WWWEX vs. PPRMX
WWWEX (Kinetics The Global Fund) and PPRMX (PIMCO Inflation Response Multi-Asset Fund) are both Diversified Portfolio funds. Over the past 10 years, WWWEX returned 15.19%/yr vs 7.29%/yr for PPRMX. Their 0.39 correlation means their historical movements had little consistent relationship. WWWEX charges 1.39%/yr vs 0.76%/yr for PPRMX.
Performance
WWWEX vs. PPRMX - 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 PPRMX's 5.96% return. Over the past 10 years, WWWEX has outperformed PPRMX with an annualized return of 15.19%, while PPRMX has yielded a comparatively lower 7.29% 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%
PPRMX
- 1D
- -0.32%
- 1M
- 0.99%
- 6M
- 4.60%
- YTD
- 5.96%
- 1Y
- 13.75%
- 3Y*
- 12.67%
- 5Y*
- 7.62%
- 10Y*
- 7.29%
- ALL TIME*
- 4.81%
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. PPRMX - 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% |
PPRMX PIMCO Inflation Response Multi-Asset Fund | 5.96% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
Correlation
The correlation between WWWEX and PPRMX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2011 | 0.39 |
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Return for Risk
WWWEX vs. PPRMX — Risk / Return Rank
WWWEX
PPRMX
WWWEX vs. PPRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinetics The Global Fund (WWWEX) and PIMCO Inflation Response Multi-Asset Fund (PPRMX). 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 | PPRMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.46 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.83 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.05 | 11.84 | -11.89 |
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Drawdowns
WWWEX vs. PPRMX - Drawdown Comparison
The maximum WWWEX drawdown since its inception was -82.60%, which is greater than PPRMX's maximum drawdown of -18.70%. Use the drawdown chart below to compare losses from any high point for WWWEX and PPRMX.
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Drawdown Indicators
| WWWEX | PPRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.60% | -18.70% | -63.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -3.79% | -10.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -4.97% | -12.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -14.36% | -12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -36.00% | -18.20% | -17.80% |
Current DrawdownCurrent decline from peak | -9.56% | -1.98% | -7.58% |
Average DrawdownAverage peak-to-trough decline | -41.12% | -4.16% | -36.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 1.22% | +5.44% |
Volatility
WWWEX vs. PPRMX - Volatility Comparison
Kinetics The Global Fund (WWWEX) has a higher volatility of 3.33% compared to PIMCO Inflation Response Multi-Asset Fund (PPRMX) at 1.42%. This indicates that WWWEX's price experiences larger fluctuations and is considered to be riskier than PPRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WWWEX | PPRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 1.42% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 4.83% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 5.98% | +11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 8.31% | +11.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 7.52% | +11.72% |
WWWEX vs. PPRMX - Expense Ratio Comparison
WWWEX has a 1.39% expense ratio, which is higher than PPRMX's 0.76% expense ratio.
Dividends
WWWEX vs. PPRMX - Dividend Comparison
WWWEX's dividend yield for the trailing twelve months is around 2.46%, less than PPRMX's 8.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 8.28% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
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 PPRMX have a correlation of 0.43, 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 PPRMX (1.42%). In terms of maximum drawdown, WWWEX dropped -82.60% vs PPRMX's -18.70%.
PPRMX currently has the higher Sharpe Ratio (2.43 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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