PortfoliosLab logoPortfoliosLab logo
AMGOX vs. KMKNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMGOX vs. KMKNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Mid Cap Growth Portfolio Fund (AMGOX) and Kinetics Market Opportunities Fund No Load Class (KMKNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AMGOX achieves a 9.07% return, which is significantly higher than KMKNX's 6.77% return. Over the past 10 years, AMGOX has underperformed KMKNX with an annualized return of 12.89%, while KMKNX has yielded a comparatively higher 19.02% annualized return.


AMGOX

1D
2.00%
1M
7.62%
YTD
9.07%
6M
7.09%
1Y
22.03%
3Y*
17.98%
5Y*
4.26%
10Y*
12.89%

KMKNX

1D
0.18%
1M
-9.70%
YTD
6.77%
6M
4.30%
1Y
-2.23%
3Y*
31.19%
5Y*
14.34%
10Y*
19.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMGOX vs. KMKNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMGOX
Alger Mid Cap Growth Portfolio Fund
9.07%16.76%21.07%23.17%-36.14%5.45%64.79%30.24%-7.42%26.90%
KMKNX
Kinetics Market Opportunities Fund No Load Class
6.77%-3.09%84.05%-7.34%14.98%28.03%19.56%22.76%-10.68%47.26%

Correlation

The correlation between AMGOX and KMKNX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2006

0.62

Over the past year, the correlation between AMGOX and KMKNX has dropped to 0.35 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMGOX vs. KMKNX — Risk / Return Rank

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

AMGOX
AMGOX Risk / Return Rank: 1616
Overall Rank
AMGOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AMGOX Sortino Ratio Rank: 1717
Sortino Ratio Rank
AMGOX Omega Ratio Rank: 1515
Omega Ratio Rank
AMGOX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AMGOX Martin Ratio Rank: 1717
Martin Ratio Rank

KMKNX
KMKNX Risk / Return Rank: 22
Overall Rank
KMKNX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KMKNX Sortino Ratio Rank: 33
Sortino Ratio Rank
KMKNX Omega Ratio Rank: 33
Omega Ratio Rank
KMKNX Calmar Ratio Rank: 22
Calmar Ratio Rank
KMKNX Martin Ratio Rank: 22
Martin Ratio Rank
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.

AMGOX vs. KMKNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Mid Cap Growth Portfolio Fund (AMGOX) and Kinetics Market Opportunities Fund No Load Class (KMKNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMGOXKMKNXDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.18

Calmar ratioReturn relative to maximum drawdown

1.33

-0.11

+1.44

Martin ratioReturn relative to average drawdown

4.23

-0.29

+4.52

AMGOX vs. KMKNX - Sharpe Ratio Comparison

The current AMGOX Sharpe Ratio is 1.08, which is higher than the KMKNX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of AMGOX and KMKNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AMGOX vs. KMKNX - Drawdown Comparison

The maximum AMGOX drawdown since its inception was -68.10%, roughly equal to the maximum KMKNX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for AMGOX and KMKNX.


Loading charts...

Drawdown Indicators


AMGOXKMKNXDifference

Max Drawdown

Largest peak-to-trough decline

-68.10%

-65.47%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-20.13%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-28.27%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-59.22%

-31.47%

-27.75%

Max Drawdown (10Y)

Largest decline over 10 years

-59.22%

-31.47%

-27.75%

Current Drawdown

Current decline from peak

-19.22%

-21.70%

+2.48%

Average Drawdown

Average peak-to-trough decline

-17.71%

-15.28%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

7.76%

-2.66%

Volatility

AMGOX vs. KMKNX - Volatility Comparison

Alger Mid Cap Growth Portfolio Fund (AMGOX) and Kinetics Market Opportunities Fund No Load Class (KMKNX) have volatilities of 7.05% and 7.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMGOXKMKNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

7.17%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

19.75%

-4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

23.81%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

26.50%

+13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

23.70%

+8.47%

AMGOX vs. KMKNX - Expense Ratio Comparison

AMGOX has a 0.92% expense ratio, which is lower than KMKNX's 1.40% expense ratio.


Dividends

AMGOX vs. KMKNX - Dividend Comparison

AMGOX has not paid dividends to shareholders, while KMKNX's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM202520242023202220212020201920182017
AMGOX
Alger Mid Cap Growth Portfolio Fund
0.00%0.00%0.00%0.00%3.72%55.13%12.13%12.09%18.59%0.00%
KMKNX
Kinetics Market Opportunities Fund No Load Class
0.62%0.66%0.81%0.87%1.36%1.56%0.26%0.33%9.13%0.64%

Frequently Asked Questions


AMGOX and KMKNX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMKNX has higher volatility (7.17%) compared to AMGOX (7.05%). In terms of maximum drawdown, AMGOX dropped -68.10% vs KMKNX's -65.47%.

AMGOX currently has the higher Sharpe Ratio (1.08 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMGOX and KMKNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer