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KMDIX vs. VMFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMDIX vs. VMFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keeley Mid Cap Dividend Value Fund (KMDIX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

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KMDIX vs. VMFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMDIX
Keeley Mid Cap Dividend Value Fund
0.92%9.35%14.71%12.72%-5.27%24.84%-1.56%25.93%-12.60%15.98%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
-1.26%7.57%10.59%16.49%-7.03%30.54%3.68%26.18%-11.90%12.27%

Returns By Period

In the year-to-date period, KMDIX achieves a 0.92% return, which is significantly higher than VMFVX's -1.26% return. Both investments have delivered pretty close results over the past 10 years, with KMDIX having a 9.72% annualized return and VMFVX not far ahead at 9.82%.


KMDIX

1D
-0.91%
1M
-9.58%
YTD
0.92%
6M
0.02%
1Y
13.60%
3Y*
12.22%
5Y*
8.22%
10Y*
9.72%

VMFVX

1D
-0.21%
1M
-7.37%
YTD
-1.26%
6M
0.78%
1Y
10.31%
3Y*
10.10%
5Y*
7.00%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMDIX vs. VMFVX - Expense Ratio Comparison

KMDIX has a 0.95% expense ratio, which is higher than VMFVX's 0.08% expense ratio.


Return for Risk

KMDIX vs. VMFVX — Risk / Return Rank

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

KMDIX
KMDIX Risk / Return Rank: 3131
Overall Rank
KMDIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
KMDIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
KMDIX Omega Ratio Rank: 3030
Omega Ratio Rank
KMDIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
KMDIX Martin Ratio Rank: 3333
Martin Ratio Rank

VMFVX
VMFVX Risk / Return Rank: 2222
Overall Rank
VMFVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2121
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 2222
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. VMFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keeley Mid Cap Dividend Value Fund (KMDIX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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.


KMDIXVMFVXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.52

+0.19

Sortino ratio

Return per unit of downside risk

1.12

0.88

+0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

0.88

0.61

+0.27

Martin ratio

Return relative to average drawdown

3.58

2.33

+1.25

KMDIX vs. VMFVX - Sharpe Ratio Comparison

The current KMDIX Sharpe Ratio is 0.72, which is higher than the VMFVX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of KMDIX and VMFVX, 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


KMDIXVMFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.52

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.45

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.49

-0.23

Correlation

The correlation between KMDIX and VMFVX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KMDIX vs. VMFVX - Dividend Comparison

KMDIX's dividend yield for the trailing twelve months is around 5.48%, more than VMFVX's 1.91% yield.


TTM20252024202320222021202020192018201720162015
KMDIX
Keeley Mid Cap Dividend Value Fund
5.48%6.03%7.73%5.40%4.38%1.14%1.48%2.42%4.72%0.82%1.00%5.46%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.91%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Drawdowns

KMDIX vs. VMFVX - Drawdown Comparison

The maximum KMDIX drawdown since its inception was -73.51%, which is greater than VMFVX's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for KMDIX and VMFVX.


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Drawdown Indicators


KMDIXVMFVXDifference

Max Drawdown

Largest peak-to-trough decline

-73.51%

-45.79%

-27.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-14.52%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-22.46%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-73.51%

-45.79%

-27.72%

Current Drawdown

Current decline from peak

-17.83%

-9.66%

-8.17%

Average Drawdown

Average peak-to-trough decline

-26.35%

-5.52%

-20.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.81%

-0.49%

Volatility

KMDIX vs. VMFVX - Volatility Comparison

Keeley Mid Cap Dividend Value Fund (KMDIX) has a higher volatility of 5.22% compared to Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) at 4.65%. This indicates that KMDIX's price experiences larger fluctuations and is considered to be riskier than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMDIXVMFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.65%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.12%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

20.51%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

19.52%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.53%

21.87%

+30.66%