PortfoliosLab logoPortfoliosLab logo
SUNBX vs. KAMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUNBX vs. KAMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spectrum Unconstrained Fund (SUNBX) and Kensington Managed Income Fund (KAMIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SUNBX achieves a 1.57% return, which is significantly lower than KAMIX's 1.93% return.


SUNBX

1D
0.20%
1M
1.41%
YTD
1.57%
6M
1.82%
1Y
7.43%
3Y*
6.21%
5Y*
3.33%
10Y*

KAMIX

1D
0.21%
1M
0.72%
YTD
1.93%
6M
2.20%
1Y
6.55%
3Y*
5.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUNBX vs. KAMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SUNBX
Spectrum Unconstrained Fund
1.57%8.31%1.35%10.83%0.11%
KAMIX
Kensington Managed Income Fund
1.93%4.32%4.38%3.96%-2.13%

Correlation

The correlation between SUNBX and KAMIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2022

0.60

The correlation between SUNBX and KAMIX has been stable across timeframes, ranging from 0.60 to 0.64 - 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

SUNBX vs. KAMIX — Risk / Return Rank

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

SUNBX
SUNBX Risk / Return Rank: 3737
Overall Rank
SUNBX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SUNBX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SUNBX Omega Ratio Rank: 5454
Omega Ratio Rank
SUNBX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SUNBX Martin Ratio Rank: 2121
Martin Ratio Rank

KAMIX
KAMIX Risk / Return Rank: 6666
Overall Rank
KAMIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KAMIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
KAMIX Omega Ratio Rank: 7373
Omega Ratio Rank
KAMIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
KAMIX Martin Ratio Rank: 6666
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.

SUNBX vs. KAMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spectrum Unconstrained Fund (SUNBX) and Kensington Managed Income Fund (KAMIX). 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.


SUNBXKAMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

1.97

2.66

-0.69

Martin ratioReturn relative to average drawdown

4.95

11.98

-7.03

SUNBX vs. KAMIX - Sharpe Ratio Comparison

The current SUNBX Sharpe Ratio is 1.75, which is comparable to the KAMIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SUNBX and KAMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SUNBX vs. KAMIX - Drawdown Comparison

The maximum SUNBX drawdown since its inception was -10.36%, which is greater than KAMIX's maximum drawdown of -6.11%. Use the drawdown chart below to compare losses from any high point for SUNBX and KAMIX.


Loading charts...

Drawdown Indicators


SUNBXKAMIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.36%

-6.11%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-2.55%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-3.84%

-4.35%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-10.36%

Current Drawdown

Current decline from peak

-0.94%

-0.10%

-0.84%

Average Drawdown

Average peak-to-trough decline

-3.55%

-2.13%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.57%

+0.96%

Volatility

SUNBX vs. KAMIX - Volatility Comparison

Spectrum Unconstrained Fund (SUNBX) has a higher volatility of 1.87% compared to Kensington Managed Income Fund (KAMIX) at 1.09%. This indicates that SUNBX's price experiences larger fluctuations and is considered to be riskier than KAMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUNBXKAMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

1.09%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

2.57%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

3.16%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

3.81%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

3.81%

+1.21%

SUNBX vs. KAMIX - Expense Ratio Comparison

SUNBX has a 2.43% expense ratio, which is higher than KAMIX's 1.36% expense ratio.


Dividends

SUNBX vs. KAMIX - Dividend Comparison

SUNBX's dividend yield for the trailing twelve months is around 2.80%, less than KAMIX's 5.59% yield.


PositionTTM20252024202320222021
KAMIX
Kensington Managed Income Fund
5.59%4.57%5.60%4.15%0.75%0.00%
SUNBX
Spectrum Unconstrained Fund
2.80%2.84%3.75%2.81%0.00%8.52%

Frequently Asked Questions


SUNBX and KAMIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUNBX has higher volatility (1.87%) compared to KAMIX (1.09%). In terms of maximum drawdown, SUNBX dropped -10.36% vs KAMIX's -6.11%.

KAMIX currently has the higher Sharpe Ratio (2.15 vs 1.75), 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

Find the right allocation for SUNBX and KAMIX

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