PortfoliosLab logoPortfoliosLab logo
POEAX vs. WWWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POEAX vs. WWWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Kinetics The Global Fund (WWWEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

POEAX vs. WWWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
-1.83%16.66%15.13%18.53%-21.24%18.82%16.09%26.91%-9.28%19.17%
WWWEX
Kinetics The Global Fund
6.72%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, POEAX achieves a -1.83% return, which is significantly lower than WWWEX's 6.72% return. Over the past 10 years, POEAX has underperformed WWWEX with an annualized return of 9.75%, while WWWEX has yielded a comparatively higher 16.19% annualized return.


POEAX

1D
2.77%
1M
-5.49%
YTD
-1.83%
6M
0.04%
1Y
17.81%
3Y*
13.92%
5Y*
6.34%
10Y*
9.75%

WWWEX

1D
1.48%
1M
-7.55%
YTD
6.72%
6M
-1.01%
1Y
6.03%
3Y*
29.05%
5Y*
11.92%
10Y*
16.19%
*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.


POEAX vs. WWWEX - Expense Ratio Comparison

POEAX has a 0.60% expense ratio, which is lower than WWWEX's 1.39% expense ratio.


Return for Risk

POEAX vs. WWWEX — Risk / Return Rank

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

POEAX
POEAX Risk / Return Rank: 5959
Overall Rank
POEAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
POEAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
POEAX Omega Ratio Rank: 5656
Omega Ratio Rank
POEAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
POEAX Martin Ratio Rank: 7070
Martin Ratio Rank

WWWEX
WWWEX Risk / Return Rank: 1414
Overall Rank
WWWEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WWWEX Sortino Ratio Rank: 1313
Sortino Ratio Rank
WWWEX Omega Ratio Rank: 1111
Omega Ratio Rank
WWWEX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WWWEX Martin Ratio Rank: 1414
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.

POEAX vs. WWWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) 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.


POEAXWWWEXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.39

+0.70

Sortino ratio

Return per unit of downside risk

1.62

0.65

+0.97

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.55

0.57

+0.98

Martin ratio

Return relative to average drawdown

7.46

1.42

+6.03

POEAX vs. WWWEX - Sharpe Ratio Comparison

The current POEAX Sharpe Ratio is 1.08, which is higher than the WWWEX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of POEAX 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.


Loading graphics...

Sharpe Ratios by Period


POEAXWWWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.39

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.60

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.85

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.24

+0.12

Correlation

The correlation between POEAX 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

POEAX vs. WWWEX - Dividend Comparison

POEAX's dividend yield for the trailing twelve months is around 7.87%, more than WWWEX's 2.42% yield.


TTM20252024202320222021202020192018201720162015
POEAX
Pacific Funds Portfolio Optimization Aggressive-Growth
7.87%7.73%2.12%1.67%36.10%10.62%3.32%7.91%24.81%4.03%7.09%3.16%
WWWEX
Kinetics The Global Fund
2.42%2.58%0.98%2.50%1.47%3.50%0.00%0.00%0.08%9.04%0.40%0.06%

Drawdowns

POEAX vs. WWWEX - Drawdown Comparison

The maximum POEAX drawdown since its inception was -57.49%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for POEAX and WWWEX.


Loading graphics...

Drawdown Indicators


POEAXWWWEXDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-82.60%

+25.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-12.14%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.40%

-26.94%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-36.00%

+0.12%

Current Drawdown

Current decline from peak

-6.04%

-7.95%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.87%

-41.54%

+32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

4.88%

-2.43%

Volatility

POEAX vs. WWWEX - Volatility Comparison

The current volatility for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) is 5.59%, while Kinetics The Global Fund (WWWEX) has a volatility of 5.99%. This indicates that POEAX 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 graphics...

Volatility by Period


POEAXWWWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.99%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

14.24%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

18.32%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.08%

19.91%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

19.12%

+2.42%