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WWNPX vs. FLCNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WWNPX and FLCNX is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WWNPX vs. FLCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinetics Paradigm Fund (WWNPX) and Fidelity Contrafund K6 (FLCNX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
287.71%
204.50%
WWNPX
FLCNX

Key characteristics

Sharpe Ratio

WWNPX:

2.02

FLCNX:

0.58

Sortino Ratio

WWNPX:

2.53

FLCNX:

0.94

Omega Ratio

WWNPX:

1.37

FLCNX:

1.13

Calmar Ratio

WWNPX:

2.58

FLCNX:

0.64

Martin Ratio

WWNPX:

6.08

FLCNX:

2.32

Ulcer Index

WWNPX:

14.26%

FLCNX:

5.58%

Daily Std Dev

WWNPX:

43.04%

FLCNX:

22.38%

Max Drawdown

WWNPX:

-68.12%

FLCNX:

-32.55%

Current Drawdown

WWNPX:

-20.85%

FLCNX:

-11.05%

Returns By Period

In the year-to-date period, WWNPX achieves a 14.65% return, which is significantly higher than FLCNX's -3.99% return.


WWNPX

YTD

14.65%

1M

-0.74%

6M

15.98%

1Y

86.60%

5Y*

30.63%

10Y*

15.59%

FLCNX

YTD

-3.99%

1M

-2.36%

6M

-2.42%

1Y

15.11%

5Y*

17.00%

10Y*

N/A

*Annualized

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WWNPX vs. FLCNX - Expense Ratio Comparison

WWNPX has a 1.64% expense ratio, which is higher than FLCNX's 0.45% expense ratio.


Expense ratio chart for WWNPX: current value is 1.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WWNPX: 1.64%
Expense ratio chart for FLCNX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCNX: 0.45%

Risk-Adjusted Performance

WWNPX vs. FLCNX — Risk-Adjusted Performance Rank

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

WWNPX
The Risk-Adjusted Performance Rank of WWNPX is 9191
Overall Rank
The Sharpe Ratio Rank of WWNPX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of WWNPX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of WWNPX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WWNPX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of WWNPX is 8888
Martin Ratio Rank

FLCNX
The Risk-Adjusted Performance Rank of FLCNX is 6464
Overall Rank
The Sharpe Ratio Rank of FLCNX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCNX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FLCNX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FLCNX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FLCNX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WWNPX vs. FLCNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Paradigm Fund (WWNPX) and Fidelity Contrafund K6 (FLCNX). 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.


The chart of Sharpe ratio for WWNPX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.00
WWNPX: 2.02
FLCNX: 0.58
The chart of Sortino ratio for WWNPX, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.00
WWNPX: 2.53
FLCNX: 0.94
The chart of Omega ratio for WWNPX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.00
WWNPX: 1.37
FLCNX: 1.13
The chart of Calmar ratio for WWNPX, currently valued at 2.58, compared to the broader market0.002.004.006.008.0010.00
WWNPX: 2.58
FLCNX: 0.64
The chart of Martin ratio for WWNPX, currently valued at 6.08, compared to the broader market0.0010.0020.0030.0040.0050.00
WWNPX: 6.08
FLCNX: 2.32

The current WWNPX Sharpe Ratio is 2.02, which is higher than the FLCNX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of WWNPX and FLCNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.02
0.58
WWNPX
FLCNX

Dividends

WWNPX vs. FLCNX - Dividend Comparison

WWNPX's dividend yield for the trailing twelve months is around 0.06%, less than FLCNX's 0.28% yield.


TTM20242023202220212020201920182017
WWNPX
Kinetics Paradigm Fund
0.06%0.07%0.00%0.00%0.00%0.32%0.01%0.00%0.00%
FLCNX
Fidelity Contrafund K6
0.28%0.36%0.49%0.62%0.20%0.21%0.30%0.33%0.15%

Drawdowns

WWNPX vs. FLCNX - Drawdown Comparison

The maximum WWNPX drawdown since its inception was -68.12%, which is greater than FLCNX's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for WWNPX and FLCNX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.85%
-11.05%
WWNPX
FLCNX

Volatility

WWNPX vs. FLCNX - Volatility Comparison

Kinetics Paradigm Fund (WWNPX) has a higher volatility of 21.08% compared to Fidelity Contrafund K6 (FLCNX) at 14.99%. This indicates that WWNPX's price experiences larger fluctuations and is considered to be riskier than FLCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.08%
14.99%
WWNPX
FLCNX