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CLSPX vs. KMKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLSPX vs. KMKAX - Performance Comparison

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

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CLSPX vs. KMKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLSPX
Columbia Select Mid Cap Growth Fund
-7.47%15.16%23.97%25.25%-31.25%16.39%35.43%35.25%-5.22%22.86%
KMKAX
Kinetics Market Opportunities Fund
20.74%-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, CLSPX achieves a -7.47% return, which is significantly lower than KMKAX's 20.74% return. Over the past 10 years, CLSPX has underperformed KMKAX with an annualized return of 11.32%, while KMKAX has yielded a comparatively higher 20.63% annualized return.


CLSPX

1D
-2.02%
1M
-11.48%
YTD
-7.47%
6M
-10.69%
1Y
18.53%
3Y*
14.17%
5Y*
5.24%
10Y*
11.32%

KMKAX

1D
-4.58%
1M
-7.38%
YTD
20.74%
6M
11.41%
1Y
6.16%
3Y*
31.46%
5Y*
14.75%
10Y*
20.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLSPX vs. KMKAX - Expense Ratio Comparison

CLSPX has a 0.86% expense ratio, which is lower than KMKAX's 1.65% expense ratio.


Return for Risk

CLSPX vs. KMKAX — Risk / Return Rank

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

CLSPX
CLSPX Risk / Return Rank: 3535
Overall Rank
CLSPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CLSPX Sortino Ratio Rank: 3333
Sortino Ratio Rank
CLSPX Omega Ratio Rank: 3030
Omega Ratio Rank
CLSPX Calmar Ratio Rank: 4545
Calmar Ratio Rank
CLSPX Martin Ratio Rank: 3636
Martin Ratio Rank

KMKAX
KMKAX Risk / Return Rank: 1111
Overall Rank
KMKAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KMKAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
KMKAX Omega Ratio Rank: 1111
Omega Ratio Rank
KMKAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KMKAX Martin Ratio Rank: 99
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.

CLSPX vs. KMKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Mid Cap Growth Fund (CLSPX) 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.


CLSPXKMKAXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.27

+0.45

Sortino ratio

Return per unit of downside risk

1.13

0.55

+0.59

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

1.13

0.25

+0.89

Martin ratio

Return relative to average drawdown

3.80

0.45

+3.35

CLSPX vs. KMKAX - Sharpe Ratio Comparison

The current CLSPX Sharpe Ratio is 0.71, which is higher than the KMKAX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CLSPX 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


CLSPXKMKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.27

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.56

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.88

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.56

-0.15

Correlation

The correlation between CLSPX and KMKAX is 0.62, 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

CLSPX vs. KMKAX - Dividend Comparison

CLSPX's dividend yield for the trailing twelve months is around 12.96%, more than KMKAX's 0.50% yield.


TTM20252024202320222021202020192018201720162015
CLSPX
Columbia Select Mid Cap Growth Fund
12.96%11.99%12.87%0.00%0.00%21.10%15.38%8.30%26.41%13.16%6.15%17.11%
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

CLSPX vs. KMKAX - Drawdown Comparison

The maximum CLSPX drawdown since its inception was -68.54%, roughly equal to the maximum KMKAX drawdown of -65.57%. Use the drawdown chart below to compare losses from any high point for CLSPX and KMKAX.


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Drawdown Indicators


CLSPXKMKAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-65.57%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-19.64%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-31.56%

-11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

-31.56%

-11.79%

Current Drawdown

Current decline from peak

-13.64%

-11.68%

-1.96%

Average Drawdown

Average peak-to-trough decline

-16.30%

-15.53%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

10.64%

-6.57%

Volatility

CLSPX vs. KMKAX - Volatility Comparison

Columbia Select Mid Cap Growth Fund (CLSPX) has a higher volatility of 8.39% compared to Kinetics Market Opportunities Fund (KMKAX) at 7.14%. This indicates that CLSPX'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


CLSPXKMKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

7.14%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

17.82%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

24.61%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

26.43%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

23.39%

-0.75%