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KMVAX vs. FIIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMVAX vs. FIIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kirr Marbach Partners Value Fund (KMVAX) and Fidelity Advisor Mid Cap II Fund Class I (FIIMX). The values are adjusted to include any dividend payments, if applicable.

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KMVAX vs. FIIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMVAX
Kirr Marbach Partners Value Fund
1.97%14.44%27.82%20.42%-16.01%28.83%2.96%27.03%-19.72%16.12%
FIIMX
Fidelity Advisor Mid Cap II Fund Class I
4.95%7.71%17.21%15.01%-14.80%25.26%18.68%23.72%-14.97%20.62%

Returns By Period

In the year-to-date period, KMVAX achieves a 1.97% return, which is significantly lower than FIIMX's 4.95% return. Both investments have delivered pretty close results over the past 10 years, with KMVAX having a 10.26% annualized return and FIIMX not far ahead at 10.60%.


KMVAX

1D
3.26%
1M
-6.04%
YTD
1.97%
6M
-2.72%
1Y
23.05%
3Y*
18.99%
5Y*
11.56%
10Y*
10.26%

FIIMX

1D
3.62%
1M
-6.57%
YTD
4.95%
6M
9.27%
1Y
25.58%
3Y*
13.84%
5Y*
7.67%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMVAX vs. FIIMX - Expense Ratio Comparison

KMVAX has a 1.45% expense ratio, which is higher than FIIMX's 0.73% expense ratio.


Return for Risk

KMVAX vs. FIIMX — Risk / Return Rank

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

KMVAX
KMVAX Risk / Return Rank: 6767
Overall Rank
KMVAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
KMVAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
KMVAX Omega Ratio Rank: 6060
Omega Ratio Rank
KMVAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
KMVAX Martin Ratio Rank: 6060
Martin Ratio Rank

FIIMX
FIIMX Risk / Return Rank: 6363
Overall Rank
FIIMX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FIIMX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FIIMX Omega Ratio Rank: 5757
Omega Ratio Rank
FIIMX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FIIMX Martin Ratio Rank: 7373
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.

KMVAX vs. FIIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kirr Marbach Partners Value Fund (KMVAX) and Fidelity Advisor Mid Cap II Fund Class I (FIIMX). 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.


KMVAXFIIMXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.18

+0.02

Sortino ratio

Return per unit of downside risk

1.79

1.69

+0.10

Omega ratio

Gain probability vs. loss probability

1.25

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.17

1.77

+0.40

Martin ratio

Return relative to average drawdown

6.23

7.78

-1.55

KMVAX vs. FIIMX - Sharpe Ratio Comparison

The current KMVAX Sharpe Ratio is 1.20, which is comparable to the FIIMX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of KMVAX and FIIMX, 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


KMVAXFIIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.18

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.38

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.50

-0.10

Correlation

The correlation between KMVAX and FIIMX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KMVAX vs. FIIMX - Dividend Comparison

KMVAX's dividend yield for the trailing twelve months is around 5.19%, less than FIIMX's 6.55% yield.


TTM20252024202320222021202020192018201720162015
KMVAX
Kirr Marbach Partners Value Fund
5.19%5.30%7.58%3.35%3.57%3.72%1.35%2.11%9.38%6.87%5.64%0.34%
FIIMX
Fidelity Advisor Mid Cap II Fund Class I
6.55%6.06%6.79%2.71%5.70%18.41%1.29%3.30%10.56%7.67%4.84%4.76%

Drawdowns

KMVAX vs. FIIMX - Drawdown Comparison

The maximum KMVAX drawdown since its inception was -65.81%, which is greater than FIIMX's maximum drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for KMVAX and FIIMX.


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Drawdown Indicators


KMVAXFIIMXDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-53.22%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-14.84%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-28.06%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.41%

-42.29%

-3.12%

Current Drawdown

Current decline from peak

-6.82%

-6.57%

-0.25%

Average Drawdown

Average peak-to-trough decline

-10.04%

-8.12%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.38%

+0.57%

Volatility

KMVAX vs. FIIMX - Volatility Comparison

The current volatility for Kirr Marbach Partners Value Fund (KMVAX) is 6.55%, while Fidelity Advisor Mid Cap II Fund Class I (FIIMX) has a volatility of 8.57%. This indicates that KMVAX experiences smaller price fluctuations and is considered to be less risky than FIIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMVAXFIIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

8.57%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

13.89%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.21%

22.29%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

20.29%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

20.94%

-0.84%