KMKAX vs. PRWAX

In the year-to-date period, KMKAX achieves a 16.39% return, which is significantly higher than PRWAX's 2.50% return. Over the past 10 years, KMKAX has outperformed PRWAX with an annualized return of 17.88%, while PRWAX has yielded a comparatively lower 5.21% annualized return.

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KMKAX has a 1.65% expense ratio, which is higher than PRWAX's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund (KMKAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 2.20, which is higher than the PRWAX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of KMKAX and PRWAX, 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 0.46%, less than PRWAX's 9.00% yield.

The maximum KMKAX drawdown since its inception was -66.35%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for KMKAX and PRWAX. For additional features, visit the drawdowns tool.

Kinetics Market Opportunities Fund (KMKAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 4.78% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.