The Wild won't be able to snap their skid against the Jets any time soon, but they have a different funk festering.

They're on a season-long four-game losing streak after the Wild were blitzed 5-0 by first-place Winnipeg on Saturday at Canada Life Centre, suffering their first shutout and getting swept by their Central Division rival in back-to-back seasons.

Overall, the Jets have won eight in a row and nine of the past 12 matchups.

"We gotta stick to what gives us the best chance to win," coach John Hynes told reporters in Winnipeg. "I felt we went a little bit off-script."

Goaltender Connor Hellebuyck picked up his NHL-best 21st victory and league-leading fourth shutout with 19 saves, and Winnipeg's power play needed only a combined 20 seconds to establish a lead and later pad it with a pair of goals against Wild rookie netminder Jesper Wallstedt.

This was Wallstedt's second start since joining the Wild a week ago with No. 1 Filip Gustavsson sidelined with a lower-body injury.

Wallstedt, in his fifth NHL game, also made 19 stops.

"He battled," Hynes said.

Unlike the Wild, who were denied 2-1 by Utah Hockey Club the previous night at the end of a grim, one-win homestand, the Jets were rested and ready.

Just six seconds into their first power play, they converted after winning the faceoff and working the puck to Nikolaj Ehlers, who swooped in from the side of the net to jam a shot past Wallstedt at 6 minutes, 51 seconds of the first period.

That deficit doubled for the Wild with 2:06 left in the period after a marathon shift by Kirill Kaprizov and Marco Rossi culminated in a 2-on-1 for Winnipeg that Wallstedt saved initially before Morgan Barron buried the rebound as it sat in the crease; seconds earlier, Rossi had failed to connect on a Kaprizov pass as Rossi crashed the net.

Then 5:19 into the second, the Jets punished Wallstedt for whacking the puck over the boards when former Minnesota Duluth defenseman and Hermantown native Neal Pionk walked into a one-timer only 14 seconds into the delay-of-game penalty.

"You have to execute your assignments if you lose the faceoff," Hynes said. "That's really what it comes down to."

Winnipeg and its NHL-leading power play finished 2-for-5, while the Wild blanked on four tries after going 0-for-5 Friday night vs. Utah. They have just two power-play goals over their past eight games.

"The mindset needs to be to play the game the right way and play the game that gives us the best chance to win," Hynes said, "gives us the best chance to produce offense, the best way to check. When you look in those areas where you want to go east-west and pass up shots and play a perimeter game, then you're not going to score."

The Jets didn't slow down in the third.

Cole Perfetti pounced on a Jonas Brodin turnover in Wild territory at 2:07 and then Vladislav Namestnikov tipped in a Pionk shot at 7:36 to hand the Wild their second five-goal loss of the week after the Panthers ran away 6-1 on Wednesday.

During their four-game slump, the Wild have been outscored 16-4 while playing mostly without Joel Eriksson Ek, Jake Middleton, Yakov Trenin, Jakub Lauko and Gustavsson; Kaprizov is responsible for two Wild goals, while Rossi and Mats Zuccarello have one apiece. That line accounted for more than a third of the shots against Hellebuyck, who continues to perform like Teflon against the Wild.

He was also in net for Winnipeg's earlier wins, 2-1 in overtime on Oct. 13 and 4-1 on Nov. 25, and finished the season series fending off 88 of 90 shots. He passed John Vanbiesbrouck and Frank Brimsek for the fourth-most shutouts (41) by an American goalie in NHL history.

This victory also widened the Jets' cushion over the Wild in the division and overall standings to five points.

While Winnipeg has cruised against the Central, going 9-3, the Wild are 5-4-2. They've dropped five of their past six games and six of the past eight but have another chance to wrap this rut before a three-day holiday hiatus when they take on the Blackhawks on Monday night at Xcel Energy Center.

"It's not about who's out," Hynes said. "It's about who's in, and it's about having the right mindset and playing the game the right way, and we have capable players. We've got to get back to playing a certain style of game and being consistent with that.

"We have it in pockets. We don't have it enough, and it's about the guys that whoever is going to be in the lineup, that's what our focus is."