PRCHX vs. WWWEX
PRCHX (T. Rowe Price Capital Appreciation and Income Fund Class I) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past year, PRCHX returned 11.54% vs -1.87% for WWWEX. At a 0.44 correlation, their price movements are largely independent. PRCHX charges 0.49%/yr vs 1.39%/yr for WWWEX.
Performance
PRCHX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, PRCHX achieves a 4.17% return, which is significantly lower than WWWEX's 4.61% return.
PRCHX
- 1D
- 0.20%
- 1M
- 1.62%
- 6M
- 3.71%
- YTD
- 4.17%
- 1Y
- 11.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WWWEX
- 1D
- 0.66%
- 1M
- 0.78%
- 6M
- -0.41%
- YTD
- 4.61%
- 1Y
- -1.87%
- 3Y*
- 28.60%
- 5Y*
- 14.14%
- 10Y*
- 15.26%
PRCHX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRCHX T. Rowe Price Capital Appreciation and Income Fund Class I | 4.17% | 13.68% | 8.92% | 3.12% |
WWWEX Kinetics The Global Fund | 4.61% | 2.89% | 72.15% | 3.19% |
Correlation
The correlation between PRCHX and WWWEX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.44 |
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Return for Risk
PRCHX vs. WWWEX — Risk / Return Rank
PRCHX
WWWEX
PRCHX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX) 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.
| PRCHX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.00 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.09 | +2.60 |
| Martin ratioReturn relative to average drawdown | 12.03 | -0.21 | +12.24 |
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Drawdowns
PRCHX vs. WWWEX - Drawdown Comparison
The maximum PRCHX drawdown since its inception was -6.10%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for PRCHX and WWWEX.
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Drawdown Indicators
| PRCHX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.10% | -82.60% | +76.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -13.86% | +9.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.77% | +9.77% |
Average DrawdownAverage peak-to-trough decline | -0.65% | -41.19% | +40.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 6.26% | -5.32% |
Volatility
PRCHX vs. WWWEX - Volatility Comparison
The current volatility for T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX) is 1.94%, while Kinetics The Global Fund (WWWEX) has a volatility of 4.15%. This indicates that PRCHX 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
| PRCHX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 4.15% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 13.63% | -9.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 17.26% | -11.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.53% | 19.54% | -13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.53% | 19.22% | -12.69% |
PRCHX vs. WWWEX - Expense Ratio Comparison
PRCHX has a 0.49% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
PRCHX vs. WWWEX - Dividend Comparison
PRCHX's dividend yield for the trailing twelve months is around 4.87%, more than WWWEX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCHX T. Rowe Price Capital Appreciation and Income Fund Class I | 4.87% | 5.08% | 3.22% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WWWEX Kinetics The Global Fund | 2.47% | 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
PRCHX and WWWEX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWWEX has higher volatility (4.15%) compared to PRCHX (1.94%). In terms of maximum drawdown, PRCHX dropped -6.10% vs WWWEX's -82.60%.
PRCHX currently has the higher Sharpe Ratio (2.04 vs -0.08), 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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