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SMEAX vs. TNVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMEAX vs. TNVIX - Performance Comparison

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

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SMEAX vs. TNVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMEAX
Invesco Small Cap Equity Fund Class A
-5.14%7.84%17.80%15.95%-20.62%19.62%27.25%26.05%-15.42%13.59%
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, SMEAX achieves a -5.14% return, which is significantly lower than TNVIX's 4.18% return. Over the past 10 years, SMEAX has underperformed TNVIX with an annualized return of 8.47%, while TNVIX has yielded a comparatively higher 10.40% annualized return.


SMEAX

1D
-2.22%
1M
-10.78%
YTD
-5.14%
6M
-5.53%
1Y
9.81%
3Y*
9.72%
5Y*
3.23%
10Y*
8.47%

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)

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SMEAX vs. TNVIX - Expense Ratio Comparison

SMEAX has a 1.22% expense ratio, which is higher than TNVIX's 0.95% expense ratio.


Return for Risk

SMEAX vs. TNVIX — Risk / Return Rank

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

SMEAX
SMEAX Risk / Return Rank: 1818
Overall Rank
SMEAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMEAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SMEAX Omega Ratio Rank: 1717
Omega Ratio Rank
SMEAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SMEAX Martin Ratio Rank: 1818
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.

SMEAX vs. TNVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Equity Fund Class A (SMEAX) 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.


SMEAXTNVIXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.22

-0.78

Sortino ratio

Return per unit of downside risk

0.76

1.81

-1.05

Omega ratio

Gain probability vs. loss probability

1.10

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.54

1.66

-1.13

Martin ratio

Return relative to average drawdown

1.83

6.32

-4.48

SMEAX vs. TNVIX - Sharpe Ratio Comparison

The current SMEAX Sharpe Ratio is 0.44, which is lower than the TNVIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SMEAX 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.


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Sharpe Ratios by Period


SMEAXTNVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.22

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.43

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.50

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.12

Correlation

The correlation between SMEAX and TNVIX is 0.89, 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

SMEAX vs. TNVIX - Dividend Comparison

SMEAX's dividend yield for the trailing twelve months is around 9.85%, more than TNVIX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
SMEAX
Invesco Small Cap Equity Fund Class A
9.85%9.34%8.09%0.40%2.95%19.02%6.03%11.18%18.53%5.38%5.38%6.51%
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

SMEAX vs. TNVIX - Drawdown Comparison

The maximum SMEAX drawdown since its inception was -56.69%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for SMEAX and TNVIX.


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Drawdown Indicators


SMEAXTNVIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.69%

-42.75%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-13.34%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

-25.61%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

-42.75%

-2.26%

Current Drawdown

Current decline from peak

-13.43%

-9.49%

-3.94%

Average Drawdown

Average peak-to-trough decline

-10.47%

-6.27%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.51%

+0.51%

Volatility

SMEAX vs. TNVIX - Volatility Comparison

Invesco Small Cap Equity Fund Class A (SMEAX) has a higher volatility of 8.73% compared to 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) at 6.09%. This indicates that SMEAX'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


SMEAXTNVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

6.09%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

11.62%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

20.63%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

19.76%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

21.06%

+1.95%