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KMKNX vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMKNX vs. FSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics Market Opportunities Fund No Load Class (KMKNX) and Fidelity Extended Market Index Fund (FSMAX). The values are adjusted to include any dividend payments, if applicable.

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KMKNX vs. FSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMKNX
Kinetics Market Opportunities Fund No Load Class
20.82%-3.09%84.05%-7.34%14.98%28.03%19.56%22.76%-10.68%47.26%
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%

Returns By Period

In the year-to-date period, KMKNX achieves a 20.82% return, which is significantly higher than FSMAX's -4.54% return. Over the past 10 years, KMKNX has outperformed FSMAX with an annualized return of 20.93%, while FSMAX has yielded a comparatively lower 10.54% annualized return.


KMKNX

1D
-4.58%
1M
-7.37%
YTD
20.82%
6M
11.56%
1Y
6.42%
3Y*
31.78%
5Y*
15.03%
10Y*
20.93%

FSMAX

1D
-1.03%
1M
-7.76%
YTD
-4.54%
6M
-4.39%
1Y
16.77%
3Y*
13.78%
5Y*
3.66%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMKNX vs. FSMAX - Expense Ratio Comparison

KMKNX has a 1.40% expense ratio, which is higher than FSMAX's 0.04% expense ratio.


Return for Risk

KMKNX vs. FSMAX — Risk / Return Rank

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

KMKNX
KMKNX Risk / Return Rank: 1111
Overall Rank
KMKNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KMKNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
KMKNX Omega Ratio Rank: 1212
Omega Ratio Rank
KMKNX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KMKNX Martin Ratio Rank: 99
Martin Ratio Rank

FSMAX
FSMAX Risk / Return Rank: 3535
Overall Rank
FSMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 3838
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.

KMKNX vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund No Load Class (KMKNX) and Fidelity Extended Market Index Fund (FSMAX). 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.


KMKNXFSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.72

-0.44

Sortino ratio

Return per unit of downside risk

0.56

1.16

-0.60

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.26

0.95

-0.69

Martin ratio

Return relative to average drawdown

0.48

3.91

-3.43

KMKNX vs. FSMAX - Sharpe Ratio Comparison

The current KMKNX Sharpe Ratio is 0.28, which is lower than the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of KMKNX and FSMAX, 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


KMKNXFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.72

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.16

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.35

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Correlation

The correlation between KMKNX and FSMAX is 0.60, 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

KMKNX vs. FSMAX - Dividend Comparison

KMKNX's dividend yield for the trailing twelve months is around 0.55%, less than FSMAX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
KMKNX
Kinetics Market Opportunities Fund No Load Class
0.55%0.66%0.81%0.87%1.36%1.56%0.26%0.33%9.13%0.64%0.00%0.00%
FSMAX
Fidelity Extended Market Index Fund
0.60%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%

Drawdowns

KMKNX vs. FSMAX - Drawdown Comparison

The maximum KMKNX drawdown since its inception was -65.47%, which is greater than FSMAX's maximum drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for KMKNX and FSMAX.


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Drawdown Indicators


KMKNXFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-50.55%

-14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-19.52%

-14.64%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-31.47%

-36.31%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

-50.55%

+19.08%

Current Drawdown

Current decline from peak

-11.40%

-10.26%

-1.14%

Average Drawdown

Average peak-to-trough decline

-15.30%

-12.29%

-3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

3.54%

+7.03%

Volatility

KMKNX vs. FSMAX - Volatility Comparison

Kinetics Market Opportunities Fund No Load Class (KMKNX) has a higher volatility of 7.15% compared to Fidelity Extended Market Index Fund (FSMAX) at 6.01%. This indicates that KMKNX's price experiences larger fluctuations and is considered to be riskier than FSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMKNXFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

6.01%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

13.07%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

22.79%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.44%

22.32%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

30.19%

-6.80%