Cap Value Fund1.22
TGVOXTCW Relative Value Mid Cap Fund1.16
NQVRXNuveen Multi Cap Value Fund1.09
KMDIXKeeley Mid Cap Dividend Value Fund0.72

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows KMDIX'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 KMDIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore KMDIX risk-adjusted metrics in detail

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

KMDIX Sortino Ratio