WWWEX vs. EVFMX
WWWEX (Kinetics The Global Fund) and EVFMX (E-Valuator Moderate (50%-70%) RMS Fund) are both Diversified Portfolio funds. Over the past 10 years, WWWEX returned 15.19%/yr vs 7.55%/yr for EVFMX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. WWWEX charges 1.39%/yr vs 1.00%/yr for EVFMX.
Performance
WWWEX vs. EVFMX - Performance Comparison
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Returns By Period
In the year-to-date period, WWWEX achieves a 4.86% return, which is significantly lower than EVFMX's 8.18% return. Over the past 10 years, WWWEX has outperformed EVFMX with an annualized return of 15.19%, while EVFMX has yielded a comparatively lower 7.55% annualized return.
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%
EVFMX
- 1D
- 0.00%
- 1M
- -1.20%
- 6M
- 4.92%
- YTD
- 8.18%
- 1Y
- 16.42%
- 3Y*
- 11.37%
- 5Y*
- 5.60%
- 10Y*
- 7.55%
- ALL TIME*
- 7.71%
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 |
WWWEX vs. EVFMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EVFMX E-Valuator Moderate (50%-70%) RMS Fund | 8.18% | 15.41% | 7.57% | 11.01% | -13.31% | 6.66% | 15.65% | 20.16% | -7.91% | 15.82% |
Correlation
The correlation between WWWEX and EVFMX is 0.60, 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. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 26, 2016 | 0.51 |
The correlation between WWWEX and EVFMX has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
WWWEX vs. EVFMX — Risk / Return Rank
WWWEX
EVFMX
WWWEX vs. EVFMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinetics The Global Fund (WWWEX) and E-Valuator Moderate (50%-70%) RMS Fund (EVFMX). 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.
| WWWEX | EVFMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.09 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.05 | 8.52 | -8.57 |
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Drawdowns
WWWEX vs. EVFMX - Drawdown Comparison
The maximum WWWEX drawdown since its inception was -82.60%, which is greater than EVFMX's maximum drawdown of -28.30%. Use the drawdown chart below to compare losses from any high point for WWWEX and EVFMX.
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Drawdown Indicators
| WWWEX | EVFMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.60% | -28.30% | -54.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -7.46% | -6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -13.54% | -4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -19.62% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.00% | -28.30% | -7.70% |
Current DrawdownCurrent decline from peak | -9.56% | -2.23% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -41.12% | -4.10% | -37.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 1.83% | +4.83% |
Volatility
WWWEX vs. EVFMX - Volatility Comparison
Kinetics The Global Fund (WWWEX) and E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) have volatilities of 3.33% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WWWEX | EVFMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.33% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 9.57% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 11.15% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 10.50% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 11.81% | +7.43% |
WWWEX vs. EVFMX - Expense Ratio Comparison
WWWEX has a 1.39% expense ratio, which is higher than EVFMX's 1.00% expense ratio.
Dividends
WWWEX vs. EVFMX - Dividend Comparison
WWWEX's dividend yield for the trailing twelve months is around 2.46%, less than EVFMX's 8.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVFMX E-Valuator Moderate (50%-70%) RMS Fund | 8.34% | 9.19% | 0.50% | 2.52% | 1.96% | 21.05% | 3.39% | 2.53% | 9.89% | 7.05% | 0.70% | 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
WWWEX and EVFMX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVFMX has higher volatility (3.33%) compared to WWWEX (3.33%). In terms of maximum drawdown, WWWEX dropped -82.60% vs EVFMX's -28.30%.
EVFMX currently has the higher Sharpe Ratio (1.40 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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