IIMOX vs. KMKAX
Compare and contrast key facts about Voya MidCap Opportunities Portfolio (IIMOX) and Kinetics Market Opportunities Fund (KMKAX).
IIMOX is managed by Voya. It was launched on May 5, 2000. KMKAX is managed by Kinetics. It was launched on Jan 31, 2006.
Performance
IIMOX vs. KMKAX - Performance Comparison
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IIMOX vs. KMKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIMOX Voya MidCap Opportunities Portfolio | -7.72% | 3.84% | 15.91% | 23.54% | -77.25% | 12.05% | 41.21% | 29.45% | -7.44% | 25.08% |
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, IIMOX achieves a -7.72% return, which is significantly lower than KMKAX's 22.43% return. Over the past 10 years, IIMOX has underperformed KMKAX with an annualized return of -2.43%, while KMKAX has yielded a comparatively higher 20.79% annualized return.
IIMOX
- 1D
- 4.05%
- 1M
- -8.38%
- YTD
- -7.72%
- 6M
- -11.68%
- 1Y
- 4.31%
- 3Y*
- 8.71%
- 5Y*
- -19.31%
- 10Y*
- -2.43%
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%
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IIMOX vs. KMKAX - Expense Ratio Comparison
IIMOX has a 0.66% expense ratio, which is lower than KMKAX's 1.65% expense ratio.
Return for Risk
IIMOX vs. KMKAX — Risk / Return Rank
IIMOX
KMKAX
IIMOX vs. KMKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya MidCap Opportunities Portfolio (IIMOX) 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.
| IIMOX | KMKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.31 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.52 | 0.60 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.41 | -0.48 |
Martin ratioReturn relative to average drawdown | -0.20 | 0.76 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IIMOX | KMKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.31 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.57 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.89 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.56 | -0.45 |
Correlation
The correlation between IIMOX and KMKAX is 0.61, 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
IIMOX vs. KMKAX - Dividend Comparison
IIMOX's dividend yield for the trailing twelve months is around 11.38%, more than KMKAX's 0.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIMOX Voya MidCap Opportunities Portfolio | 11.38% | 10.50% | 0.00% | 0.00% | 0.00% | 14.45% | 4.43% | 12.33% | 12.00% | 5.41% | 11.65% | 17.54% |
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
IIMOX vs. KMKAX - Drawdown Comparison
The maximum IIMOX drawdown since its inception was -80.38%, which is greater than KMKAX's maximum drawdown of -65.57%. Use the drawdown chart below to compare losses from any high point for IIMOX and KMKAX.
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Drawdown Indicators
| IIMOX | KMKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.38% | -65.57% | -14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -19.64% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -80.38% | -31.56% | -48.82% |
Max Drawdown (10Y)Largest decline over 10 years | -80.38% | -31.56% | -48.82% |
Current DrawdownCurrent decline from peak | -71.11% | -10.45% | -60.66% |
Average DrawdownAverage peak-to-trough decline | -19.18% | -15.53% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 10.65% | -4.87% |
Volatility
IIMOX vs. KMKAX - Volatility Comparison
Voya MidCap Opportunities Portfolio (IIMOX) has a higher volatility of 8.14% compared to Kinetics Market Opportunities Fund (KMKAX) at 7.05%. This indicates that IIMOX'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
| IIMOX | KMKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 7.05% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 17.86% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.92% | 24.60% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.93% | 26.44% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.09% | 23.39% | +7.70% |