CPITX vs. THHYX
Compare and contrast key facts about Counterpoint Tactical Income Fund (CPITX) and Toews Tactical Income Fund (THHYX).
CPITX is managed by Counterpoint Mutual Funds. It was launched on Dec 3, 2014. THHYX is managed by Toews Funds. It was launched on Jun 4, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPITX or THHYX.
Performance
CPITX vs. THHYX - Performance Comparison
Returns By Period
In the year-to-date period, CPITX achieves a 6.56% return, which is significantly higher than THHYX's 5.93% return.
CPITX
6.56%
0.48%
4.26%
9.83%
5.36%
N/A
THHYX
5.93%
0.08%
5.00%
10.64%
2.39%
2.60%
Key characteristics
| CPITX | THHYX | |
|---|---|---|
| Sharpe Ratio | 4.80 | 2.95 |
| Sortino Ratio | 7.61 | 4.64 |
| Omega Ratio | 2.27 | 1.61 |
| Calmar Ratio | 10.09 | 1.60 |
| Martin Ratio | 44.66 | 20.11 |
| Ulcer Index | 0.22% | 0.53% |
| Daily Std Dev | 2.05% | 3.64% |
| Max Drawdown | -5.18% | -8.82% |
| Current Drawdown | -0.17% | -0.69% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CPITX vs. THHYX - Expense Ratio Comparison
Both CPITX and THHYX have an expense ratio of 1.46%.
Correlation
The correlation between CPITX and THHYX is 0.59, 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.
Risk-Adjusted Performance
CPITX vs. THHYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Income Fund (CPITX) and Toews Tactical Income Fund (THHYX). 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.
Dividends
CPITX vs. THHYX - Dividend Comparison
CPITX's dividend yield for the trailing twelve months is around 5.82%, more than THHYX's 5.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPITX Counterpoint Tactical Income Fund | 5.82% | 5.81% | 2.64% | 3.95% | 2.26% | 3.68% | 2.14% | 4.59% | 3.24% | 1.39% | 0.00% | 0.00% |
THHYX Toews Tactical Income Fund | 5.04% | 4.35% | 1.61% | 2.79% | 2.20% | 3.84% | 2.43% | 3.60% | 2.97% | 1.58% | 3.00% | 4.76% |
Drawdowns
CPITX vs. THHYX - Drawdown Comparison
The maximum CPITX drawdown since its inception was -5.18%, smaller than the maximum THHYX drawdown of -8.82%. Use the drawdown chart below to compare losses from any high point for CPITX and THHYX. For additional features, visit the drawdowns tool.
Volatility
CPITX vs. THHYX - Volatility Comparison
The current volatility for Counterpoint Tactical Income Fund (CPITX) is 0.59%, while Toews Tactical Income Fund (THHYX) has a volatility of 0.78%. This indicates that CPITX experiences smaller price fluctuations and is considered to be less risky than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.