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TFAFX vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TFAFX and ^VIX is -0.72. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.7

Performance

TFAFX vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tactical Growth Allocation Fund (TFAFX) and CBOE Volatility Index (^VIX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
8.82%
-10.77%
TFAFX
^VIX

Key characteristics

Sharpe Ratio

TFAFX:

1.41

^VIX:

0.06

Sortino Ratio

TFAFX:

1.92

^VIX:

1.38

Omega Ratio

TFAFX:

1.26

^VIX:

1.17

Calmar Ratio

TFAFX:

0.91

^VIX:

0.10

Martin Ratio

TFAFX:

7.73

^VIX:

0.18

Ulcer Index

TFAFX:

2.49%

^VIX:

45.20%

Daily Std Dev

TFAFX:

13.64%

^VIX:

147.74%

Max Drawdown

TFAFX:

-35.54%

^VIX:

-88.70%

Current Drawdown

TFAFX:

-4.13%

^VIX:

-81.06%

Returns By Period

In the year-to-date period, TFAFX achieves a 3.19% return, which is significantly higher than ^VIX's -9.74% return.


TFAFX

YTD

3.19%

1M

1.01%

6M

8.81%

1Y

20.28%

5Y*

2.67%

10Y*

N/A

^VIX

YTD

-9.74%

1M

3.98%

6M

-10.77%

1Y

2.09%

5Y*

-1.66%

10Y*

0.71%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TFAFX vs. ^VIX — Risk-Adjusted Performance Rank

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

TFAFX
The Risk-Adjusted Performance Rank of TFAFX is 7070
Overall Rank
The Sharpe Ratio Rank of TFAFX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of TFAFX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TFAFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TFAFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TFAFX is 8080
Martin Ratio Rank

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 2525
Overall Rank
The Sharpe Ratio Rank of ^VIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TFAFX vs. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactical Growth Allocation Fund (TFAFX) and CBOE Volatility Index (^VIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TFAFX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.350.06
The chart of Sortino ratio for TFAFX, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.0012.001.821.38
The chart of Omega ratio for TFAFX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.17
The chart of Calmar ratio for TFAFX, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.000.850.10
The chart of Martin ratio for TFAFX, currently valued at 7.09, compared to the broader market0.0020.0040.0060.0080.007.090.18
TFAFX
^VIX

The current TFAFX Sharpe Ratio is 1.41, which is higher than the ^VIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TFAFX and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.35
0.06
TFAFX
^VIX

Drawdowns

TFAFX vs. ^VIX - Drawdown Comparison

The maximum TFAFX drawdown since its inception was -35.54%, smaller than the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for TFAFX and ^VIX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.13%
-81.06%
TFAFX
^VIX

Volatility

TFAFX vs. ^VIX - Volatility Comparison

The current volatility for Tactical Growth Allocation Fund (TFAFX) is 3.73%, while CBOE Volatility Index (^VIX) has a volatility of 30.32%. This indicates that TFAFX experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
3.73%
30.32%
TFAFX
^VIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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