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CHCLX vs. KMKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHCLX vs. KMKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Growth Fund (CHCLX) and Kinetics Market Opportunities Fund (KMKAX). The values are adjusted to include any dividend payments, if applicable.

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CHCLX vs. KMKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHCLX
AB Discovery Growth Fund
-3.46%6.67%17.37%18.72%-36.11%11.63%52.90%39.99%-4.56%32.58%
KMKAX
Kinetics Market Opportunities Fund
22.43%-3.31%83.58%-7.57%14.69%27.69%19.31%22.42%-10.92%46.89%

Returns By Period

In the year-to-date period, CHCLX achieves a -3.46% return, which is significantly lower than KMKAX's 22.43% return. Over the past 10 years, CHCLX has underperformed KMKAX with an annualized return of 11.76%, while KMKAX has yielded a comparatively higher 20.79% annualized return.


CHCLX

1D
5.43%
1M
-6.62%
YTD
-3.46%
6M
-0.09%
1Y
17.91%
3Y*
10.15%
5Y*
-0.30%
10Y*
11.76%

KMKAX

1D
1.40%
1M
-7.66%
YTD
22.43%
6M
11.30%
1Y
6.24%
3Y*
32.07%
5Y*
14.91%
10Y*
20.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHCLX vs. KMKAX - Expense Ratio Comparison

CHCLX has a 0.91% expense ratio, which is lower than KMKAX's 1.65% expense ratio.


Return for Risk

CHCLX vs. KMKAX — Risk / Return Rank

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

CHCLX
CHCLX Risk / Return Rank: 2828
Overall Rank
CHCLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CHCLX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CHCLX Omega Ratio Rank: 2323
Omega Ratio Rank
CHCLX Calmar Ratio Rank: 3535
Calmar Ratio Rank
CHCLX Martin Ratio Rank: 3131
Martin Ratio Rank

KMKAX
KMKAX Risk / Return Rank: 1111
Overall Rank
KMKAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KMKAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
KMKAX Omega Ratio Rank: 1010
Omega Ratio Rank
KMKAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
KMKAX Martin Ratio Rank: 1010
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.

CHCLX vs. KMKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Growth Fund (CHCLX) and Kinetics Market Opportunities Fund (KMKAX). 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.


CHCLXKMKAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.31

+0.36

Sortino ratio

Return per unit of downside risk

1.11

0.60

+0.50

Omega ratio

Gain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratio

Return relative to maximum drawdown

1.07

0.41

+0.66

Martin ratio

Return relative to average drawdown

3.71

0.76

+2.96

CHCLX vs. KMKAX - Sharpe Ratio Comparison

The current CHCLX Sharpe Ratio is 0.67, which is higher than the KMKAX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of CHCLX and KMKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHCLXKMKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.31

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.57

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.89

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.56

-0.20

Correlation

The correlation between CHCLX and KMKAX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CHCLX vs. KMKAX - Dividend Comparison

CHCLX's dividend yield for the trailing twelve months is around 12.02%, more than KMKAX's 0.50% yield.


TTM20252024202320222021202020192018201720162015
CHCLX
AB Discovery Growth Fund
12.02%11.60%0.00%0.00%0.00%17.54%15.15%13.36%20.33%6.74%0.00%6.08%
KMKAX
Kinetics Market Opportunities Fund
0.50%0.61%0.66%0.69%1.19%1.29%0.02%0.07%9.28%0.51%0.00%0.00%

Drawdowns

CHCLX vs. KMKAX - Drawdown Comparison

The maximum CHCLX drawdown since its inception was -63.85%, roughly equal to the maximum KMKAX drawdown of -65.57%. Use the drawdown chart below to compare losses from any high point for CHCLX and KMKAX.


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Drawdown Indicators


CHCLXKMKAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.85%

-65.57%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

-19.64%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-44.63%

-31.56%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-31.56%

-13.07%

Current Drawdown

Current decline from peak

-13.60%

-10.45%

-3.15%

Average Drawdown

Average peak-to-trough decline

-14.23%

-15.53%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

10.65%

-6.13%

Volatility

CHCLX vs. KMKAX - Volatility Comparison

AB Discovery Growth Fund (CHCLX) has a higher volatility of 11.03% compared to Kinetics Market Opportunities Fund (KMKAX) at 7.05%. This indicates that CHCLX's price experiences larger fluctuations and is considered to be riskier than KMKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHCLXKMKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

7.05%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

18.53%

17.86%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

24.60%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

26.44%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

23.39%

+1.46%