MSCFX vs. TNVIX
MSCFX (Mairs & Power Small Cap Fund) and TNVIX (1290 GAMCO Small/Mid Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, MSCFX returned 10.06%/yr vs 12.08%/yr for TNVIX. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.95% expense ratio.
Performance
MSCFX vs. TNVIX - Performance Comparison
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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%
MSCFX vs. TNVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MSCFX
TNVIX
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.
| MSCFX | TNVIX | Difference | |
|---|---|---|---|
| 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 |
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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
| MSCFX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -6.18% | -0.04% |
Ulcer IndexDepth 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
| MSCFX | TNVIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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