KMKAX vs. VB

In the year-to-date period, KMKAX achieves a 11.27% return, which is significantly higher than VB's -9.34% return. Over the past 10 years, KMKAX has outperformed VB with an annualized return of 18.72%, while VB has yielded a comparatively lower 7.60% annualized return.

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KMKAX has a 1.65% expense ratio, which is higher than VB's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund (KMKAX) and Vanguard Small-Cap ETF (VB). 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 VB Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of KMKAX and VB, 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 0.59%, less than VB's 1.56% yield.

The maximum KMKAX drawdown since its inception was -66.35%, which is greater than VB's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for KMKAX and VB. For additional features, visit the drawdowns tool.

The current volatility for Kinetics Market Opportunities Fund (KMKAX) is 13.11%, while Vanguard Small-Cap ETF (VB) has a volatility of 14.79%. This indicates that KMKAX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.