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MSCFX vs. TNVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSCFX vs. TNVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Small Cap Fund (MSCFX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSCFX achieves a 21.28% return, which is significantly higher than TNVIX's 19.59% return. Over the past 10 years, MSCFX has underperformed TNVIX with an annualized return of 10.06%, while TNVIX has yielded a comparatively higher 12.08% annualized return.


MSCFX

1D
0.37%
1M
5.53%
YTD
21.28%
6M
18.87%
1Y
40.54%
3Y*
14.05%
5Y*
7.22%
10Y*
10.06%

TNVIX

1D
-0.53%
1M
4.69%
YTD
19.59%
6M
17.76%
1Y
36.79%
3Y*
19.58%
5Y*
10.38%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSCFX vs. TNVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSCFX
Mairs & Power Small Cap Fund
21.28%3.96%7.25%11.04%-14.06%30.31%8.82%21.12%-6.89%7.64%
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
19.59%13.91%11.48%21.31%-11.37%21.85%11.33%19.81%-14.34%19.00%

Correlation

The correlation between MSCFX and TNVIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.89

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2014

0.90

The correlation between MSCFX and TNVIX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

MSCFX vs. TNVIX — Risk / Return Rank

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

MSCFX
MSCFX Risk / Return Rank: 5959
Overall Rank
MSCFX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MSCFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MSCFX Omega Ratio Rank: 4646
Omega Ratio Rank
MSCFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
MSCFX Martin Ratio Rank: 6060
Martin Ratio Rank

TNVIX
TNVIX Risk / Return Rank: 7474
Overall Rank
TNVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TNVIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TNVIX Omega Ratio Rank: 6060
Omega Ratio Rank
TNVIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
TNVIX Martin Ratio Rank: 7777
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.

MSCFX vs. TNVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Small Cap Fund (MSCFX) 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.


MSCFXTNVIXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

3.27

3.84

-0.57

Martin ratioReturn relative to average drawdown

11.24

13.56

-2.31

MSCFX vs. TNVIX - Sharpe Ratio Comparison

The current MSCFX Sharpe Ratio is 2.02, which is comparable to the TNVIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MSCFX and TNVIX, 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

MSCFX vs. TNVIX - Drawdown Comparison

The maximum MSCFX drawdown since its inception was -40.89%, roughly equal to the maximum TNVIX drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for MSCFX and TNVIX.


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Drawdown Indicators


MSCFXTNVIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-42.75%

+1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-10.14%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-29.65%

-20.59%

-9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.65%

-25.61%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

-42.75%

+1.86%

Current Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.22%

-6.18%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.87%

+0.96%

Volatility

MSCFX vs. TNVIX - Volatility Comparison

Mairs & Power Small Cap Fund (MSCFX) has a higher volatility of 6.23% compared to 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) at 5.02%. This indicates that MSCFX's price experiences larger fluctuations and is considered to be riskier 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


MSCFXTNVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

5.02%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

12.42%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

17.02%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

19.83%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

21.16%

+1.91%

MSCFX vs. TNVIX - Expense Ratio Comparison

Both MSCFX and TNVIX have an expense ratio of 0.95%.


Dividends

MSCFX vs. TNVIX - Dividend Comparison

MSCFX's dividend yield for the trailing twelve months is around 1.87%, less than TNVIX's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
MSCFX
Mairs & Power Small Cap Fund
1.87%2.27%2.17%0.67%6.48%11.25%2.04%3.11%4.78%3.43%1.90%1.16%
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
3.30%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


MSCFX and TNVIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSCFX has higher volatility (6.23%) compared to TNVIX (5.02%). In terms of maximum drawdown, MSCFX dropped -40.89% vs TNVIX's -42.75%.

TNVIX currently has the higher Sharpe Ratio (2.29 vs 2.02), 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

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