GCSVX vs. WWNPX
GCSVX (Geneva SMID Cap Growth Fund) and WWNPX (Kinetics Paradigm Fund) are both Mid Cap Growth Equities funds. Over the past 3 years, GCSVX returned 3.99%/yr vs 27.24%/yr for WWNPX. At a 0.44 correlation, their price movements are largely independent. GCSVX charges 0.43%/yr vs 1.64%/yr for WWNPX.
Performance
GCSVX vs. WWNPX - Performance Comparison
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Returns By Period
In the year-to-date period, GCSVX achieves a -0.98% return, which is significantly lower than WWNPX's 11.58% return.
GCSVX
- 1D
- 1.11%
- 1M
- 1.11%
- YTD
- -0.98%
- 6M
- -2.68%
- 1Y
- -2.91%
- 3Y*
- 3.99%
- 5Y*
- —
- 10Y*
- —
WWNPX
- 1D
- -0.25%
- 1M
- -12.34%
- YTD
- 11.58%
- 6M
- 7.30%
- 1Y
- -6.07%
- 3Y*
- 27.24%
- 5Y*
- 12.57%
- 10Y*
- 17.53%
GCSVX vs. WWNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | -0.98% | -8.94% | 14.70% | 19.92% | -24.73% | 4.24% |
WWNPX Kinetics Paradigm Fund | 11.58% | -14.61% | 88.34% | -16.97% | 29.18% | 2.51% |
Correlation
The correlation between GCSVX and WWNPX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2021 | 0.44 |
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Return for Risk
GCSVX vs. WWNPX — Risk / Return Rank
GCSVX
WWNPX
GCSVX vs. WWNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Geneva SMID Cap Growth Fund (GCSVX) 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.
| GCSVX | WWNPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.00 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | -0.22 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.50 | -0.52 | +0.02 |
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Drawdowns
GCSVX vs. WWNPX - Drawdown Comparison
The maximum GCSVX drawdown since its inception was -33.50%, smaller than the maximum WWNPX drawdown of -67.87%. Use the drawdown chart below to compare losses from any high point for GCSVX and WWNPX.
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Drawdown Indicators
| GCSVX | WWNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -67.87% | +34.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.94% | -27.71% | +12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -41.13% | +17.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.51% | — |
Current DrawdownCurrent decline from peak | -17.02% | -32.37% | +15.35% |
Average DrawdownAverage peak-to-trough decline | -14.47% | -13.93% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 11.65% | -5.65% |
Volatility
GCSVX vs. WWNPX - Volatility Comparison
The current volatility for Geneva SMID Cap Growth Fund (GCSVX) is 4.81%, while Kinetics Paradigm Fund (WWNPX) has a volatility of 9.80%. This indicates that GCSVX 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
| GCSVX | WWNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 9.80% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 27.20% | -14.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 33.66% | -16.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.77% | 33.02% | -11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 28.69% | -6.92% |
GCSVX vs. WWNPX - Expense Ratio Comparison
GCSVX has a 0.43% expense ratio, which is lower than WWNPX's 1.64% expense ratio.
Dividends
GCSVX vs. WWNPX - Dividend Comparison
GCSVX's dividend yield for the trailing twelve months is around 3.23%, less than WWNPX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | 3.23% | 3.20% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WWNPX Kinetics Paradigm Fund | 7.36% | 8.21% | 2.95% | 5.65% | 2.00% | 1.67% | 2.15% | 1.00% | 10.44% |
Frequently Asked Questions
GCSVX and WWNPX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWNPX has higher volatility (9.80%) compared to GCSVX (4.81%). In terms of maximum drawdown, GCSVX dropped -33.50% vs WWNPX's -67.87%.
GCSVX currently has the higher Sharpe Ratio (-0.18 vs -0.18), 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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