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TFIF.L vs. VUSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFIF.L vs. VUSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in TwentyFour Income Fund Limited (TFIF.L) and Invesco Quality Income Fund Class R6 (VUSSX). The values are adjusted to include any dividend payments, if applicable.

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TFIF.L vs. VUSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFIF.L
TwentyFour Income Fund Limited
-3.86%5.10%2.76%6.58%-13.84%8.32%-4.87%-0.61%-6.60%1.52%
VUSSX
Invesco Quality Income Fund Class R6
2.02%0.87%3.15%-0.43%-1.70%-0.44%2.68%2.32%6.21%-6.42%
Different Trading Currencies

TFIF.L is traded in GBP, while VUSSX is traded in USD. To make them comparable, the VUSSX 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 -3.86% return, which is significantly lower than VUSSX's 2.02% return.


TFIF.L

1D
0.37%
1M
-2.85%
YTD
-3.86%
6M
-4.35%
1Y
-2.06%
3Y*
2.84%
5Y*
0.22%
10Y*
0.40%

VUSSX

1D
-0.00%
1M
-0.14%
YTD
2.02%
6M
3.35%
1Y
2.69%
3Y*
1.58%
5Y*
1.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFIF.L vs. VUSSX - Expense Ratio Comparison


Return for Risk

TFIF.L vs. VUSSX — 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: 22
Overall Rank
TFIF.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TFIF.L Sortino Ratio Rank: 22
Sortino Ratio Rank
TFIF.L Omega Ratio Rank: 22
Omega Ratio Rank
TFIF.L Calmar Ratio Rank: 22
Calmar Ratio Rank
TFIF.L Martin Ratio Rank: 11
Martin Ratio Rank

VUSSX
VUSSX Risk / Return Rank: 5454
Overall Rank
VUSSX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUSSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUSSX Omega Ratio Rank: 3737
Omega Ratio Rank
VUSSX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VUSSX Martin Ratio Rank: 5151
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. VUSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) and Invesco Quality Income Fund Class R6 (VUSSX). 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.LVUSSXDifference

Sharpe ratio

Return per unit of total volatility

-0.17

0.39

-0.55

Sortino ratio

Return per unit of downside risk

-0.14

0.60

-0.74

Omega ratio

Gain probability vs. loss probability

0.98

1.07

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.31

0.60

-0.91

Martin ratio

Return relative to average drawdown

-1.08

1.24

-2.33

TFIF.L vs. VUSSX - Sharpe Ratio Comparison

The current TFIF.L Sharpe Ratio is -0.17, which is lower than the VUSSX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TFIF.L and VUSSX, 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


TFIF.LVUSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

0.39

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.12

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.10

-0.06

Correlation

The correlation between TFIF.L and VUSSX is -0.00. 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.


Dividends

TFIF.L vs. VUSSX - Dividend Comparison

TFIF.L's dividend yield for the trailing twelve months is around 0.10%, less than VUSSX's 3.43% 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%
VUSSX
Invesco Quality Income Fund Class R6
3.43%3.69%4.30%3.20%3.37%3.49%4.00%4.09%4.27%2.78%0.00%0.00%

Drawdowns

TFIF.L vs. VUSSX - Drawdown Comparison

The maximum TFIF.L drawdown since its inception was -37.49%, which is greater than VUSSX's maximum drawdown of -16.96%. Use the drawdown chart below to compare losses from any high point for TFIF.L and VUSSX.


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Drawdown Indicators


TFIF.LVUSSXDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-18.43%

-19.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-2.95%

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-17.85%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-15.48%

-1.97%

-13.51%

Average Drawdown

Average peak-to-trough decline

-12.72%

-4.60%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.08%

+1.47%

Volatility

TFIF.L vs. VUSSX - Volatility Comparison

TwentyFour Income Fund Limited (TFIF.L) has a higher volatility of 8.19% compared to Invesco Quality Income Fund Class R6 (VUSSX) at 2.56%. This indicates that TFIF.L's price experiences larger fluctuations and is considered to be riskier than VUSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFIF.LVUSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

2.56%

+5.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

5.09%

+4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

7.81%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

8.75%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

8.80%

+4.34%