PortfoliosLab logoPortfoliosLab logo
FAGKX vs. WWNPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGKX vs. WWNPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies Fund Class K (FAGKX) and Kinetics Paradigm Fund (WWNPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAGKX vs. WWNPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGKX
Fidelity Growth Strategies Fund Class K
-3.18%3.13%17.83%21.07%-26.41%21.43%29.49%36.75%-6.77%21.07%
WWNPX
Kinetics Paradigm Fund
38.76%-14.61%88.34%-16.97%29.18%38.14%3.38%30.47%-5.24%28.41%

Returns By Period

In the year-to-date period, FAGKX achieves a -3.18% return, which is significantly lower than WWNPX's 38.76% return. Over the past 10 years, FAGKX has underperformed WWNPX with an annualized return of 10.08%, while WWNPX has yielded a comparatively higher 20.72% annualized return.


FAGKX

1D
4.36%
1M
-8.29%
YTD
-3.18%
6M
-14.14%
1Y
7.22%
3Y*
9.58%
5Y*
4.48%
10Y*
10.08%

WWNPX

1D
1.54%
1M
-9.22%
YTD
38.76%
6M
23.34%
1Y
3.39%
3Y*
30.92%
5Y*
16.21%
10Y*
20.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAGKX vs. WWNPX - Expense Ratio Comparison

FAGKX has a 0.52% expense ratio, which is lower than WWNPX's 1.64% expense ratio.


Return for Risk

FAGKX vs. WWNPX — Risk / Return Rank

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

FAGKX
FAGKX Risk / Return Rank: 1111
Overall Rank
FAGKX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAGKX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAGKX Omega Ratio Rank: 1212
Omega Ratio Rank
FAGKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAGKX Martin Ratio Rank: 1010
Martin Ratio Rank

WWNPX
WWNPX Risk / Return Rank: 88
Overall Rank
WWNPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WWNPX Sortino Ratio Rank: 99
Sortino Ratio Rank
WWNPX Omega Ratio Rank: 88
Omega Ratio Rank
WWNPX Calmar Ratio Rank: 99
Calmar Ratio Rank
WWNPX Martin Ratio Rank: 77
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.

FAGKX vs. WWNPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund Class K (FAGKX) and Kinetics Paradigm Fund (WWNPX). 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.


FAGKXWWNPXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.15

+0.17

Sortino ratio

Return per unit of downside risk

0.61

0.46

+0.15

Omega ratio

Gain probability vs. loss probability

1.09

1.06

+0.03

Calmar ratio

Return relative to maximum drawdown

0.29

0.20

+0.10

Martin ratio

Return relative to average drawdown

0.84

0.32

+0.52

FAGKX vs. WWNPX - Sharpe Ratio Comparison

The current FAGKX Sharpe Ratio is 0.32, which is higher than the WWNPX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FAGKX and WWNPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FAGKXWWNPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.15

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.50

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.74

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.18

Correlation

The correlation between FAGKX and WWNPX is 0.65, 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

FAGKX vs. WWNPX - Dividend Comparison

FAGKX has not paid dividends to shareholders, while WWNPX's dividend yield for the trailing twelve months is around 5.92%.


TTM20252024202320222021202020192018201720162015
FAGKX
Fidelity Growth Strategies Fund Class K
0.00%0.00%0.00%0.16%0.00%13.99%8.30%3.73%0.90%0.05%0.72%0.29%
WWNPX
Kinetics Paradigm Fund
5.92%8.21%2.95%5.65%2.00%1.67%2.15%1.00%10.44%0.00%0.00%0.00%

Drawdowns

FAGKX vs. WWNPX - Drawdown Comparison

The maximum FAGKX drawdown since its inception was -54.37%, smaller than the maximum WWNPX drawdown of -67.87%. Use the drawdown chart below to compare losses from any high point for FAGKX and WWNPX.


Loading graphics...

Drawdown Indicators


FAGKXWWNPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.37%

-67.87%

+13.50%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-32.61%

+12.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.57%

-41.13%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.57%

-43.51%

+6.94%

Current Drawdown

Current decline from peak

-16.81%

-15.90%

-0.91%

Average Drawdown

Average peak-to-trough decline

-10.12%

-13.85%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

20.16%

-13.05%

Volatility

FAGKX vs. WWNPX - Volatility Comparison

Fidelity Growth Strategies Fund Class K (FAGKX) and Kinetics Paradigm Fund (WWNPX) have volatilities of 8.97% and 9.22%, 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 graphics...

Volatility by Period


FAGKXWWNPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

9.22%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

24.58%

-6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.86%

36.48%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.38%

32.56%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

28.17%

-6.16%