PWRIX vs. TUIFX
PWRIX (Donoghue Forlines Tactical Income Fund) and TUIFX (Toews Unconstrained Income Fund) are both Nontraditional Bonds funds. Over the past 10 years, PWRIX returned 1.70%/yr vs 1.65%/yr for TUIFX. Their 0.49 correlation means their historical movements had little consistent relationship. PWRIX charges 1.53%/yr vs 1.25%/yr for TUIFX.
Performance
PWRIX vs. TUIFX - Performance Comparison
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Returns By Period
In the year-to-date period, PWRIX achieves a 0.53% return, which is significantly higher than TUIFX's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with PWRIX having a 1.70% annualized return and TUIFX not far behind at 1.65%.
PWRIX
- 1D
- 0.00%
- 1M
- 0.34%
- 6M
- 0.30%
- YTD
- 0.53%
- 1Y
- 2.15%
- 3Y*
- 4.00%
- 5Y*
- 1.20%
- 10Y*
- 1.70%
- ALL TIME*
- 1.94%
TUIFX
- 1D
- 0.00%
- 1M
- -0.49%
- 6M
- -0.27%
- YTD
- 0.17%
- 1Y
- 1.74%
- 3Y*
- 3.65%
- 5Y*
- 0.97%
- 10Y*
- 1.65%
- ALL TIME*
- 1.90%
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 |
PWRIX vs. TUIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWRIX Donoghue Forlines Tactical Income Fund | 0.53% | 3.58% | 4.57% | 8.09% | -9.39% | 3.11% | -4.54% | 9.07% | -2.06% | 3.43% |
TUIFX Toews Unconstrained Income Fund | 0.17% | 3.55% | 4.53% | 3.08% | -4.36% | -0.20% | 2.58% | 6.97% | -2.82% | 2.10% |
Correlation
The correlation between PWRIX and TUIFX is 0.63, 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. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.49 |
The correlation between PWRIX and TUIFX shifts across timeframes, from 0.49 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PWRIX vs. TUIFX — Risk / Return Rank
PWRIX
TUIFX
PWRIX vs. TUIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Donoghue Forlines Tactical Income Fund (PWRIX) and Toews Unconstrained Income Fund (TUIFX). 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.
| PWRIX | TUIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 2.26 | -1.23 |
| Martin ratioReturn relative to average drawdown | 2.81 | 4.79 | -1.98 |
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Drawdowns
PWRIX vs. TUIFX - Drawdown Comparison
The maximum PWRIX drawdown since its inception was -14.55%, which is greater than TUIFX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for PWRIX and TUIFX.
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Drawdown Indicators
| PWRIX | TUIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.55% | -7.37% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -0.87% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -2.92% | -1.64% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -12.16% | -7.37% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -14.55% | -7.37% | -7.18% |
Current DrawdownCurrent decline from peak | -0.25% | -0.70% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -2.05% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.41% | +0.35% |
Volatility
PWRIX vs. TUIFX - Volatility Comparison
Donoghue Forlines Tactical Income Fund (PWRIX) has a higher volatility of 0.59% compared to Toews Unconstrained Income Fund (TUIFX) at 0.51%. This indicates that PWRIX's price experiences larger fluctuations and is considered to be riskier than TUIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWRIX | TUIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.51% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 1.42% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.33% | 2.05% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 2.63% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 2.66% | +1.88% |
PWRIX vs. TUIFX - Expense Ratio Comparison
PWRIX has a 1.53% expense ratio, which is higher than TUIFX's 1.25% expense ratio.
Dividends
PWRIX vs. TUIFX - Dividend Comparison
PWRIX's dividend yield for the trailing twelve months is around 3.83%, less than TUIFX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWRIX Donoghue Forlines Tactical Income Fund | 3.83% | 2.17% | 4.85% | 3.78% | 0.41% | 2.88% | 1.14% | 1.79% | 3.99% | 3.91% | 0.66% | 1.96% |
TUIFX Toews Unconstrained Income Fund | 4.10% | 4.17% | 4.68% | 4.09% | 1.05% | 2.13% | 1.33% | 2.44% | 2.05% | 4.34% | 2.29% | 1.19% |
Frequently Asked Questions
PWRIX and TUIFX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PWRIX has higher volatility (0.59%) compared to TUIFX (0.51%). In terms of maximum drawdown, PWRIX dropped -14.55% vs TUIFX's -7.37%.
TUIFX currently has the higher Sharpe Ratio (0.96 vs 0.93), 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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