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KMKAX vs. VB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMKAX vs. VB - Performance Comparison

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

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KMKAX vs. VB - 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%
VB
Vanguard Small-Cap ETF
1.92%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

Returns By Period

In the year-to-date period, KMKAX achieves a 20.74% return, which is significantly higher than VB's 1.92% return. Over the past 10 years, KMKAX has outperformed VB with an annualized return of 20.63%, while VB has yielded a comparatively lower 10.51% annualized return.


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%

VB

1D
3.18%
1M
-5.13%
YTD
1.92%
6M
3.76%
1Y
19.75%
3Y*
13.04%
5Y*
5.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMKAX vs. VB - Expense Ratio Comparison

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


Return for Risk

KMKAX vs. VB — 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

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5858
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
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. VB - Risk-Adjusted Trends Comparison

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.


KMKAXVBDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.91

-0.64

Sortino ratio

Return per unit of downside risk

0.55

1.41

-0.86

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.25

1.39

-1.14

Martin ratio

Return relative to average drawdown

0.45

5.97

-5.52

KMKAX vs. VB - Sharpe Ratio Comparison

The current KMKAX Sharpe Ratio is 0.27, which is lower than the VB Sharpe Ratio of 0.91. 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.


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Sharpe Ratios by Period


KMKAXVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.91

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.26

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.49

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.42

+0.14

Correlation

The correlation between KMKAX and VB is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KMKAX vs. VB - Dividend Comparison

KMKAX's dividend yield for the trailing twelve months is around 0.50%, less than VB's 1.34% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VB
Vanguard Small-Cap ETF
1.34%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Drawdowns

KMKAX vs. VB - Drawdown Comparison

The maximum KMKAX drawdown since its inception was -65.57%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for KMKAX and VB.


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Drawdown Indicators


KMKAXVBDifference

Max Drawdown

Largest peak-to-trough decline

-65.57%

-59.56%

-6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.64%

-14.29%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

-28.15%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-42.05%

+10.49%

Current Drawdown

Current decline from peak

-11.68%

-6.08%

-5.60%

Average Drawdown

Average peak-to-trough decline

-15.53%

-8.49%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

3.32%

+7.32%

Volatility

KMKAX vs. VB - Volatility Comparison

Kinetics Market Opportunities Fund (KMKAX) and Vanguard Small-Cap ETF (VB) have volatilities of 7.14% and 6.84%, 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.


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Volatility by Period


KMKAXVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

6.84%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

17.82%

12.60%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

21.86%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

20.78%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

21.40%

+1.99%