KMKAX vs. FSELX

In the year-to-date period, KMKAX achieves a 11.71% return, which is significantly higher than FSELX's -21.78% return. Over the past 10 years, KMKAX has outperformed FSELX with an annualized return of 17.57%, while FSELX has yielded a comparatively lower 13.80% annualized return.

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KMKAX has a 1.65% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund (KMKAX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current KMKAX Sharpe Ratio is 2.16, which is higher than the FSELX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of KMKAX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KMKAX's dividend yield for the trailing twelve months is around 0.48%, while FSELX has not paid dividends to shareholders.

The maximum KMKAX drawdown since its inception was -66.35%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for KMKAX and FSELX. For additional features, visit the drawdowns tool.

The current volatility for Kinetics Market Opportunities Fund (KMKAX) is 13.20%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 26.53%. This indicates that KMKAX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.