FAMVX vs. WWNPX
FAMVX (FAM Value Fund) and WWNPX (Kinetics Paradigm Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, FAMVX returned 10.80%/yr vs 17.86%/yr for WWNPX. A 0.67 correlation means they provide meaningful diversification when combined. FAMVX charges 1.19%/yr vs 1.64%/yr for WWNPX.
Performance
FAMVX vs. WWNPX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMVX achieves a 6.98% return, which is significantly lower than WWNPX's 12.75% return. Over the past 10 years, FAMVX has underperformed WWNPX with an annualized return of 10.80%, while WWNPX has yielded a comparatively higher 17.86% annualized return.
FAMVX
- 1D
- 0.28%
- 1M
- 4.34%
- YTD
- 6.98%
- 6M
- 5.42%
- 1Y
- 9.13%
- 3Y*
- 13.41%
- 5Y*
- 7.47%
- 10Y*
- 10.80%
WWNPX
- 1D
- 1.05%
- 1M
- -11.42%
- YTD
- 12.75%
- 6M
- 9.79%
- 1Y
- -3.12%
- 3Y*
- 29.02%
- 5Y*
- 12.04%
- 10Y*
- 17.86%
FAMVX vs. WWNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 6.98% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
WWNPX Kinetics Paradigm Fund | 12.75% | -14.61% | 88.34% | -16.97% | 29.18% | 38.14% | 3.38% | 30.47% | -5.24% | 28.41% |
Correlation
The correlation between FAMVX and WWNPX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1999 | 0.67 |
Over the past year, the correlation between FAMVX and WWNPX has dropped to 0.39 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
FAMVX vs. WWNPX — Risk / Return Rank
FAMVX
WWNPX
FAMVX vs. WWNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Value Fund (FAMVX) 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.
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.
| FAMVX | WWNPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.00 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.18 | +1.27 |
| Martin ratioReturn relative to average drawdown | 3.25 | -0.43 | +3.69 |
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Drawdowns
FAMVX vs. WWNPX - Drawdown Comparison
The maximum FAMVX drawdown since its inception was -51.12%, smaller than the maximum WWNPX drawdown of -67.87%. Use the drawdown chart below to compare losses from any high point for FAMVX and WWNPX.
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Drawdown Indicators
| FAMVX | WWNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.12% | -67.87% | +16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -27.71% | +18.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -41.13% | +24.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -41.13% | +18.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -43.51% | +5.78% |
Current DrawdownCurrent decline from peak | -0.38% | -31.66% | +31.28% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -13.93% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 11.77% | -8.61% |
Volatility
FAMVX vs. WWNPX - Volatility Comparison
The current volatility for FAM Value Fund (FAMVX) is 4.17%, while Kinetics Paradigm Fund (WWNPX) has a volatility of 9.71%. This indicates that FAMVX experiences smaller price fluctuations and is considered to be less risky than WWNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMVX | WWNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 9.71% | -5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 26.86% | -16.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 33.74% | -19.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 33.01% | -15.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 28.71% | -10.47% |
FAMVX vs. WWNPX - Expense Ratio Comparison
FAMVX has a 1.19% expense ratio, which is lower than WWNPX's 1.64% expense ratio.
Dividends
FAMVX vs. WWNPX - Dividend Comparison
FAMVX's dividend yield for the trailing twelve months is around 4.58%, less than WWNPX's 7.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.58% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
WWNPX Kinetics Paradigm Fund | 7.28% | 8.21% | 2.95% | 5.65% | 2.00% | 1.67% | 2.15% | 1.00% | 10.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAMVX and WWNPX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWNPX has higher volatility (9.71%) compared to FAMVX (4.17%). In terms of maximum drawdown, FAMVX dropped -51.12% vs WWNPX's -67.87%.
FAMVX currently has the higher Sharpe Ratio (0.74 vs -0.15), 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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