POEAX vs. WWWEX
POEAX (Pacific Funds Portfolio Optimization Aggressive-Growth) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, POEAX returned 10.68%/yr vs 15.16%/yr for WWWEX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. POEAX charges 0.60%/yr vs 1.39%/yr for WWWEX.
Performance
POEAX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, POEAX achieves a 11.60% return, which is significantly higher than WWWEX's 4.79% return. Over the past 10 years, POEAX has underperformed WWWEX with an annualized return of 10.68%, while WWWEX has yielded a comparatively higher 15.16% annualized return.
POEAX
- 1D
- 1.79%
- 1M
- -0.06%
- 6M
- 8.37%
- YTD
- 11.60%
- 1Y
- 21.28%
- 3Y*
- 15.48%
- 5Y*
- 7.71%
- 10Y*
- 10.68%
- ALL TIME*
- 7.75%
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 |
POEAX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 11.60% | 16.66% | 15.13% | 18.53% | -21.24% | 18.82% | 16.09% | 26.91% | -9.28% | 19.17% |
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 POEAX and WWWEX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2004 | 0.60 |
The correlation between POEAX and WWWEX has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
POEAX vs. WWWEX — Risk / Return Rank
POEAX
WWWEX
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.
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.
| POEAX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | -0.07 | +2.31 |
| Martin ratioReturn relative to average drawdown | 9.71 | -0.15 | +9.86 |
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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.
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Drawdown Indicators
| POEAX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -82.60% | +25.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -13.86% | +5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -17.66% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -26.62% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -36.00% | +0.12% |
Current DrawdownCurrent decline from peak | -0.96% | -9.61% | +8.65% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -41.12% | +32.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 6.63% | -4.66% |
Volatility
POEAX vs. WWWEX - Volatility Comparison
The current volatility for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) is 3.41%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.67%. 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.
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Volatility by Period
| POEAX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.67% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 13.30% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 17.34% | -4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 19.41% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 19.24% | +2.28% |
POEAX vs. WWWEX - Expense Ratio Comparison
POEAX has a 0.60% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
POEAX vs. WWWEX - Dividend Comparison
POEAX's dividend yield for the trailing twelve months is around 6.92%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 6.92% | 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 | 2.46% | 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
POEAX and WWWEX have a correlation of 0.59, 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 POEAX (3.41%). In terms of maximum drawdown, POEAX dropped -57.49% vs WWWEX's -82.60%.
POEAX 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.
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