LSSCX vs. TNVIX
LSSCX (Loomis Sayles Small Cap Value Fund) and TNVIX (1290 GAMCO Small/Mid Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, LSSCX returned 9.96%/yr vs 11.62%/yr for TNVIX. Their correlation of 0.91 means they have usually moved in the same direction. LSSCX charges 0.90%/yr vs 0.95%/yr for TNVIX.
Performance
LSSCX vs. TNVIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSSCX achieves a 20.58% return, which is significantly higher than TNVIX's 18.31% return. Over the past 10 years, LSSCX has underperformed TNVIX with an annualized return of 9.96%, while TNVIX has yielded a comparatively higher 11.62% annualized return.
LSSCX
- 1D
- 0.25%
- 1M
- 0.37%
- 6M
- 12.30%
- YTD
- 20.58%
- 1Y
- 24.86%
- 3Y*
- 13.37%
- 5Y*
- 9.72%
- 10Y*
- 9.96%
- ALL TIME*
- 11.41%
TNVIX
- 1D
- -0.90%
- 1M
- -1.78%
- 6M
- 9.19%
- YTD
- 18.31%
- 1Y
- 31.67%
- 3Y*
- 15.68%
- 5Y*
- 10.46%
- 10Y*
- 11.62%
- ALL TIME*
- 9.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSSCX vs. TNVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 20.58% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 18.31% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Correlation
The correlation between LSSCX and TNVIX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2014 | 0.91 |
The correlation between LSSCX and TNVIX shifts across timeframes, from 0.76 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSSCX vs. TNVIX — Risk / Return Rank
LSSCX
TNVIX
LSSCX vs. TNVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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.
| LSSCX | TNVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.95 | +0.02 |
| Martin ratioReturn relative to average drawdown | 9.29 | 10.39 | -1.10 |
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Drawdowns
LSSCX vs. TNVIX - Drawdown Comparison
The maximum LSSCX drawdown since its inception was -54.28%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for LSSCX and TNVIX.
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Drawdown Indicators
| LSSCX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -42.75% | -11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -10.14% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -25.10% | -20.59% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -25.61% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.65% | -42.75% | -1.90% |
Current DrawdownCurrent decline from peak | -1.43% | -3.45% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -6.15% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.88% | +0.09% |
Volatility
LSSCX vs. TNVIX - Volatility Comparison
The current volatility for Loomis Sayles Small Cap Value Fund (LSSCX) is 3.22%, while 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a volatility of 4.02%. This indicates that LSSCX experiences smaller price fluctuations and is considered to be less risky than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSSCX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.02% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 12.46% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 16.67% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 19.74% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 21.10% | +1.24% |
LSSCX vs. TNVIX - Expense Ratio Comparison
LSSCX has a 0.90% expense ratio, which is lower than TNVIX's 0.95% expense ratio.
Dividends
LSSCX vs. TNVIX - Dividend Comparison
LSSCX's dividend yield for the trailing twelve months is around 14.51%, more than TNVIX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 14.51% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.34% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |
Frequently Asked Questions
LSSCX and TNVIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TNVIX has higher volatility (4.02%) compared to LSSCX (3.22%). In terms of maximum drawdown, LSSCX dropped -54.28% vs TNVIX's -42.75%.
TNVIX currently has the higher Sharpe Ratio (1.80 vs 1.71), 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.
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