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KSCOX vs. DMCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSCOX vs. DMCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics Small Cap Opportunities Fund (KSCOX) and Driehaus Micro Cap Growth Fund (DMCRX). The values are adjusted to include any dividend payments, if applicable.

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KSCOX vs. DMCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KSCOX
Kinetics Small Cap Opportunities Fund
29.72%-8.66%68.42%-14.77%31.96%50.32%2.30%27.06%0.29%26.23%
DMCRX
Driehaus Micro Cap Growth Fund
-3.06%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%2.52%24.35%

Returns By Period

In the year-to-date period, KSCOX achieves a 29.72% return, which is significantly higher than DMCRX's -3.06% return. Over the past 10 years, KSCOX has outperformed DMCRX with an annualized return of 21.17%, while DMCRX has yielded a comparatively lower 19.96% annualized return.


KSCOX

1D
-5.64%
1M
-8.65%
YTD
29.72%
6M
22.71%
1Y
8.12%
3Y*
25.79%
5Y*
16.02%
10Y*
21.17%

DMCRX

1D
-3.72%
1M
-10.28%
YTD
-3.06%
6M
5.92%
1Y
55.58%
3Y*
22.06%
5Y*
5.94%
10Y*
19.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSCOX vs. DMCRX - Expense Ratio Comparison

KSCOX has a 1.64% expense ratio, which is higher than DMCRX's 1.38% expense ratio.


Return for Risk

KSCOX vs. DMCRX — Risk / Return Rank

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

KSCOX
KSCOX Risk / Return Rank: 1212
Overall Rank
KSCOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KSCOX Sortino Ratio Rank: 1414
Sortino Ratio Rank
KSCOX Omega Ratio Rank: 1414
Omega Ratio Rank
KSCOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KSCOX Martin Ratio Rank: 99
Martin Ratio Rank

DMCRX
DMCRX Risk / Return Rank: 8686
Overall Rank
DMCRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 7777
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 8989
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.

KSCOX vs. DMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Small Cap Opportunities Fund (KSCOX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.


KSCOXDMCRXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.73

-1.42

Sortino ratio

Return per unit of downside risk

0.63

2.26

-1.64

Omega ratio

Gain probability vs. loss probability

1.08

1.29

-0.21

Calmar ratio

Return relative to maximum drawdown

0.28

2.97

-2.69

Martin ratio

Return relative to average drawdown

0.46

9.91

-9.46

KSCOX vs. DMCRX - Sharpe Ratio Comparison

The current KSCOX Sharpe Ratio is 0.31, which is lower than the DMCRX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of KSCOX and DMCRX, 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


KSCOXDMCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.73

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.15

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.59

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.52

+0.08

Correlation

The correlation between KSCOX and DMCRX is 0.54, 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

KSCOX vs. DMCRX - Dividend Comparison

KSCOX's dividend yield for the trailing twelve months is around 0.14%, less than DMCRX's 14.15% yield.


TTM20252024202320222021202020192018201720162015
KSCOX
Kinetics Small Cap Opportunities Fund
0.14%0.18%3.58%6.71%0.00%1.67%0.00%0.00%0.00%0.00%0.00%0.00%
DMCRX
Driehaus Micro Cap Growth Fund
14.15%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%

Drawdowns

KSCOX vs. DMCRX - Drawdown Comparison

The maximum KSCOX drawdown since its inception was -70.09%, which is greater than DMCRX's maximum drawdown of -59.16%. Use the drawdown chart below to compare losses from any high point for KSCOX and DMCRX.


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Drawdown Indicators


KSCOXDMCRXDifference

Max Drawdown

Largest peak-to-trough decline

-70.09%

-59.16%

-10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-24.29%

-15.46%

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-33.10%

-59.16%

+26.06%

Max Drawdown (10Y)

Largest decline over 10 years

-47.09%

-59.16%

+12.07%

Current Drawdown

Current decline from peak

-11.01%

-15.41%

+4.40%

Average Drawdown

Average peak-to-trough decline

-14.89%

-20.35%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.84%

4.85%

+9.99%

Volatility

KSCOX vs. DMCRX - Volatility Comparison

The current volatility for Kinetics Small Cap Opportunities Fund (KSCOX) is 7.94%, while Driehaus Micro Cap Growth Fund (DMCRX) has a volatility of 11.21%. This indicates that KSCOX experiences smaller price fluctuations and is considered to be less risky than DMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSCOXDMCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

11.21%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

22.57%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

28.88%

31.03%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.74%

39.50%

-11.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

33.84%

-8.00%