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BTSIX vs. TUIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTSIX vs. TUIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTS Managed Income Fund (BTSIX) and Toews Unconstrained Income Fund (TUIFX). The values are adjusted to include any dividend payments, if applicable.

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BTSIX vs. TUIFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BTSIX
BTS Managed Income Fund
-0.81%5.68%4.37%5.65%-12.34%-1.14%8.63%4.06%
TUIFX
Toews Unconstrained Income Fund
0.20%3.55%4.53%3.08%-4.36%-0.20%2.58%6.85%

Returns By Period

In the year-to-date period, BTSIX achieves a -0.81% return, which is significantly lower than TUIFX's 0.20% return.


BTSIX

1D
0.03%
1M
-2.55%
YTD
-0.81%
6M
0.38%
1Y
4.27%
3Y*
4.37%
5Y*
0.37%
10Y*

TUIFX

1D
-0.02%
1M
-0.56%
YTD
0.20%
6M
0.40%
1Y
3.55%
3Y*
3.62%
5Y*
1.48%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTSIX vs. TUIFX - Expense Ratio Comparison

BTSIX has a 1.50% expense ratio, which is higher than TUIFX's 1.25% expense ratio.


Return for Risk

BTSIX vs. TUIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTSIX
BTSIX Risk / Return Rank: 4242
Overall Rank
BTSIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BTSIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BTSIX Omega Ratio Rank: 4646
Omega Ratio Rank
BTSIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BTSIX Martin Ratio Rank: 4343
Martin Ratio Rank

TUIFX
TUIFX Risk / Return Rank: 8989
Overall Rank
TUIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8383
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8989
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.

BTSIX vs. TUIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTS Managed Income Fund (BTSIX) and Toews Unconstrained Income Fund (TUIFX). 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.


BTSIXTUIFXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.64

-0.72

Sortino ratio

Return per unit of downside risk

1.26

2.47

-1.22

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.00

4.19

-3.19

Martin ratio

Return relative to average drawdown

4.46

9.95

-5.49

BTSIX vs. TUIFX - Sharpe Ratio Comparison

The current BTSIX Sharpe Ratio is 0.92, which is lower than the TUIFX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BTSIX and TUIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTSIXTUIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.64

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.57

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.76

-0.43

Correlation

The correlation between BTSIX and TUIFX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BTSIX vs. TUIFX - Dividend Comparison

BTSIX's dividend yield for the trailing twelve months is around 5.72%, more than TUIFX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
BTSIX
BTS Managed Income Fund
5.72%5.62%2.59%2.51%2.59%1.37%1.34%2.01%0.00%0.00%0.00%0.00%
TUIFX
Toews Unconstrained Income Fund
4.19%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%

Drawdowns

BTSIX vs. TUIFX - Drawdown Comparison

The maximum BTSIX drawdown since its inception was -16.28%, which is greater than TUIFX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for BTSIX and TUIFX.


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Drawdown Indicators


BTSIXTUIFXDifference

Max Drawdown

Largest peak-to-trough decline

-16.28%

-7.37%

-8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-0.87%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-7.37%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

Current Drawdown

Current decline from peak

-2.55%

-0.67%

-1.88%

Average Drawdown

Average peak-to-trough decline

-4.74%

-2.10%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.37%

+0.57%

Volatility

BTSIX vs. TUIFX - Volatility Comparison

BTS Managed Income Fund (BTSIX) has a higher volatility of 1.45% compared to Toews Unconstrained Income Fund (TUIFX) at 0.47%. This indicates that BTSIX's price experiences larger fluctuations and is considered to be riskier than TUIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTSIXTUIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.47%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

1.25%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

2.17%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

2.62%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

2.70%

+2.59%