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KMVAX vs. LLSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KMVAX vs. LLSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kirr Marbach Partners Value Fund (KMVAX) and Longleaf Partners Small-Cap Fund (LLSCX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

KMVAX
KMVAX Risk / Return Rank: 1717
Overall Rank
KMVAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KMVAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
KMVAX Omega Ratio Rank: 1515
Omega Ratio Rank
KMVAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
KMVAX Martin Ratio Rank: 1818
Martin Ratio Rank

LLSCX
LLSCX Risk / Return Rank: 33
Overall Rank
LLSCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LLSCX Sortino Ratio Rank: 33
Sortino Ratio Rank
LLSCX Omega Ratio Rank: 33
Omega Ratio Rank
LLSCX Calmar Ratio Rank: 33
Calmar Ratio Rank
LLSCX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


KMVAXLLSCXDifference
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

KMVAX vs. LLSCX - Sharpe Ratio Comparison

The current KMVAX Sharpe Ratio is 0.61, which is higher than the LLSCX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of KMVAX and LLSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


KMVAXLLSCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.35%

-7.56%

+5.21%

Average Drawdown

Average peak-to-trough decline

-9.94%

-8.90%

-1.04%

Ulcer Index

Depth 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


KMVAXLLSCXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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