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KMKAX vs. KSCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMKAX vs. KSCOX - Performance Comparison

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

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KMKAX vs. KSCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KSCOX
Kinetics Small Cap Opportunities Fund
29.72%-8.66%68.42%-14.77%31.96%50.32%2.30%27.06%0.29%26.23%

Returns By Period

In the year-to-date period, KMKAX achieves a 20.74% return, which is significantly lower than KSCOX's 29.72% return. Both investments have delivered pretty close results over the past 10 years, with KMKAX having a 20.63% annualized return and KSCOX not far ahead at 21.17%.


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%

KSCOX

1D
-5.64%
1M
-8.65%
YTD
29.72%
6M
22.71%
1Y
8.12%
3Y*
25.79%
5Y*
16.02%
10Y*
21.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMKAX vs. KSCOX - Expense Ratio Comparison

KMKAX has a 1.65% expense ratio, which is higher than KSCOX's 1.64% expense ratio.


Return for Risk

KMKAX vs. KSCOX — Risk / Return Rank

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

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

KSCOX
KSCOX Risk / Return Rank: 1212
Overall Rank
KSCOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KSCOX Sortino Ratio Rank: 1414
Sortino Ratio Rank
KSCOX Omega Ratio Rank: 1414
Omega Ratio Rank
KSCOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KSCOX 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.

KMKAX vs. KSCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund (KMKAX) and Kinetics Small Cap Opportunities Fund (KSCOX). 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.


KMKAXKSCOXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.31

-0.04

Sortino ratio

Return per unit of downside risk

0.55

0.63

-0.08

Omega ratio

Gain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.25

0.28

-0.04

Martin ratio

Return relative to average drawdown

0.45

0.46

-0.01

KMKAX vs. KSCOX - Sharpe Ratio Comparison

The current KMKAX Sharpe Ratio is 0.27, which is comparable to the KSCOX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of KMKAX and KSCOX, 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


KMKAXKSCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.31

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.58

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.82

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.61

-0.04

Correlation

The correlation between KMKAX and KSCOX is 0.90, 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

KMKAX vs. KSCOX - Dividend Comparison

KMKAX's dividend yield for the trailing twelve months is around 0.50%, more than KSCOX's 0.14% yield.


TTM202520242023202220212020201920182017
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%
KSCOX
Kinetics Small Cap Opportunities Fund
0.14%0.18%3.58%6.71%0.00%1.67%0.00%0.00%0.00%0.00%

Drawdowns

KMKAX vs. KSCOX - Drawdown Comparison

The maximum KMKAX drawdown since its inception was -65.57%, smaller than the maximum KSCOX drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for KMKAX and KSCOX.


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Drawdown Indicators


KMKAXKSCOXDifference

Max Drawdown

Largest peak-to-trough decline

-65.57%

-70.09%

+4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.64%

-24.29%

+4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

-33.10%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-47.09%

+15.53%

Current Drawdown

Current decline from peak

-11.68%

-11.01%

-0.67%

Average Drawdown

Average peak-to-trough decline

-15.53%

-14.89%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

14.84%

-4.20%

Volatility

KMKAX vs. KSCOX - Volatility Comparison

The current volatility for Kinetics Market Opportunities Fund (KMKAX) is 7.14%, while Kinetics Small Cap Opportunities Fund (KSCOX) has a volatility of 7.94%. This indicates that KMKAX experiences smaller price fluctuations and is considered to be less risky than KSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMKAXKSCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

7.94%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

19.48%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

28.88%

-4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

27.74%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

25.84%

-2.45%