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RSIIX vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSIIX vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Strategic Income Fund (RSIIX) and Toews Tactical Income Fund (THHYX). The values are adjusted to include any dividend payments, if applicable.

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RSIIX vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSIIX
RiverPark Strategic Income Fund
0.36%6.04%8.44%9.59%-3.31%11.60%3.42%3.50%1.36%4.84%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, RSIIX achieves a 0.36% return, which is significantly higher than THHYX's -0.03% return. Over the past 10 years, RSIIX has outperformed THHYX with an annualized return of 5.50%, while THHYX has yielded a comparatively lower 3.04% annualized return.


RSIIX

1D
0.00%
1M
-0.59%
YTD
0.36%
6M
0.82%
1Y
5.26%
3Y*
7.43%
5Y*
5.19%
10Y*
5.50%

THHYX

1D
-0.10%
1M
-0.56%
YTD
-0.03%
6M
-0.33%
1Y
4.81%
3Y*
4.35%
5Y*
1.60%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSIIX vs. THHYX - Expense Ratio Comparison

RSIIX has a 1.18% expense ratio, which is lower than THHYX's 1.46% expense ratio.


Return for Risk

RSIIX vs. THHYX — Risk / Return Rank

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

RSIIX
RSIIX Risk / Return Rank: 9595
Overall Rank
RSIIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RSIIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSIIX Omega Ratio Rank: 9797
Omega Ratio Rank
RSIIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RSIIX Martin Ratio Rank: 9696
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 9191
Overall Rank
THHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
THHYX Omega Ratio Rank: 8888
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9090
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.

RSIIX vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Strategic Income Fund (RSIIX) and Toews Tactical Income Fund (THHYX). 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.


RSIIXTHHYXDifference

Sharpe ratio

Return per unit of total volatility

2.29

1.80

+0.49

Sortino ratio

Return per unit of downside risk

2.92

2.78

+0.14

Omega ratio

Gain probability vs. loss probability

1.62

1.39

+0.23

Calmar ratio

Return relative to maximum drawdown

3.50

4.39

-0.88

Martin ratio

Return relative to average drawdown

14.75

10.88

+3.86

RSIIX vs. THHYX - Sharpe Ratio Comparison

The current RSIIX Sharpe Ratio is 2.29, which is comparable to the THHYX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of RSIIX and THHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSIIXTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.80

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.27

0.41

+1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.98

0.83

+1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

1.13

+0.57

Correlation

The correlation between RSIIX and THHYX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RSIIX vs. THHYX - Dividend Comparison

RSIIX's dividend yield for the trailing twelve months is around 7.62%, more than THHYX's 5.52% yield.


TTM20252024202320222021202020192018201720162015
RSIIX
RiverPark Strategic Income Fund
7.62%7.75%7.67%7.61%6.58%5.12%5.77%4.84%4.59%4.98%5.10%6.57%
THHYX
Toews Tactical Income Fund
5.52%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

RSIIX vs. THHYX - Drawdown Comparison

The maximum RSIIX drawdown since its inception was -15.55%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for RSIIX and THHYX.


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Drawdown Indicators


RSIIXTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-15.55%

-8.83%

-6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-1.12%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-5.61%

-8.83%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

-8.83%

-6.72%

Current Drawdown

Current decline from peak

-0.87%

-0.90%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.18%

-1.64%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.45%

-0.09%

Volatility

RSIIX vs. THHYX - Volatility Comparison

RiverPark Strategic Income Fund (RSIIX) has a higher volatility of 1.14% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that RSIIX's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSIIXTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.59%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

1.57%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

2.74%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

3.90%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.78%

3.68%

-0.90%