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KMVAX vs. JACNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KMVAX vs. JACNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kirr Marbach Partners Value Fund (KMVAX) and Janus Henderson Contrarian Fund (JACNX). The values are adjusted to include any dividend payments, if applicable.

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KMVAX vs. JACNX - 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%
JACNX
Janus Henderson Contrarian Fund
-4.88%7.34%18.44%21.58%-21.54%20.79%27.88%43.19%-4.08%5.00%

Returns By Period

In the year-to-date period, KMVAX achieves a 1.97% return, which is significantly higher than JACNX's -4.88% return. Over the past 10 years, KMVAX has underperformed JACNX with an annualized return of 10.26%, while JACNX has yielded a comparatively higher 11.16% annualized return.


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%

JACNX

1D
4.46%
1M
-5.80%
YTD
-4.88%
6M
-8.56%
1Y
10.22%
3Y*
10.38%
5Y*
5.25%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KMVAX vs. JACNX - Expense Ratio Comparison

KMVAX has a 1.45% expense ratio, which is higher than JACNX's 0.90% expense ratio.


Return for Risk

KMVAX vs. JACNX — 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

JACNX
JACNX Risk / Return Rank: 1616
Overall Rank
JACNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JACNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JACNX Omega Ratio Rank: 1414
Omega Ratio Rank
JACNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JACNX Martin Ratio Rank: 1717
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. JACNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kirr Marbach Partners Value Fund (KMVAX) and Janus Henderson Contrarian Fund (JACNX). 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.


KMVAXJACNXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.41

+0.78

Sortino ratio

Return per unit of downside risk

1.79

0.76

+1.03

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

2.17

0.67

+1.50

Martin ratio

Return relative to average drawdown

6.23

1.94

+4.29

KMVAX vs. JACNX - Sharpe Ratio Comparison

The current KMVAX Sharpe Ratio is 1.20, which is higher than the JACNX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of KMVAX and JACNX, 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


KMVAXJACNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.41

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.24

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.33

+0.07

Correlation

The correlation between KMVAX and JACNX is 0.87, 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. JACNX - Dividend Comparison

KMVAX's dividend yield for the trailing twelve months is around 5.19%, less than JACNX's 11.67% 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%
JACNX
Janus Henderson Contrarian Fund
11.67%11.10%11.53%7.13%0.53%9.63%1.69%11.74%8.86%7.77%3.52%2.71%

Drawdowns

KMVAX vs. JACNX - Drawdown Comparison

The maximum KMVAX drawdown since its inception was -65.81%, roughly equal to the maximum JACNX drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for KMVAX and JACNX.


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Drawdown Indicators


KMVAXJACNXDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-66.81%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-14.27%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-30.32%

+5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.41%

-40.25%

-5.16%

Current Drawdown

Current decline from peak

-6.82%

-10.45%

+3.63%

Average Drawdown

Average peak-to-trough decline

-10.04%

-14.76%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

4.92%

-0.97%

Volatility

KMVAX vs. JACNX - Volatility Comparison

The current volatility for Kirr Marbach Partners Value Fund (KMVAX) is 6.55%, while Janus Henderson Contrarian Fund (JACNX) has a volatility of 9.08%. This indicates that KMVAX experiences smaller price fluctuations and is considered to be less risky than JACNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMVAXJACNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

9.08%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

15.52%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.21%

24.75%

-4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

21.89%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

21.69%

-1.59%