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KSOAX vs. KSCOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSOAX vs. KSCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) and Kinetics Small Cap Opportunities Fund (KSCOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with KSOAX having a 13.05% return and KSCOX slightly higher at 13.17%. Both investments have delivered pretty close results over the past 10 years, with KSOAX having a 18.82% annualized return and KSCOX not far ahead at 19.13%.


KSOAX

1D
-0.24%
1M
-8.66%
YTD
13.05%
6M
10.61%
1Y
3.33%
3Y*
25.05%
5Y*
12.43%
10Y*
18.82%

KSCOX

1D
-0.23%
1M
-8.65%
YTD
13.17%
6M
10.75%
1Y
3.59%
3Y*
25.36%
5Y*
12.71%
10Y*
19.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSOAX vs. KSCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
13.05%-8.89%68.00%-14.98%31.64%49.94%2.04%26.72%0.00%25.94%
KSCOX
Kinetics Small Cap Opportunities Fund
13.17%-8.66%68.42%-14.77%31.96%50.32%2.30%27.06%0.29%26.23%

Correlation

The correlation between KSOAX and KSCOX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2001

1.00

The correlation between KSOAX and KSCOX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

KSOAX vs. KSCOX — Risk / Return Rank

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

KSOAX
KSOAX Risk / Return Rank: 33
Overall Rank
KSOAX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
KSOAX Sortino Ratio Rank: 44
Sortino Ratio Rank
KSOAX Omega Ratio Rank: 44
Omega Ratio Rank
KSOAX Calmar Ratio Rank: 33
Calmar Ratio Rank
KSOAX Martin Ratio Rank: 33
Martin Ratio Rank

KSCOX
KSCOX Risk / Return Rank: 33
Overall Rank
KSCOX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
KSCOX Sortino Ratio Rank: 44
Sortino Ratio Rank
KSCOX Omega Ratio Rank: 44
Omega Ratio Rank
KSCOX Calmar Ratio Rank: 33
Calmar Ratio Rank
KSCOX Martin Ratio Rank: 33
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.

KSOAX vs. KSCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) and Kinetics Small Cap Opportunities Fund (KSCOX). 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.


KSOAXKSCOXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.09

0.10

-0.01

Martin ratioReturn relative to average drawdown

0.21

0.24

-0.03

KSOAX vs. KSCOX - Sharpe Ratio Comparison

The current KSOAX Sharpe Ratio is 0.07, which is comparable to the KSCOX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of KSOAX and KSCOX, 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

KSOAX vs. KSCOX - Drawdown Comparison

The maximum KSOAX drawdown since its inception was -70.21%, roughly equal to the maximum KSCOX drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for KSOAX and KSCOX.


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Drawdown Indicators


KSOAXKSCOXDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-70.09%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-21.60%

-21.54%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

-33.10%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

-33.10%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.11%

-47.09%

-0.02%

Current Drawdown

Current decline from peak

-22.66%

-22.36%

-0.30%

Average Drawdown

Average peak-to-trough decline

-15.88%

-14.90%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.09%

9.05%

+0.04%

Volatility

KSOAX vs. KSCOX - Volatility Comparison

Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) and Kinetics Small Cap Opportunities Fund (KSCOX) have volatilities of 8.10% and 8.09%, 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.


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Volatility by Period


KSOAXKSCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

8.09%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

21.96%

21.95%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

26.79%

26.78%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.95%

27.95%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.22%

26.22%

0.00%

KSOAX vs. KSCOX - Expense Ratio Comparison

KSOAX has a 1.89% expense ratio, which is higher than KSCOX's 1.64% expense ratio.


Dividends

KSOAX vs. KSCOX - Dividend Comparison

KSOAX has not paid dividends to shareholders, while KSCOX's dividend yield for the trailing twelve months is around 0.16%.


PositionTTM20252024202320222021
KSCOX
Kinetics Small Cap Opportunities Fund
0.16%0.18%3.58%6.71%0.00%1.67%
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
0.00%0.00%3.52%6.72%0.00%1.41%

Frequently Asked Questions


With a correlation of 1.00, KSOAX and KSCOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KSOAX has higher volatility (8.10%) compared to KSCOX (8.09%). In terms of maximum drawdown, KSOAX dropped -70.21% vs KSCOX's -70.09%.

KSCOX currently has the higher Sharpe Ratio (0.08 vs 0.07), 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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