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DODIX vs. TNUIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DODIX vs. TNUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Income Fund (DODIX) and 1290 Diversified Bond Fund (TNUIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DODIX achieves a 0.67% return, which is significantly lower than TNUIX's 3.04% return. Both investments have delivered pretty close results over the past 10 years, with DODIX having a 2.92% annualized return and TNUIX not far ahead at 2.93%.


DODIX

1D
0.23%
1M
0.95%
YTD
0.67%
6M
0.83%
1Y
5.75%
3Y*
5.20%
5Y*
1.20%
10Y*
2.92%

TNUIX

1D
-0.12%
1M
2.56%
YTD
3.04%
6M
3.29%
1Y
7.00%
3Y*
3.75%
5Y*
-1.02%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DODIX vs. TNUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DODIX
Dodge & Cox Income Fund
0.67%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%
TNUIX
1290 Diversified Bond Fund
3.04%10.61%-3.72%3.21%-12.54%-2.46%17.14%10.28%2.30%3.47%

Correlation

The correlation between DODIX and TNUIX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.63

The correlation between DODIX and TNUIX shifts across timeframes, from 0.58 (1 year) to 0.81 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DODIX vs. TNUIX — Risk / Return Rank

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

DODIX
DODIX Risk / Return Rank: 2929
Overall Rank
DODIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
DODIX Omega Ratio Rank: 3030
Omega Ratio Rank
DODIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DODIX Martin Ratio Rank: 2424
Martin Ratio Rank

TNUIX
TNUIX Risk / Return Rank: 2929
Overall Rank
TNUIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TNUIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TNUIX Omega Ratio Rank: 2222
Omega Ratio Rank
TNUIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TNUIX Martin Ratio Rank: 3131
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.

DODIX vs. TNUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Income Fund (DODIX) and 1290 Diversified Bond Fund (TNUIX). 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.

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.


DODIXTNUIXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

1.82

2.55

-0.73

Martin ratioReturn relative to average drawdown

5.22

6.55

-1.33

DODIX vs. TNUIX - Sharpe Ratio Comparison

The current DODIX Sharpe Ratio is 1.43, which is comparable to the TNUIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DODIX and TNUIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DODIX vs. TNUIX - Drawdown Comparison

The maximum DODIX drawdown since its inception was -16.89%, smaller than the maximum TNUIX drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for DODIX and TNUIX.


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Drawdown Indicators


DODIXTNUIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.89%

-26.30%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.71%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-14.40%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-26.17%

+9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-26.30%

+9.41%

Current Drawdown

Current decline from peak

-1.48%

-5.76%

+4.28%

Average Drawdown

Average peak-to-trough decline

-1.50%

-6.29%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.05%

+0.05%

Volatility

DODIX vs. TNUIX - Volatility Comparison

The current volatility for Dodge & Cox Income Fund (DODIX) is 1.18%, while 1290 Diversified Bond Fund (TNUIX) has a volatility of 1.35%. This indicates that DODIX experiences smaller price fluctuations and is considered to be less risky than TNUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DODIXTNUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.35%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

4.11%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

5.84%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

9.49%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

7.73%

-3.28%

DODIX vs. TNUIX - Expense Ratio Comparison

DODIX has a 0.41% expense ratio, which is lower than TNUIX's 0.50% expense ratio.


Dividends

DODIX vs. TNUIX - Dividend Comparison

DODIX's dividend yield for the trailing twelve months is around 4.25%, more than TNUIX's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DODIX
Dodge & Cox Income Fund
4.25%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%
TNUIX
1290 Diversified Bond Fund
3.27%7.28%6.39%3.71%3.51%4.61%2.68%8.07%3.67%2.94%0.12%0.00%

Frequently Asked Questions


DODIX and TNUIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNUIX has higher volatility (1.35%) compared to DODIX (1.18%). In terms of maximum drawdown, DODIX dropped -16.89% vs TNUIX's -26.30%.

DODIX currently has the higher Sharpe Ratio (1.43 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DODIX and TNUIX

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