KSDIX vs. PMJIX
KSDIX (Keeley Small Cap Dividend Value Fund) and PMJIX (PIMCO RAE US Small Fund) are both Small Cap Value Equities funds. Over the past 10 years, KSDIX returned 9.73%/yr vs 13.38%/yr for PMJIX. Their correlation of 0.92 means they have usually moved in the same direction. KSDIX charges 1.17%/yr vs 0.50%/yr for PMJIX.
Performance
KSDIX vs. PMJIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with KSDIX having a 20.94% return and PMJIX slightly lower at 20.55%. Over the past 10 years, KSDIX has underperformed PMJIX with an annualized return of 9.73%, while PMJIX has yielded a comparatively higher 13.38% annualized return.
KSDIX
- 1D
- 0.25%
- 1M
- 1.61%
- 6M
- 12.82%
- YTD
- 20.94%
- 1Y
- 30.70%
- 3Y*
- 14.81%
- 5Y*
- 9.80%
- 10Y*
- 9.73%
- ALL TIME*
- 10.98%
PMJIX
- 1D
- 0.14%
- 1M
- 0.50%
- 6M
- 16.74%
- YTD
- 20.55%
- 1Y
- 36.15%
- 3Y*
- 18.03%
- 5Y*
- 13.12%
- 10Y*
- 13.38%
- ALL TIME*
- 11.87%
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 |
KSDIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSDIX Keeley Small Cap Dividend Value Fund | 20.94% | 5.20% | 14.43% | 10.25% | -5.67% | 24.94% | 3.89% | 22.68% | -16.26% | 7.64% |
PMJIX PIMCO RAE US Small Fund | 20.55% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Correlation
The correlation between KSDIX and PMJIX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.92 |
The correlation between KSDIX and PMJIX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
KSDIX vs. PMJIX — Risk / Return Rank
KSDIX
PMJIX
KSDIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keeley Small Cap Dividend Value Fund (KSDIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| KSDIX | PMJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 4.31 | -1.03 |
| Martin ratioReturn relative to average drawdown | 11.08 | 13.25 | -2.18 |
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Drawdowns
KSDIX vs. PMJIX - Drawdown Comparison
The maximum KSDIX drawdown since its inception was -48.82%, roughly equal to the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for KSDIX and PMJIX.
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Drawdown Indicators
| KSDIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.82% | -49.75% | +0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -7.62% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.00% | -26.04% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -49.75% | +24.75% |
Max Drawdown (10Y)Largest decline over 10 years | -48.82% | -49.75% | +0.93% |
Current DrawdownCurrent decline from peak | -1.03% | -1.27% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -16.00% | +9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.50% | -0.02% |
Volatility
KSDIX vs. PMJIX - Volatility Comparison
Keeley Small Cap Dividend Value Fund (KSDIX) has a higher volatility of 3.39% compared to PIMCO RAE US Small Fund (PMJIX) at 3.21%. This indicates that KSDIX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KSDIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.21% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 11.24% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 16.83% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 39.27% | -20.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 33.03% | -10.47% |
KSDIX vs. PMJIX - Expense Ratio Comparison
KSDIX has a 1.17% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Dividends
KSDIX vs. PMJIX - Dividend Comparison
KSDIX's dividend yield for the trailing twelve months is around 3.88%, more than PMJIX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSDIX Keeley Small Cap Dividend Value Fund | 3.88% | 5.03% | 10.24% | 5.43% | 14.51% | 12.44% | 1.72% | 3.79% | 11.69% | 7.51% | 3.12% | 6.45% |
PMJIX PIMCO RAE US Small Fund | 2.62% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Frequently Asked Questions
KSDIX and PMJIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSDIX has higher volatility (3.39%) compared to PMJIX (3.21%). In terms of maximum drawdown, KSDIX dropped -48.82% vs PMJIX's -49.75%.
PMJIX currently has the higher Sharpe Ratio (1.96 vs 1.86), 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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