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PABAX vs. WWWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PABAX vs. WWWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Dynamic Asset Allocation Balanced Fund (PABAX) and Kinetics The Global Fund (WWWEX). The values are adjusted to include any dividend payments, if applicable.

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PABAX vs. WWWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PABAX
Putnam Dynamic Asset Allocation Balanced Fund
-3.31%14.90%15.25%15.80%-15.76%13.25%11.81%17.31%-7.21%15.21%
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, PABAX achieves a -3.31% return, which is significantly lower than WWWEX's 5.17% return. Over the past 10 years, PABAX has underperformed WWWEX with an annualized return of 7.80%, while WWWEX has yielded a comparatively higher 16.02% annualized return.


PABAX

1D
0.00%
1M
-5.49%
YTD
-3.31%
6M
-1.11%
1Y
12.17%
3Y*
12.14%
5Y*
6.57%
10Y*
7.80%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PABAX vs. WWWEX - Expense Ratio Comparison

PABAX has a 0.94% expense ratio, which is lower than WWWEX's 1.39% expense ratio.


Return for Risk

PABAX vs. WWWEX — Risk / Return Rank

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

PABAX
PABAX Risk / Return Rank: 6464
Overall Rank
PABAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PABAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PABAX Omega Ratio Rank: 6363
Omega Ratio Rank
PABAX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PABAX Martin Ratio Rank: 7171
Martin Ratio Rank

WWWEX
WWWEX Risk / Return Rank: 1212
Overall Rank
WWWEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WWWEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
WWWEX Omega Ratio Rank: 1111
Omega Ratio Rank
WWWEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
WWWEX Martin Ratio Rank: 1111
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.

PABAX vs. WWWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Dynamic Asset Allocation Balanced Fund (PABAX) 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.


PABAXWWWEXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.30

+0.82

Sortino ratio

Return per unit of downside risk

1.62

0.53

+1.09

Omega ratio

Gain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratio

Return relative to maximum drawdown

1.39

0.30

+1.09

Martin ratio

Return relative to average drawdown

6.72

0.74

+5.98

PABAX vs. WWWEX - Sharpe Ratio Comparison

The current PABAX Sharpe Ratio is 1.12, which is higher than the WWWEX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PABAX and WWWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PABAXWWWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.30

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.60

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.84

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.24

+0.39

Correlation

The correlation between PABAX and WWWEX is 0.60, 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

PABAX vs. WWWEX - Dividend Comparison

PABAX's dividend yield for the trailing twelve months is around 6.95%, more than WWWEX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
PABAX
Putnam Dynamic Asset Allocation Balanced Fund
6.95%7.60%10.79%1.63%6.10%11.51%1.35%1.81%8.72%6.15%2.39%7.06%
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

PABAX vs. WWWEX - Drawdown Comparison

The maximum PABAX drawdown since its inception was -45.92%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for PABAX and WWWEX.


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Drawdown Indicators


PABAXWWWEXDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-82.60%

+36.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-12.14%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-26.94%

+5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

-36.00%

+13.69%

Current Drawdown

Current decline from peak

-5.93%

-9.29%

+3.36%

Average Drawdown

Average peak-to-trough decline

-5.70%

-41.55%

+35.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

4.85%

-3.17%

Volatility

PABAX vs. WWWEX - Volatility Comparison

The current volatility for Putnam Dynamic Asset Allocation Balanced Fund (PABAX) is 3.33%, while Kinetics The Global Fund (WWWEX) has a volatility of 5.99%. This indicates that PABAX 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.


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Volatility by Period


PABAXWWWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.99%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

14.18%

-8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

18.30%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

19.90%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.77%

19.12%

-7.35%