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KMKNX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMKNX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics Market Opportunities Fund No Load Class (KMKNX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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KMKNX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMKNX
Kinetics Market Opportunities Fund No Load Class
17.71%-3.09%84.05%-7.34%14.98%28.03%19.56%22.76%-10.68%47.26%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-7.59%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%

Returns By Period

In the year-to-date period, KMKNX achieves a 17.71% return, which is significantly higher than JLGMX's -7.59% return. Over the past 10 years, KMKNX has outperformed JLGMX with an annualized return of 20.62%, while JLGMX has yielded a comparatively lower 18.35% annualized return.


KMKNX

1D
-3.93%
1M
-10.09%
YTD
17.71%
6M
5.86%
1Y
0.75%
3Y*
30.64%
5Y*
14.27%
10Y*
20.62%

JLGMX

1D
0.97%
1M
-2.80%
YTD
-7.59%
6M
-9.68%
1Y
12.81%
3Y*
20.94%
5Y*
10.92%
10Y*
18.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMKNX vs. JLGMX - Expense Ratio Comparison

KMKNX has a 1.40% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


Return for Risk

KMKNX vs. JLGMX — Risk / Return Rank

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

KMKNX
KMKNX Risk / Return Rank: 55
Overall Rank
KMKNX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KMKNX Sortino Ratio Rank: 55
Sortino Ratio Rank
KMKNX Omega Ratio Rank: 55
Omega Ratio Rank
KMKNX Calmar Ratio Rank: 66
Calmar Ratio Rank
KMKNX Martin Ratio Rank: 55
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2020
Overall Rank
JLGMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2121
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 1818
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. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Market Opportunities Fund No Load Class (KMKNX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.


KMKNXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.65

-0.56

Sortino ratio

Return per unit of downside risk

0.31

1.07

-0.77

Omega ratio

Gain probability vs. loss probability

1.04

1.15

-0.11

Calmar ratio

Return relative to maximum drawdown

0.19

0.87

-0.68

Martin ratio

Return relative to average drawdown

0.35

2.61

-2.26

KMKNX vs. JLGMX - Sharpe Ratio Comparison

The current KMKNX Sharpe Ratio is 0.09, which is lower than the JLGMX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of KMKNX and JLGMX, 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


KMKNXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.65

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.54

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.80

-0.23

Correlation

The correlation between KMKNX and JLGMX is 0.50, 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. JLGMX - Dividend Comparison

KMKNX's dividend yield for the trailing twelve months is around 0.56%, less than JLGMX's 11.95% yield.


TTM20252024202320222021202020192018201720162015
KMKNX
Kinetics Market Opportunities Fund No Load Class
0.56%0.66%0.81%0.87%1.36%1.56%0.26%0.33%9.13%0.64%0.00%0.00%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
11.95%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

KMKNX vs. JLGMX - Drawdown Comparison

The maximum KMKNX drawdown since its inception was -65.47%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for KMKNX and JLGMX.


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Drawdown Indicators


KMKNXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-31.82%

-33.65%

Max Drawdown (1Y)

Largest decline over 1 year

-19.52%

-16.73%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.47%

-31.13%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

-31.82%

+0.35%

Current Drawdown

Current decline from peak

-13.68%

-13.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-15.29%

-5.83%

-9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

5.57%

+5.04%

Volatility

KMKNX vs. JLGMX - Volatility Comparison

Kinetics Market Opportunities Fund No Load Class (KMKNX) has a higher volatility of 7.90% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 6.50%. This indicates that KMKNX's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMKNXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

6.50%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

12.58%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.92%

21.16%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.50%

20.25%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

21.54%

+1.88%