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CHCLX vs. LSHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHCLX vs. LSHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Growth Fund (CHCLX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). The values are adjusted to include any dividend payments, if applicable.

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CHCLX vs. LSHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHCLX
AB Discovery Growth Fund
-8.44%6.67%17.37%18.72%-36.11%11.63%52.90%39.99%-4.56%32.58%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
50.22%-19.53%82.16%-19.74%39.45%42.75%5.23%31.30%-8.18%15.65%

Returns By Period

In the year-to-date period, CHCLX achieves a -8.44% return, which is significantly lower than LSHAX's 50.22% return. Over the past 10 years, CHCLX has underperformed LSHAX with an annualized return of 11.17%, while LSHAX has yielded a comparatively higher 19.52% annualized return.


CHCLX

1D
-2.55%
1M
-10.11%
YTD
-8.44%
6M
-5.47%
1Y
12.06%
3Y*
8.23%
5Y*
-0.91%
10Y*
11.17%

LSHAX

1D
-7.12%
1M
-9.27%
YTD
50.22%
6M
41.09%
1Y
5.55%
3Y*
29.23%
5Y*
17.40%
10Y*
19.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHCLX vs. LSHAX - Expense Ratio Comparison

CHCLX has a 0.91% expense ratio, which is lower than LSHAX's 1.68% expense ratio.


Return for Risk

CHCLX vs. LSHAX — Risk / Return Rank

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

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

LSHAX
LSHAX Risk / Return Rank: 99
Overall Rank
LSHAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LSHAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSHAX Omega Ratio Rank: 1111
Omega Ratio Rank
LSHAX Calmar Ratio Rank: 88
Calmar Ratio Rank
LSHAX Martin Ratio Rank: 77
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. LSHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Growth Fund (CHCLX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). 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.


CHCLXLSHAXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.17

+0.23

Sortino ratio

Return per unit of downside risk

0.75

0.53

+0.22

Omega ratio

Gain probability vs. loss probability

1.10

1.07

+0.03

Calmar ratio

Return relative to maximum drawdown

0.50

0.12

+0.38

Martin ratio

Return relative to average drawdown

1.76

0.19

+1.57

CHCLX vs. LSHAX - Sharpe Ratio Comparison

The current CHCLX Sharpe Ratio is 0.40, which is higher than the LSHAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CHCLX and LSHAX, 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


CHCLXLSHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.17

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.52

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.65

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Correlation

The correlation between CHCLX and LSHAX is 0.67, 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. LSHAX - Dividend Comparison

CHCLX's dividend yield for the trailing twelve months is around 12.67%, more than LSHAX's 7.71% yield.


TTM20252024202320222021202020192018201720162015
CHCLX
AB Discovery Growth Fund
12.67%11.60%0.00%0.00%0.00%17.54%15.15%13.36%20.33%6.74%0.00%6.08%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
7.71%11.59%4.66%9.40%1.76%0.11%0.53%0.00%4.85%3.94%1.84%0.00%

Drawdowns

CHCLX vs. LSHAX - Drawdown Comparison

The maximum CHCLX drawdown since its inception was -63.85%, smaller than the maximum LSHAX drawdown of -69.03%. Use the drawdown chart below to compare losses from any high point for CHCLX and LSHAX.


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Drawdown Indicators


CHCLXLSHAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.85%

-69.03%

+5.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

-37.04%

+21.34%

Max Drawdown (5Y)

Largest decline over 5 years

-44.63%

-45.79%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-50.78%

+6.15%

Current Drawdown

Current decline from peak

-18.05%

-15.53%

-2.52%

Average Drawdown

Average peak-to-trough decline

-14.23%

-21.94%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

24.25%

-19.79%

Volatility

CHCLX vs. LSHAX - Volatility Comparison

AB Discovery Growth Fund (CHCLX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX) have volatilities of 9.55% and 9.76%, 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.


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Volatility by Period


CHCLXLSHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

9.76%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

27.25%

-9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

26.84%

40.86%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

33.69%

-8.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

30.16%

-5.36%