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KMDIX vs. KSDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KMDIX vs. KSDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keeley Mid Cap Dividend Value Fund (KMDIX) and Keeley Small Cap Dividend Value Fund (KSDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KMDIX achieves a 13.10% return, which is significantly lower than KSDIX's 17.12% return. Both investments have delivered pretty close results over the past 10 years, with KMDIX having a 10.26% annualized return and KSDIX not far behind at 9.82%.


KMDIX

1D
0.85%
1M
2.60%
YTD
13.10%
6M
11.50%
1Y
20.23%
3Y*
15.53%
5Y*
10.28%
10Y*
10.26%

KSDIX

1D
0.97%
1M
1.86%
YTD
17.12%
6M
15.44%
1Y
30.15%
3Y*
15.51%
5Y*
9.18%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMDIX vs. KSDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMDIX
Keeley Mid Cap Dividend Value Fund
13.10%9.35%14.71%12.72%-5.27%24.84%-1.56%25.93%-12.60%15.98%
KSDIX
Keeley Small Cap Dividend Value Fund
17.12%5.20%14.43%10.25%-5.67%24.94%3.89%22.68%-16.26%7.64%

Correlation

The correlation between KMDIX and KSDIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.93

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.93

The correlation between KMDIX and KSDIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

KMDIX vs. KSDIX — Risk / Return Rank

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

KMDIX
KMDIX Risk / Return Rank: 2727
Overall Rank
KMDIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KMDIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
KMDIX Omega Ratio Rank: 2424
Omega Ratio Rank
KMDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KMDIX Martin Ratio Rank: 3232
Martin Ratio Rank

KSDIX
KSDIX Risk / Return Rank: 5959
Overall Rank
KSDIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KSDIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
KSDIX Omega Ratio Rank: 4444
Omega Ratio Rank
KSDIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
KSDIX Martin Ratio Rank: 6565
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.

KMDIX vs. KSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keeley Mid Cap Dividend Value Fund (KMDIX) and Keeley Small Cap Dividend Value Fund (KSDIX). 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.


KMDIXKSDIXDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.93

3.58

-1.66

Martin ratioReturn relative to average drawdown

6.87

11.86

-4.99

KMDIX vs. KSDIX - Sharpe Ratio Comparison

The current KMDIX Sharpe Ratio is 1.31, which is lower than the KSDIX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of KMDIX and KSDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KMDIX vs. KSDIX - Drawdown Comparison

The maximum KMDIX drawdown since its inception was -73.51%, which is greater than KSDIX's maximum drawdown of -48.82%. Use the drawdown chart below to compare losses from any high point for KMDIX and KSDIX.


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Drawdown Indicators


KMDIXKSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.51%

-48.82%

-24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-8.40%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.22%

-25.00%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-25.00%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-73.51%

-48.82%

-24.69%

Current Drawdown

Current decline from peak

-7.92%

-0.40%

-7.52%

Average Drawdown

Average peak-to-trough decline

-26.10%

-6.11%

-19.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.53%

+0.42%

Volatility

KMDIX vs. KSDIX - Volatility Comparison

Keeley Mid Cap Dividend Value Fund (KMDIX) has a higher volatility of 4.21% compared to Keeley Small Cap Dividend Value Fund (KSDIX) at 3.91%. This indicates that KMDIX's price experiences larger fluctuations and is considered to be riskier than KSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMDIXKSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.91%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

10.63%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

15.67%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

19.15%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.54%

22.61%

+29.93%

KMDIX vs. KSDIX - Expense Ratio Comparison

KMDIX has a 0.95% expense ratio, which is lower than KSDIX's 1.17% expense ratio.


Dividends

KMDIX vs. KSDIX - Dividend Comparison

KMDIX's dividend yield for the trailing twelve months is around 4.89%, more than KSDIX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
KMDIX
Keeley Mid Cap Dividend Value Fund
4.89%6.03%7.73%5.40%4.38%1.14%1.48%2.42%4.72%0.82%1.00%5.46%
KSDIX
Keeley Small Cap Dividend Value Fund
3.91%5.03%10.24%5.43%14.51%12.44%1.72%3.79%11.69%7.51%3.12%6.45%

Frequently Asked Questions


With a correlation of 0.92, KMDIX and KSDIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KMDIX has higher volatility (4.21%) compared to KSDIX (3.91%). In terms of maximum drawdown, KMDIX dropped -73.51% vs KSDIX's -48.82%.

KSDIX currently has the higher Sharpe Ratio (1.92 vs 1.31), 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 KMDIX and KSDIX

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