WWWEX vs. TSAIX
WWWEX (Kinetics The Global Fund) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, WWWEX returned 15.19%/yr vs 11.74%/yr for TSAIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. WWWEX charges 1.39%/yr vs 0.04%/yr for TSAIX.
Performance
WWWEX vs. TSAIX - 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 TSAIX's 9.47% return. Over the past 10 years, WWWEX has outperformed TSAIX with an annualized return of 15.19%, while TSAIX has yielded a comparatively lower 11.74% 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%
TSAIX
- 1D
- 0.58%
- 1M
- 0.21%
- 6M
- 5.89%
- YTD
- 9.47%
- 1Y
- 21.21%
- 3Y*
- 16.45%
- 5Y*
- 9.02%
- 10Y*
- 11.74%
- ALL TIME*
- 11.68%
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. TSAIX - 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% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 9.47% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
Correlation
The correlation between WWWEX and TSAIX is 0.56, 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. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2011 | 0.59 |
The correlation between WWWEX and TSAIX has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
WWWEX vs. TSAIX — Risk / Return Rank
WWWEX
TSAIX
WWWEX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinetics The Global Fund (WWWEX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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 | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.94 | -1.96 |
| Martin ratioReturn relative to average drawdown | -0.05 | 8.14 | -8.19 |
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Drawdowns
WWWEX vs. TSAIX - Drawdown Comparison
The maximum WWWEX drawdown since its inception was -82.60%, which is greater than TSAIX's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for WWWEX and TSAIX.
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Drawdown Indicators
| WWWEX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.60% | -34.58% | -48.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -10.28% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -17.29% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -28.28% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.00% | -34.58% | -1.42% |
Current DrawdownCurrent decline from peak | -9.56% | -1.06% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -41.12% | -4.88% | -36.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 2.44% | +4.22% |
Volatility
WWWEX vs. TSAIX - Volatility Comparison
The current volatility for Kinetics The Global Fund (WWWEX) is 3.33%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 4.28%. This indicates that WWWEX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WWWEX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 4.28% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 11.83% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 14.29% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 16.43% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 17.61% | +1.63% |
WWWEX vs. TSAIX - Expense Ratio Comparison
WWWEX has a 1.39% expense ratio, which is higher than TSAIX's 0.04% expense ratio.
Dividends
WWWEX vs. TSAIX - Dividend Comparison
WWWEX's dividend yield for the trailing twelve months is around 2.46%, less than TSAIX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.74% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
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 TSAIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSAIX has higher volatility (4.28%) compared to WWWEX (3.33%). In terms of maximum drawdown, WWWEX dropped -82.60% vs TSAIX's -34.58%.
TSAIX 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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