AADAX vs. WWWEX
AADAX (Invesco Select Risk: Growth Investor Fund) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, AADAX returned 8.02%/yr vs 15.19%/yr for WWWEX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. AADAX charges 0.43%/yr vs 1.39%/yr for WWWEX.
Performance
AADAX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, AADAX achieves a 10.30% return, which is significantly higher than WWWEX's 4.86% return. Over the past 10 years, AADAX has underperformed WWWEX with an annualized return of 8.02%, while WWWEX has yielded a comparatively higher 15.19% annualized return.
AADAX
- 1D
- 0.22%
- 1M
- -0.11%
- 6M
- 6.84%
- YTD
- 10.30%
- 1Y
- 19.48%
- 3Y*
- 12.87%
- 5Y*
- 5.74%
- 10Y*
- 8.02%
- ALL TIME*
- 6.54%
WWWEX
- 1D
- 0.06%
- 1M
- 1.08%
- 6M
- 1.32%
- YTD
- 4.86%
- 1Y
- 0.89%
- 3Y*
- 28.29%
- 5Y*
- 13.31%
- 10Y*
- 15.19%
- ALL TIME*
- 4.62%
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 |
AADAX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AADAX Invesco Select Risk: Growth Investor Fund | 10.30% | 15.52% | 9.61% | 13.38% | -18.74% | 13.66% | 11.79% | 20.63% | -8.29% | 15.76% |
WWWEX Kinetics The Global Fund | 4.86% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Correlation
The correlation between AADAX and WWWEX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 3, 2004 | 0.61 |
The correlation between AADAX and WWWEX has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
AADAX vs. WWWEX — Risk / Return Rank
AADAX
WWWEX
AADAX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and Kinetics The Global Fund (WWWEX). 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.
| AADAX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.01 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.02 | +2.39 |
| Martin ratioReturn relative to average drawdown | 9.64 | -0.05 | +9.69 |
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Drawdowns
AADAX vs. WWWEX - Drawdown Comparison
The maximum AADAX drawdown since its inception was -55.79%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for AADAX and WWWEX.
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Drawdown Indicators
| AADAX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.79% | -82.60% | +26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -13.86% | +6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -17.66% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -26.62% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -31.26% | -36.00% | +4.74% |
Current DrawdownCurrent decline from peak | -1.55% | -9.56% | +8.01% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -41.12% | +32.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 6.66% | -4.75% |
Volatility
AADAX vs. WWWEX - Volatility Comparison
The current volatility for Invesco Select Risk: Growth Investor Fund (AADAX) is 2.94%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.33%. This indicates that AADAX experiences smaller price fluctuations and is considered to be less risky than WWWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AADAX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.33% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 13.23% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 17.33% | -5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.97% | 19.40% | -6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 19.24% | -5.60% |
AADAX vs. WWWEX - Expense Ratio Comparison
AADAX has a 0.43% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
AADAX vs. WWWEX - Dividend Comparison
AADAX's dividend yield for the trailing twelve months is around 3.61%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADAX Invesco Select Risk: Growth Investor Fund | 3.61% | 3.98% | 4.66% | 2.08% | 5.87% | 6.35% | 11.65% | 9.73% | 2.44% | 1.83% | 1.13% | 1.59% |
WWWEX Kinetics The Global Fund | 2.46% | 2.58% | 0.98% | 2.50% | 1.47% | 3.50% | 0.00% | 0.00% | 0.08% | 9.04% | 0.40% | 0.06% |
Frequently Asked Questions
AADAX and WWWEX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWWEX has higher volatility (3.33%) compared to AADAX (2.94%). In terms of maximum drawdown, AADAX dropped -55.79% vs WWWEX's -82.60%.
AADAX currently has the higher Sharpe Ratio (1.57 vs -0.02), 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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