PPRMX vs. WWWEX
PPRMX (PIMCO Inflation Response Multi-Asset Fund) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 10 years, PPRMX returned 7.30%/yr vs 15.16%/yr for WWWEX. Their 0.39 correlation means their historical movements had little consistent relationship. PPRMX charges 0.76%/yr vs 1.39%/yr for WWWEX.
Performance
PPRMX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, PPRMX achieves a 6.30% return, which is significantly higher than WWWEX's 4.79% return. Over the past 10 years, PPRMX has underperformed WWWEX with an annualized return of 7.30%, while WWWEX has yielded a comparatively higher 15.16% annualized return.
PPRMX
- 1D
- 0.22%
- 1M
- 1.32%
- 6M
- 4.17%
- YTD
- 6.30%
- 1Y
- 14.12%
- 3Y*
- 12.60%
- 5Y*
- 7.69%
- 10Y*
- 7.30%
- ALL TIME*
- 4.83%
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 |
PPRMX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 6.30% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
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 PPRMX and WWWEX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2011 | 0.39 |
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Return for Risk
PPRMX vs. WWWEX — Risk / Return Rank
PPRMX
WWWEX
PPRMX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PPRMX) 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.
| PPRMX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.00 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | -0.07 | +3.89 |
| Martin ratioReturn relative to average drawdown | 11.89 | -0.15 | +12.03 |
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Drawdowns
PPRMX vs. WWWEX - Drawdown Comparison
The maximum PPRMX drawdown since its inception was -18.70%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for PPRMX and WWWEX.
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Drawdown Indicators
| PPRMX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.70% | -82.60% | +63.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.79% | -13.86% | +10.07% |
Max Drawdown (3Y)Largest decline over 3 years | -4.97% | -17.66% | +12.69% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | -26.62% | +12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -36.00% | +17.80% |
Current DrawdownCurrent decline from peak | -1.66% | -9.61% | +7.95% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -41.12% | +36.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 6.63% | -5.41% |
Volatility
PPRMX vs. WWWEX - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund (PPRMX) is 1.37%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.67%. This indicates that PPRMX 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
| PPRMX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 3.67% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.82% | 13.30% | -8.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.01% | 17.34% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 19.41% | -11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 19.24% | -11.72% |
PPRMX vs. WWWEX - Expense Ratio Comparison
PPRMX has a 0.76% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
PPRMX vs. WWWEX - Dividend Comparison
PPRMX's dividend yield for the trailing twelve months is around 8.25%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 8.25% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
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
PPRMX and WWWEX have a correlation of 0.43, 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 PPRMX (1.37%). In terms of maximum drawdown, PPRMX dropped -18.70% vs WWWEX's -82.60%.
PPRMX currently has the higher Sharpe Ratio (2.43 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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