IAVIX vs. WWWEX
IAVIX (Voya Solution Aggressive Portfolio) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, IAVIX returned 11.14%/yr vs 15.16%/yr for WWWEX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. IAVIX charges 0.36%/yr vs 1.39%/yr for WWWEX.
Performance
IAVIX vs. WWWEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAVIX achieves a 9.55% return, which is significantly higher than WWWEX's 4.79% return. Over the past 10 years, IAVIX has underperformed WWWEX with an annualized return of 11.14%, while WWWEX has yielded a comparatively higher 15.16% annualized return.
IAVIX
- 1D
- 1.67%
- 1M
- -0.95%
- 6M
- 6.32%
- YTD
- 9.55%
- 1Y
- 19.57%
- 3Y*
- 16.04%
- 5Y*
- 9.00%
- 10Y*
- 11.14%
- ALL TIME*
- 9.77%
WWWEX
- 1D
- 1.26%
- 1M
- 1.02%
- 6M
- -0.88%
- YTD
- 4.79%
- 1Y
- 0.83%
- 3Y*
- 28.06%
- 5Y*
- 13.30%
- 10Y*
- 15.16%
- ALL TIME*
- 4.61%
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 |
IAVIX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAVIX Voya Solution Aggressive Portfolio | 9.55% | 17.02% | 17.46% | 21.18% | -19.47% | 19.88% | 16.13% | 25.43% | -10.65% | 22.20% |
WWWEX Kinetics The Global Fund | 4.79% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Correlation
The correlation between IAVIX and WWWEX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.54 |
The correlation between IAVIX and WWWEX has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAVIX vs. WWWEX — Risk / Return Rank
IAVIX
WWWEX
IAVIX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution Aggressive Portfolio (IAVIX) 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.
| IAVIX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | -0.07 | +2.21 |
| Martin ratioReturn relative to average drawdown | 10.00 | -0.15 | +10.15 |
Loading charts...
Drawdowns
IAVIX vs. WWWEX - Drawdown Comparison
The maximum IAVIX drawdown since its inception was -35.38%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for IAVIX and WWWEX.
Loading charts...
Drawdown Indicators
| IAVIX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.38% | -82.60% | +47.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -13.86% | +4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -17.66% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -26.62% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -36.00% | +0.62% |
Current DrawdownCurrent decline from peak | -1.78% | -9.61% | +7.83% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -41.12% | +35.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 6.63% | -4.77% |
Volatility
IAVIX vs. WWWEX - Volatility Comparison
The current volatility for Voya Solution Aggressive Portfolio (IAVIX) is 3.43%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.67%. This indicates that IAVIX 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 charts...
Volatility by Period
| IAVIX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.67% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 13.30% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 17.34% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 19.41% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 19.24% | -2.29% |
IAVIX vs. WWWEX - Expense Ratio Comparison
IAVIX has a 0.36% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
IAVIX vs. WWWEX - Dividend Comparison
IAVIX's dividend yield for the trailing twelve months is around 7.32%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAVIX Voya Solution Aggressive Portfolio | 7.32% | 8.01% | 0.50% | 6.64% | 21.30% | 1.19% | 7.68% | 8.98% | 6.09% | 1.91% | 6.81% | 5.86% |
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
IAVIX and WWWEX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWWEX has higher volatility (3.67%) compared to IAVIX (3.43%). In terms of maximum drawdown, IAVIX dropped -35.38% vs WWWEX's -82.60%.
IAVIX currently has the higher Sharpe Ratio (1.50 vs -0.06), 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.
Find the right allocation for IAVIX and WWWEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer