PortfoliosLab logoPortfoliosLab logo
WWNPX vs. WWWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WWNPX vs. WWWEX - Performance Comparison

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

Loading graphics...

WWNPX vs. WWWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WWNPX
Kinetics Paradigm Fund
36.66%-14.61%88.34%-16.97%29.18%38.14%3.38%30.47%-5.24%28.41%
WWWEX
Kinetics The Global Fund
5.17%2.89%72.15%11.83%-6.45%16.29%25.00%21.61%-23.57%48.93%

Returns By Period

In the year-to-date period, WWNPX achieves a 36.66% return, which is significantly higher than WWWEX's 5.17% return. Over the past 10 years, WWNPX has outperformed WWWEX with an annualized return of 20.54%, while WWWEX has yielded a comparatively lower 16.02% annualized return.


WWNPX

1D
-6.34%
1M
-9.27%
YTD
36.66%
6M
24.06%
1Y
3.73%
3Y*
30.25%
5Y*
16.10%
10Y*
20.54%

WWWEX

1D
-2.26%
1M
-7.55%
YTD
5.17%
6M
-1.12%
1Y
5.51%
3Y*
28.42%
5Y*
11.80%
10Y*
16.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WWNPX vs. WWWEX - Expense Ratio Comparison

WWNPX has a 1.64% expense ratio, which is higher than WWWEX's 1.39% expense ratio.


Return for Risk

WWNPX vs. WWWEX — Risk / Return Rank

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

WWNPX
WWNPX Risk / Return Rank: 99
Overall Rank
WWNPX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WWNPX Sortino Ratio Rank: 1111
Sortino Ratio Rank
WWNPX Omega Ratio Rank: 1010
Omega Ratio Rank
WWNPX Calmar Ratio Rank: 88
Calmar Ratio Rank
WWNPX Martin Ratio Rank: 77
Martin Ratio Rank

WWWEX
WWWEX Risk / Return Rank: 1212
Overall Rank
WWWEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WWWEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
WWWEX Omega Ratio Rank: 1111
Omega Ratio Rank
WWWEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
WWWEX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WWNPX vs. WWWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinetics Paradigm Fund (WWNPX) 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.


WWNPXWWWEXDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.30

-0.16

Sortino ratio

Return per unit of downside risk

0.45

0.53

-0.08

Omega ratio

Gain probability vs. loss probability

1.06

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.07

0.30

-0.22

Martin ratio

Return relative to average drawdown

0.12

0.74

-0.63

WWNPX vs. WWWEX - Sharpe Ratio Comparison

The current WWNPX Sharpe Ratio is 0.13, which is lower than the WWWEX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of WWNPX and WWWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WWNPXWWWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.30

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.84

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.24

+0.31

Correlation

The correlation between WWNPX and WWWEX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WWNPX vs. WWWEX - Dividend Comparison

WWNPX's dividend yield for the trailing twelve months is around 6.01%, more than WWWEX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
WWNPX
Kinetics Paradigm Fund
6.01%8.21%2.95%5.65%2.00%1.67%2.15%1.00%10.44%0.00%0.00%0.00%
WWWEX
Kinetics The Global Fund
2.45%2.58%0.98%2.50%1.47%3.50%0.00%0.00%0.08%9.04%0.40%0.06%

Drawdowns

WWNPX vs. WWWEX - Drawdown Comparison

The maximum WWNPX drawdown since its inception was -67.87%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for WWNPX and WWWEX.


Loading graphics...

Drawdown Indicators


WWNPXWWWEXDifference

Max Drawdown

Largest peak-to-trough decline

-67.87%

-82.60%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-32.61%

-12.14%

-20.47%

Max Drawdown (5Y)

Largest decline over 5 years

-41.13%

-26.94%

-14.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.51%

-36.00%

-7.51%

Current Drawdown

Current decline from peak

-17.17%

-9.29%

-7.88%

Average Drawdown

Average peak-to-trough decline

-13.85%

-41.55%

+27.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

4.85%

+15.30%

Volatility

WWNPX vs. WWWEX - Volatility Comparison

Kinetics Paradigm Fund (WWNPX) has a higher volatility of 9.21% compared to Kinetics The Global Fund (WWWEX) at 5.99%. This indicates that WWNPX's price experiences larger fluctuations and is considered to be riskier than WWWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WWNPXWWWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

5.99%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

24.60%

14.18%

+10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

36.52%

18.30%

+18.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.56%

19.90%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.17%

19.12%

+9.05%