TFIF.L vs. VWTAX
TFIF.L (TwentyFour Income Fund Limited) and VWTAX (Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund) are both Mortgage Backed Securities funds. Over the past 3 years, TFIF.L returned 14.60%/yr vs 2.24%/yr for VWTAX. At a correlation of -0.01, they often move in opposite directions.
Performance
TFIF.L vs. VWTAX - Performance Comparison
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Different Trading Currencies
TFIF.L is traded in GBP, while VWTAX is traded in USD. To make them comparable, the VWTAX 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 3.01% return, which is significantly lower than VWTAX's 3.45% return.
TFIF.L
- 1D
- 0.00%
- 1M
- 1.10%
- YTD
- 3.01%
- 6M
- 2.47%
- 1Y
- 7.67%
- 3Y*
- 14.60%
- 5Y*
- 10.07%
- 10Y*
- 8.00%
VWTAX
- 1D
- 0.62%
- 1M
- 2.97%
- YTD
- 3.45%
- 6M
- 3.42%
- 1Y
- 8.21%
- 3Y*
- 2.24%
- 5Y*
- —
- 10Y*
- —
TFIF.L vs. VWTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TFIF.L TwentyFour Income Fund Limited | 3.01% | 16.03% | 12.96% | 17.93% | -4.32% |
VWTAX Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund | 3.45% | -1.16% | 2.46% | -1.26% | -1.92% |
Correlation
The correlation between TFIF.L and VWTAX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | -0.01 |
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Return for Risk
TFIF.L vs. VWTAX — Risk / Return Rank
TFIF.L
VWTAX
TFIF.L vs. VWTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) and Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TFIF.L | VWTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.63 | -0.67 |
| Martin ratioReturn relative to average drawdown | 4.76 | 4.34 | +0.42 |
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Drawdowns
TFIF.L vs. VWTAX - Drawdown Comparison
The maximum TFIF.L drawdown since its inception was -29.87%, which is greater than VWTAX's maximum drawdown of -15.63%. Use the drawdown chart below to compare losses from any high point for TFIF.L and VWTAX.
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Drawdown Indicators
| TFIF.L | VWTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.87% | -15.63% | -14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -5.19% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.92% | -8.77% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -16.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.87% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -6.90% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -9.52% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.89% | -0.28% |
Volatility
TFIF.L vs. VWTAX - Volatility Comparison
The current volatility for TwentyFour Income Fund Limited (TFIF.L) is 1.19%, while Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) has a volatility of 1.65%. This indicates that TFIF.L experiences smaller price fluctuations and is considered to be less risky than VWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFIF.L | VWTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.65% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 5.38% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.68% | 6.67% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.24% | 8.95% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 8.95% | +3.88% |
Dividends
TFIF.L vs. VWTAX - Dividend Comparison
TFIF.L's dividend yield for the trailing twelve months is around 9.85%, while VWTAX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
TFIF.L TwentyFour Income Fund Limited | 9.85% | 9.76% | 9.22% | 9.71% | 7.11% | 5.59% | 6.04% | 5.78% | 6.43% | 5.80% |
VWTAX Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TFIF.L and VWTAX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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