PortfoliosLab logoPortfoliosLab logo
MSCFX vs. TNVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

MSCFX vs. TNVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSCFX
Mairs & Power Small Cap Fund
0.35%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
4.18%13.91%11.48%21.31%-11.37%21.85%11.33%19.81%-14.34%19.00%

Returns By Period

In the year-to-date period, MSCFX achieves a 0.35% return, which is significantly lower than TNVIX's 4.18% return. Over the past 10 years, MSCFX has underperformed TNVIX with an annualized return of 8.31%, while TNVIX has yielded a comparatively higher 10.40% annualized return.


MSCFX

1D
-1.14%
1M
-10.09%
YTD
0.35%
6M
2.23%
1Y
17.27%
3Y*
7.21%
5Y*
3.56%
10Y*
8.31%

TNVIX

1D
-1.12%
1M
-9.02%
YTD
4.18%
6M
6.87%
1Y
25.29%
3Y*
14.60%
5Y*
8.38%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSCFX vs. TNVIX - Expense Ratio Comparison

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


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: 2929
Overall Rank
MSCFX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MSCFX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSCFX Omega Ratio Rank: 2626
Omega Ratio Rank
MSCFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSCFX Martin Ratio Rank: 2828
Martin Ratio Rank

TNVIX
TNVIX Risk / Return Rank: 6969
Overall Rank
TNVIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TNVIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNVIX Omega Ratio Rank: 6464
Omega Ratio Rank
TNVIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TNVIX Martin Ratio Rank: 6767
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.


MSCFXTNVIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.22

-0.55

Sortino ratio

Return per unit of downside risk

1.11

1.81

-0.70

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.88

1.66

-0.79

Martin ratio

Return relative to average drawdown

3.02

6.32

-3.30

MSCFX vs. TNVIX - Sharpe Ratio Comparison

The current MSCFX Sharpe Ratio is 0.67, which is lower than the TNVIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MSCFX and TNVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MSCFXTNVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.22

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.43

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.50

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.45

+0.08

Correlation

The correlation between MSCFX and TNVIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MSCFX vs. TNVIX - Dividend Comparison

MSCFX's dividend yield for the trailing twelve months is around 2.26%, less than TNVIX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
MSCFX
Mairs & Power Small Cap Fund
2.26%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
3.79%3.95%8.76%3.82%2.51%7.05%0.47%1.74%1.58%1.87%1.79%0.00%

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.


Loading graphics...

Drawdown Indicators


MSCFXTNVIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-42.75%

+1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

-13.34%

-2.08%

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

-13.19%

-9.49%

-3.70%

Average Drawdown

Average peak-to-trough decline

-6.27%

-6.27%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.51%

+0.96%

Volatility

MSCFX vs. TNVIX - Volatility Comparison

Mairs & Power Small Cap Fund (MSCFX) has a higher volatility of 7.18% compared to 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) at 6.09%. 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.


Loading graphics...

Volatility by Period


MSCFXTNVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

6.09%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

11.62%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

20.63%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

19.76%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

21.06%

+1.83%