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

Performance

TFIF.L vs. VWTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in TwentyFour Income Fund Limited (TFIF.L) and Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX). The values are adjusted to include any dividend payments, if applicable.

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TFIF.L vs. VWTAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TFIF.L
TwentyFour Income Fund Limited
-3.86%5.10%2.76%6.58%-9.31%
VWTAX
Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund
2.26%-1.16%2.46%-1.26%-1.92%
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 -3.86% return, which is significantly lower than VWTAX's 2.26% 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%

VWTAX

1D
-0.03%
1M
0.16%
YTD
2.26%
6M
3.07%
1Y
1.37%
3Y*
0.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFIF.L vs. VWTAX - Expense Ratio Comparison


The portfolio doesn't include any funds that charge management fees.

Return for Risk

TFIF.L vs. VWTAX — 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

VWTAX
VWTAX Risk / Return Rank: 3939
Overall Rank
VWTAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VWTAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VWTAX Omega Ratio Rank: 3131
Omega Ratio Rank
VWTAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
VWTAX Martin Ratio Rank: 3333
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. 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.


TFIF.LVWTAXDifference

Sharpe ratio

Return per unit of total volatility

-0.17

0.22

-0.39

Sortino ratio

Return per unit of downside risk

-0.14

0.36

-0.50

Omega ratio

Gain probability vs. loss probability

0.98

1.04

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.31

0.11

-0.42

Martin ratio

Return relative to average drawdown

-1.08

0.21

-1.29

TFIF.L vs. VWTAX - Sharpe Ratio Comparison

The current TFIF.L Sharpe Ratio is -0.17, which is lower than the VWTAX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TFIF.L and VWTAX, 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.LVWTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

0.22

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

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

0.01

+0.03

Correlation

The correlation between TFIF.L and VWTAX is 0.01, 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. VWTAX - Dividend Comparison

TFIF.L's dividend yield for the trailing twelve months is around 0.10%, while VWTAX has not paid dividends to shareholders.


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%
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%0.00%0.00%

Drawdowns

TFIF.L vs. VWTAX - Drawdown Comparison

The maximum TFIF.L drawdown since its inception was -37.49%, 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.LVWTAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-14.14%

-23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-2.76%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-15.48%

-1.37%

-14.11%

Average Drawdown

Average peak-to-trough decline

-12.72%

-5.53%

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

0.92%

+1.63%

Volatility

TFIF.L vs. VWTAX - Volatility Comparison

TwentyFour Income Fund Limited (TFIF.L) has a higher volatility of 8.19% compared to Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) at 2.83%. This indicates that TFIF.L's price experiences larger fluctuations and is considered to be riskier 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.LVWTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

2.83%

+5.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

5.19%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

7.64%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

9.08%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

9.08%

+4.06%