KSDIX vs. VSMVX
KSDIX (Keeley Small Cap Dividend Value Fund) and VSMVX (Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, KSDIX returned 9.73%/yr vs 10.18%/yr for VSMVX. Their 0.95 correlation means they have historically moved very closely together. KSDIX charges 1.17%/yr vs 0.08%/yr for VSMVX.
Performance
KSDIX vs. VSMVX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with KSDIX having a 20.94% return and VSMVX slightly lower at 20.21%. Both investments have delivered pretty close results over the past 10 years, with KSDIX having a 9.73% annualized return and VSMVX not far ahead at 10.18%.
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%
VSMVX
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 12.92%
- YTD
- 20.21%
- 1Y
- 39.48%
- 3Y*
- 12.36%
- 5Y*
- 8.02%
- 10Y*
- 10.18%
- ALL TIME*
- 11.29%
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. VSMVX - 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 20.21% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 2.79% | 24.47% | -12.67% | 11.64% |
Correlation
The correlation between KSDIX and VSMVX is 0.90, 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. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2012 | 0.95 |
The correlation between KSDIX and VSMVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KSDIX vs. VSMVX — Risk / Return Rank
KSDIX
VSMVX
KSDIX vs. VSMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keeley Small Cap Dividend Value Fund (KSDIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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 | VSMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.84 | -0.56 |
| Martin ratioReturn relative to average drawdown | 11.08 | 13.25 | -2.18 |
Loading charts...
Drawdowns
KSDIX vs. VSMVX - Drawdown Comparison
The maximum KSDIX drawdown since its inception was -48.82%, roughly equal to the maximum VSMVX drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for KSDIX and VSMVX.
Loading charts...
Drawdown Indicators
| KSDIX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.82% | -47.61% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -9.33% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.00% | -28.81% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -28.81% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -48.82% | -47.61% | -1.21% |
Current DrawdownCurrent decline from peak | -1.03% | -1.61% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -7.56% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.70% | -0.22% |
Volatility
KSDIX vs. VSMVX - Volatility Comparison
Keeley Small Cap Dividend Value Fund (KSDIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) have volatilities of 3.39% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KSDIX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.51% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 11.21% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 17.83% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 21.76% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 24.07% | -1.51% |
KSDIX vs. VSMVX - Expense Ratio Comparison
KSDIX has a 1.17% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Dividends
KSDIX vs. VSMVX - Dividend Comparison
KSDIX's dividend yield for the trailing twelve months is around 3.88%, more than VSMVX's 1.74% 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.74% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Frequently Asked Questions
KSDIX and VSMVX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSMVX has higher volatility (3.51%) compared to KSDIX (3.39%). In terms of maximum drawdown, KSDIX dropped -48.82% vs VSMVX's -47.61%.
VSMVX currently has the higher Sharpe Ratio (2.01 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.
Find the right allocation for KSDIX and VSMVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer