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CPIEX vs. TMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPIEX vs. TMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Equity Fund (CPIEX) and Counterpoint Tactical Municipal Fund (TMNIX). The values are adjusted to include any dividend payments, if applicable.

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CPIEX vs. TMNIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CPIEX
Counterpoint Tactical Equity Fund
-1.43%10.21%37.75%6.18%12.15%54.08%-29.20%-7.69%-2.92%
TMNIX
Counterpoint Tactical Municipal Fund
-0.24%2.56%3.92%6.85%-3.12%2.96%6.73%8.70%0.12%

Returns By Period

In the year-to-date period, CPIEX achieves a -1.43% return, which is significantly lower than TMNIX's -0.24% return.


CPIEX

1D
0.09%
1M
-3.65%
YTD
-1.43%
6M
-1.85%
1Y
3.43%
3Y*
18.02%
5Y*
23.12%
10Y*
7.67%

TMNIX

1D
0.00%
1M
-1.82%
YTD
-0.24%
6M
0.81%
1Y
3.88%
3Y*
3.41%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPIEX vs. TMNIX - Expense Ratio Comparison

CPIEX has a 1.75% expense ratio, which is higher than TMNIX's 1.00% expense ratio.


Return for Risk

CPIEX vs. TMNIX — Risk / Return Rank

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

CPIEX
CPIEX Risk / Return Rank: 1414
Overall Rank
CPIEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPIEX Omega Ratio Rank: 1010
Omega Ratio Rank
CPIEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPIEX Martin Ratio Rank: 1919
Martin Ratio Rank

TMNIX
TMNIX Risk / Return Rank: 7878
Overall Rank
TMNIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TMNIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TMNIX Omega Ratio Rank: 9191
Omega Ratio Rank
TMNIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TMNIX Martin Ratio Rank: 5858
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.

CPIEX vs. TMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) and Counterpoint Tactical Municipal Fund (TMNIX). 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.


CPIEXTMNIXDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.67

-1.31

Sortino ratio

Return per unit of downside risk

0.56

2.48

-1.92

Omega ratio

Gain probability vs. loss probability

1.07

1.43

-0.36

Calmar ratio

Return relative to maximum drawdown

0.64

1.80

-1.15

Martin ratio

Return relative to average drawdown

2.08

6.33

-4.25

CPIEX vs. TMNIX - Sharpe Ratio Comparison

The current CPIEX Sharpe Ratio is 0.36, which is lower than the TMNIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CPIEX and TMNIX, 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


CPIEXTMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.67

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.81

0.79

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.35

-0.82

Correlation

The correlation between CPIEX and TMNIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CPIEX vs. TMNIX - Dividend Comparison

CPIEX's dividend yield for the trailing twelve months is around 5.65%, more than TMNIX's 3.07% yield.


TTM202520242023202220212020201920182017
CPIEX
Counterpoint Tactical Equity Fund
5.65%5.56%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%
TMNIX
Counterpoint Tactical Municipal Fund
3.07%2.79%3.31%3.40%0.36%4.39%2.36%3.69%1.10%0.00%

Drawdowns

CPIEX vs. TMNIX - Drawdown Comparison

The maximum CPIEX drawdown since its inception was -48.20%, which is greater than TMNIX's maximum drawdown of -4.63%. Use the drawdown chart below to compare losses from any high point for CPIEX and TMNIX.


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Drawdown Indicators


CPIEXTMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.20%

-4.63%

-43.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-2.21%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-9.76%

-4.63%

-5.13%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

Current Drawdown

Current decline from peak

-4.98%

-2.18%

-2.80%

Average Drawdown

Average peak-to-trough decline

-10.03%

-1.48%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.63%

+1.58%

Volatility

CPIEX vs. TMNIX - Volatility Comparison

Counterpoint Tactical Equity Fund (CPIEX) has a higher volatility of 2.94% compared to Counterpoint Tactical Municipal Fund (TMNIX) at 1.07%. This indicates that CPIEX's price experiences larger fluctuations and is considered to be riskier than TMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPIEXTMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

1.07%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

1.69%

+7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

2.34%

+8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

3.00%

+9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

2.68%

+10.03%