KMVAX vs. LLSCX
KMVAX (Kirr Marbach Partners Value Fund) and LLSCX (Longleaf Partners Small-Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, KMVAX returned 11.09%/yr vs 5.81%/yr for LLSCX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. KMVAX charges 1.45%/yr vs 0.95%/yr for LLSCX.
Performance
KMVAX vs. LLSCX - Performance Comparison
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Returns By Period
In the year-to-date period, KMVAX achieves a 12.69% return, which is significantly higher than LLSCX's -3.30% return. Over the past 10 years, KMVAX has outperformed LLSCX with an annualized return of 11.09%, while LLSCX has yielded a comparatively lower 5.81% annualized return.
KMVAX
- 1D
- 1.93%
- 1M
- -0.85%
- 6M
- 8.75%
- YTD
- 12.69%
- 1Y
- 12.29%
- 3Y*
- 19.07%
- 5Y*
- 12.59%
- 10Y*
- 11.09%
- ALL TIME*
- 8.48%
LLSCX
- 1D
- -2.33%
- 1M
- 1.15%
- 6M
- -4.81%
- YTD
- -3.30%
- 1Y
- 1.06%
- 3Y*
- 5.40%
- 5Y*
- 2.00%
- 10Y*
- 5.81%
- ALL TIME*
- 9.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KMVAX vs. LLSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMVAX Kirr Marbach Partners Value Fund | 12.69% | 14.44% | 27.82% | 20.42% | -16.01% | 28.83% | 2.96% | 27.03% | -19.72% | 16.12% |
LLSCX Longleaf Partners Small-Cap Fund | -3.30% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
Correlation
The correlation between KMVAX and LLSCX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1998 | 0.78 |
Over the past year, the correlation between KMVAX and LLSCX has dropped to 0.40 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
KMVAX vs. LLSCX — Risk / Return Rank
KMVAX
LLSCX
KMVAX vs. LLSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kirr Marbach Partners Value Fund (KMVAX) and Longleaf Partners Small-Cap Fund (LLSCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KMVAX | LLSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.99 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | -0.15 | +1.12 |
| Martin ratioReturn relative to average drawdown | 2.60 | -0.31 | +2.91 |
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Drawdowns
KMVAX vs. LLSCX - Drawdown Comparison
The maximum KMVAX drawdown since its inception was -65.81%, roughly equal to the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for KMVAX and LLSCX.
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Drawdown Indicators
| KMVAX | LLSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -63.97% | -1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -11.44% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -15.40% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.84% | -26.67% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -45.41% | -42.23% | -3.18% |
Current DrawdownCurrent decline from peak | -2.35% | -7.56% | +5.21% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -8.90% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 5.62% | -1.80% |
Volatility
KMVAX vs. LLSCX - Volatility Comparison
The current volatility for Kirr Marbach Partners Value Fund (KMVAX) is 4.11%, while Longleaf Partners Small-Cap Fund (LLSCX) has a volatility of 5.13%. This indicates that KMVAX experiences smaller price fluctuations and is considered to be less risky than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMVAX | LLSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.13% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 10.29% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 13.38% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 17.03% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 24.58% | -4.50% |
KMVAX vs. LLSCX - Expense Ratio Comparison
KMVAX has a 1.45% expense ratio, which is higher than LLSCX's 0.95% expense ratio.
Dividends
KMVAX vs. LLSCX - Dividend Comparison
KMVAX's dividend yield for the trailing twelve months is around 4.70%, more than LLSCX's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMVAX Kirr Marbach Partners Value Fund | 4.70% | 5.30% | 7.58% | 3.35% | 3.57% | 3.72% | 1.35% | 2.11% | 9.38% | 6.87% | 5.64% | 0.34% |
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Frequently Asked Questions
KMVAX and LLSCX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLSCX has higher volatility (5.13%) compared to KMVAX (4.11%). In terms of maximum drawdown, KMVAX dropped -65.81% vs LLSCX's -63.97%.
KMVAX currently has the higher Sharpe Ratio (0.61 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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