PortfoliosLab logoPortfoliosLab logo
TFIF.L vs. JLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFIF.L vs. JLS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in TwentyFour Income Fund Limited (TFIF.L) and Nuveen Mortgage and Income Fund (JLS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TFIF.L vs. JLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFIF.L
TwentyFour Income Fund Limited
-4.22%5.10%2.76%6.58%-13.84%8.32%-4.87%-0.61%-6.60%6.48%
JLS
Nuveen Mortgage and Income Fund
4.14%3.65%19.92%9.13%-8.11%12.07%-8.16%0.30%4.85%6.91%
Different Trading Currencies

TFIF.L is traded in GBP, while JLS is traded in USD. To make them comparable, the JLS values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TFIF.L achieves a -4.22% return, which is significantly lower than JLS's 4.14% return. Over the past 10 years, TFIF.L has underperformed JLS with an annualized return of 0.36%, while JLS has yielded a comparatively higher 6.82% annualized return.


TFIF.L

1D
3.82%
1M
-3.55%
YTD
-4.22%
6M
-4.70%
1Y
-2.59%
3Y*
2.72%
5Y*
0.15%
10Y*
0.36%

JLS

1D
2.42%
1M
1.16%
YTD
4.14%
6M
3.53%
1Y
4.27%
3Y*
12.66%
5Y*
6.80%
10Y*
6.82%
*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.


TFIF.L vs. JLS - Expense Ratio Comparison


Return for Risk

TFIF.L vs. JLS — Risk / Return Rank

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

TFIF.L
TFIF.L Risk / Return Rank: 33
Overall Rank
TFIF.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TFIF.L Sortino Ratio Rank: 33
Sortino Ratio Rank
TFIF.L Omega Ratio Rank: 22
Omega Ratio Rank
TFIF.L Calmar Ratio Rank: 33
Calmar Ratio Rank
TFIF.L Martin Ratio Rank: 22
Martin Ratio Rank

JLS
JLS Risk / Return Rank: 2525
Overall Rank
JLS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JLS Sortino Ratio Rank: 2020
Sortino Ratio Rank
JLS Omega Ratio Rank: 2525
Omega Ratio Rank
JLS Calmar Ratio Rank: 2626
Calmar Ratio Rank
JLS Martin Ratio Rank: 3030
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.

TFIF.L vs. JLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) and Nuveen Mortgage and Income Fund (JLS). 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.


TFIF.LJLSDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.35

-0.56

Sortino ratio

Return per unit of downside risk

-0.20

0.55

-0.75

Omega ratio

Gain probability vs. loss probability

0.97

1.07

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.27

0.53

-0.80

Martin ratio

Return relative to average drawdown

-0.95

1.23

-2.18

TFIF.L vs. JLS - Sharpe Ratio Comparison

The current TFIF.L Sharpe Ratio is -0.21, which is lower than the JLS Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of TFIF.L and JLS, 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


TFIF.LJLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.35

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.55

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.47

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.55

-0.51

Correlation

The correlation between TFIF.L and JLS is 0.03, 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

TFIF.L vs. JLS - Dividend Comparison

TFIF.L's dividend yield for the trailing twelve months is around 0.10%, less than JLS's 10.16% yield.


TTM20252024202320222021202020192018201720162015
TFIF.L
TwentyFour Income Fund Limited
0.10%0.10%0.09%0.10%0.07%0.06%0.06%0.06%0.06%0.06%0.06%0.06%
JLS
Nuveen Mortgage and Income Fund
10.16%10.13%9.91%9.29%6.56%4.61%4.94%6.20%9.31%13.44%7.11%6.68%

Drawdowns

TFIF.L vs. JLS - Drawdown Comparison

The maximum TFIF.L drawdown since its inception was -37.49%, which is greater than JLS's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for TFIF.L and JLS.


Loading graphics...

Drawdown Indicators


TFIF.LJLSDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-35.18%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-6.18%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-23.53%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-35.18%

+0.06%

Current Drawdown

Current decline from peak

-15.79%

-2.27%

-13.52%

Average Drawdown

Average peak-to-trough decline

-12.72%

-5.87%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.05%

+0.49%

Volatility

TFIF.L vs. JLS - Volatility Comparison

TwentyFour Income Fund Limited (TFIF.L) has a higher volatility of 8.36% compared to Nuveen Mortgage and Income Fund (JLS) at 5.23%. This indicates that TFIF.L's price experiences larger fluctuations and is considered to be riskier than JLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TFIF.LJLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

5.23%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

8.10%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

12.22%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

12.46%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

14.65%

-1.50%