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ISIN
US68259P5706
CUSIP
68259P570
Inception Date
Mar 7, 2016
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TNXAX Performance Chart

1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) is up 5.0% since the beginning of the year. TNXAX is currently trading at $11 per share. Investors who bought $1,000 worth of TNXAX shares 5 years ago would now be looking at an investment worth $1,310.


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S&P 500 Index

Returns By Period

1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) has returned 5.02% so far this year and 13.03% over the past 12 months.


1290 Loomis Sayles Multi-Asset Income Fund Class A

1D
0.28%
1M
0.59%
YTD
5.02%
6M
5.12%
1Y
13.03%
3Y*
9.44%
5Y*
5.55%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNXAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, TNXAX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.2%, while the worst month was Mar 2020 at -8.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TNXAX closed higher 50% of trading days. The best single day was Dec 13, 2024 with a return of +5.2%, while the worst single day was Mar 16, 2020 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.22%2.47%-4.57%3.29%1.81%-0.09%5.02%
20251.48%0.79%-1.64%-0.17%1.25%2.26%0.23%1.93%1.25%0.37%1.36%0.68%10.19%
20240.49%0.79%2.09%-1.44%1.18%0.40%1.93%2.50%1.51%-0.96%0.83%-1.15%8.37%
20233.45%-1.55%0.72%0.89%-0.91%1.73%1.82%-1.29%-1.82%-1.70%4.20%3.47%9.11%
2022-3.04%-2.15%0.46%-5.38%-0.87%-5.93%6.72%-0.72%-4.28%3.00%4.74%-0.80%-8.74%
2021-1.30%1.23%1.74%3.25%0.58%0.99%1.30%1.53%-3.17%2.62%-1.91%2.95%10.02%

Benchmark Metrics

1290 Loomis Sayles Multi-Asset Income Fund Class A has an annualized alpha of 1.23%, beta of 0.41, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 53.27% of S&P 500 Index downside but only 44.63% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.41 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.23%
Beta
0.41
0.72
Upside Capture
44.63%
Downside Capture
53.27%

Expense Ratio

TNXAX has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TNXAX ranks 60 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TNXAX Risk / Return Rank: 6060
Overall Rank
TNXAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TNXAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TNXAX Omega Ratio Rank: 7878
Omega Ratio Rank
TNXAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TNXAX Martin Ratio Rank: 4545
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) and compare them to S&P 500 Index.

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.


TNXAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

2.35

2.78

-0.44

Martin ratioReturn relative to average drawdown

8.88

12.44

-3.55

Dividends

Dividend History

1290 Loomis Sayles Multi-Asset Income Fund Class A provided a 7.88% dividend yield over the last twelve months, with an annual payout of $0.85 per share.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.85$0.78$0.97$0.55$0.44$1.14$0.91$0.59$0.47$0.65

Dividend yield

7.88%7.45%9.48%5.31%4.42%9.95%7.91%5.34%4.75%6.06%

Monthly Dividends

The table displays the monthly dividend distributions for 1290 Loomis Sayles Multi-Asset Income Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.05$0.05$0.04$0.00$0.22
2025$0.02$0.03$0.03$0.03$0.04$0.03$0.04$0.03$0.03$0.04$0.07$0.38$0.78
2024$0.03$0.03$0.02$0.04$0.04$0.02$0.03$0.04$0.04$0.03$0.04$0.61$0.97
2023$0.08$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.02$0.00$0.04$0.18$0.55
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.04$0.04$0.04$0.24$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14$1.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 1290 Loomis Sayles Multi-Asset Income Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 1290 Loomis Sayles Multi-Asset Income Fund Class A was 20.07%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current 1290 Loomis Sayles Multi-Asset Income Fund Class A drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.07%Mar 2020
28d2mo 20d
3mo 18dFeb 2020 - Jun 2020
Bear market2022
-17.80%Jun 2022
5mo 17d1y 7mo
2y 1moDec 2021 - Feb 2024
Rate-hike selloffLate 2018
-10.28%Dec 2018
2mo 23d2mo 27d
5mo 20dOct 2018 - Mar 2019
2025 selloff2025
-9.89%Apr 2025
3mo 23d5mo
8mo 23dDec 2024 - Sep 2025
2018 pullback2018
-5.60%Apr 2018
2mo 3d6mo 2d
8mo 5dJan 2018 - Oct 2018

Drawdown Indicators


TNXAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-56.78%

+36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-9.10%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-9.89%

-18.90%

+9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-25.43%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.28%

-1.80%

+1.52%

Average Drawdown

Average peak-to-trough decline

-2.92%

-10.71%

+7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

2.03%

-0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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