TNXAX vs. WWWEX
TNXAX (1290 Loomis Sayles Multi-Asset Income Fund Class A) and WWWEX (Kinetics The Global Fund) are both Diversified Portfolio funds. Over the past 5 years, TNXAX returned 4.73%/yr vs 13.31%/yr for WWWEX. Their 0.45 correlation means their historical movements had little consistent relationship. TNXAX charges 1.14%/yr vs 1.39%/yr for WWWEX.
Performance
TNXAX vs. WWWEX - Performance Comparison
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Returns By Period
In the year-to-date period, TNXAX achieves a 4.02% return, which is significantly lower than WWWEX's 4.86% return.
TNXAX
- 1D
- -0.37%
- 1M
- -0.93%
- 6M
- 1.85%
- YTD
- 4.02%
- 1Y
- 10.28%
- 3Y*
- 8.56%
- 5Y*
- 4.73%
- 10Y*
- —
- ALL TIME*
- 6.85%
WWWEX
- 1D
- 0.06%
- 1M
- 1.08%
- 6M
- 1.32%
- YTD
- 4.86%
- 1Y
- 0.89%
- 3Y*
- 28.29%
- 5Y*
- 13.31%
- 10Y*
- 15.19%
- ALL TIME*
- 4.62%
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 |
TNXAX vs. WWWEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TNXAX 1290 Loomis Sayles Multi-Asset Income Fund Class A | 4.02% | 10.19% | 8.37% | 9.11% | -8.74% | 10.02% | 13.24% | 18.22% | -4.28% | 8.13% |
WWWEX Kinetics The Global Fund | 4.86% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Correlation
The correlation between TNXAX and WWWEX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.45 |
The correlation between TNXAX and WWWEX has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
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Return for Risk
TNXAX vs. WWWEX — Risk / Return Rank
TNXAX
WWWEX
TNXAX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) 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.
| TNXAX | WWWEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.01 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.02 | +1.82 |
| Martin ratioReturn relative to average drawdown | 6.73 | -0.05 | +6.78 |
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Drawdowns
TNXAX vs. WWWEX - Drawdown Comparison
The maximum TNXAX drawdown since its inception was -20.07%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for TNXAX and WWWEX.
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Drawdown Indicators
| TNXAX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -82.60% | +62.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.58% | -13.86% | +8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -9.89% | -17.66% | +7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -26.62% | +8.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.00% | — |
Current DrawdownCurrent decline from peak | -1.23% | -9.56% | +8.33% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -41.12% | +38.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 6.66% | -5.18% |
Volatility
TNXAX vs. WWWEX - Volatility Comparison
The current volatility for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) is 1.13%, while Kinetics The Global Fund (WWWEX) has a volatility of 3.33%. This indicates that TNXAX 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
| TNXAX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 3.33% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.16% | 13.23% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 17.33% | -11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.89% | 19.40% | -11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 19.24% | -10.28% |
TNXAX vs. WWWEX - Expense Ratio Comparison
TNXAX has a 1.14% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Dividends
TNXAX vs. WWWEX - Dividend Comparison
TNXAX's dividend yield for the trailing twelve months is around 7.61%, more than WWWEX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNXAX 1290 Loomis Sayles Multi-Asset Income Fund Class A | 7.61% | 7.45% | 9.48% | 5.31% | 4.42% | 9.95% | 7.91% | 5.34% | 4.75% | 6.06% | 0.00% | 0.00% |
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
TNXAX and WWWEX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WWWEX has higher volatility (3.33%) compared to TNXAX (1.13%). In terms of maximum drawdown, TNXAX dropped -20.07% vs WWWEX's -82.60%.
TNXAX currently has the higher Sharpe Ratio (1.68 vs -0.02), 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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