DIFIX vs. WWWEX
Compare and contrast key facts about MFS Diversified Income Fund (DIFIX) and Kinetics The Global Fund (WWWEX).
DIFIX is managed by MFS. It was launched on May 25, 2006. WWWEX is managed by Kinetics. It was launched on Dec 30, 1999.
Performance
DIFIX vs. WWWEX - Performance Comparison
Loading graphics...
DIFIX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 0.06% | 9.73% | 4.60% | 8.84% | -13.55% | 9.26% | 2.17% | 17.69% | -3.41% | 8.94% |
WWWEX Kinetics The Global Fund | 5.17% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Returns By Period
In the year-to-date period, DIFIX achieves a 0.06% return, which is significantly lower than WWWEX's 5.17% return. Over the past 10 years, DIFIX has underperformed WWWEX with an annualized return of 4.63%, while WWWEX has yielded a comparatively higher 16.02% annualized return.
DIFIX
- 1D
- 0.24%
- 1M
- -4.25%
- YTD
- 0.06%
- 6M
- 1.69%
- 1Y
- 7.44%
- 3Y*
- 6.73%
- 5Y*
- 3.07%
- 10Y*
- 4.63%
WWWEX
- 1D
- -2.26%
- 1M
- -7.55%
- YTD
- 5.17%
- 6M
- -1.12%
- 1Y
- 5.51%
- 3Y*
- 28.42%
- 5Y*
- 11.80%
- 10Y*
- 16.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIFIX vs. WWWEX - Expense Ratio Comparison
DIFIX has a 0.73% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Return for Risk
DIFIX vs. WWWEX — Risk / Return Rank
DIFIX
WWWEX
DIFIX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) 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.
| DIFIX | WWWEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.30 | +1.12 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.53 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.07 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.30 | +1.33 |
Martin ratioReturn relative to average drawdown | 6.53 | 0.74 | +5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DIFIX | WWWEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.30 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.60 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.84 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.24 | +0.40 |
Correlation
The correlation between DIFIX and WWWEX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DIFIX vs. WWWEX - Dividend Comparison
DIFIX's dividend yield for the trailing twelve months is around 5.40%, more than WWWEX's 2.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 5.40% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
WWWEX Kinetics The Global Fund | 2.45% | 2.58% | 0.98% | 2.50% | 1.47% | 3.50% | 0.00% | 0.00% | 0.08% | 9.04% | 0.40% | 0.06% |
Drawdowns
DIFIX vs. WWWEX - Drawdown Comparison
The maximum DIFIX drawdown since its inception was -35.04%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for DIFIX and WWWEX.
Loading graphics...
Drawdown Indicators
| DIFIX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -82.60% | +47.56% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -12.14% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -26.94% | +7.24% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -36.00% | +12.31% |
Current DrawdownCurrent decline from peak | -4.25% | -9.29% | +5.04% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -41.55% | +37.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 4.85% | -3.63% |
Volatility
DIFIX vs. WWWEX - Volatility Comparison
The current volatility for MFS Diversified Income Fund (DIFIX) is 2.02%, while Kinetics The Global Fund (WWWEX) has a volatility of 5.99%. This indicates that DIFIX 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.
Loading graphics...
Volatility by Period
| DIFIX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 5.99% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 14.18% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 18.30% | -12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.79% | 19.90% | -13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 19.12% | -11.63% |