THHYX vs. CPITX
Compare and contrast key facts about Toews Tactical Income Fund (THHYX) and Counterpoint Tactical Income Fund (CPITX).
THHYX is managed by Toews Funds. It was launched on Jun 4, 2010. CPITX is managed by Counterpoint Mutual Funds. It was launched on Dec 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THHYX or CPITX.
Performance
THHYX vs. CPITX - Performance Comparison
Returns By Period
In the year-to-date period, THHYX achieves a 5.93% return, which is significantly lower than CPITX's 6.65% return.
THHYX
5.93%
0.28%
5.31%
10.52%
2.39%
2.60%
CPITX
6.65%
0.66%
4.44%
9.82%
5.37%
N/A
Key characteristics
| THHYX | CPITX | |
|---|---|---|
| Sharpe Ratio | 2.92 | 4.85 |
| Sortino Ratio | 4.60 | 7.68 |
| Omega Ratio | 1.61 | 2.29 |
| Calmar Ratio | 1.60 | 10.19 |
| Martin Ratio | 19.83 | 45.08 |
| Ulcer Index | 0.54% | 0.22% |
| Daily Std Dev | 3.64% | 2.05% |
| Max Drawdown | -8.82% | -5.18% |
| Current Drawdown | -0.69% | -0.09% |
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THHYX vs. CPITX - Expense Ratio Comparison
Both THHYX and CPITX have an expense ratio of 1.46%.
Correlation
The correlation between THHYX and CPITX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
THHYX vs. CPITX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Toews Tactical Income Fund (THHYX) and Counterpoint Tactical Income Fund (CPITX). 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.
Dividends
THHYX vs. CPITX - Dividend Comparison
THHYX's dividend yield for the trailing twelve months is around 5.04%, less than CPITX's 5.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THHYX Toews Tactical Income Fund | 5.04% | 4.35% | 1.61% | 2.79% | 2.20% | 3.84% | 2.43% | 3.60% | 2.97% | 1.58% | 3.00% | 4.76% |
CPITX Counterpoint Tactical Income Fund | 5.82% | 5.81% | 2.64% | 3.95% | 2.26% | 3.68% | 2.14% | 4.59% | 3.24% | 1.39% | 0.00% | 0.00% |
Drawdowns
THHYX vs. CPITX - Drawdown Comparison
The maximum THHYX drawdown since its inception was -8.82%, which is greater than CPITX's maximum drawdown of -5.18%. Use the drawdown chart below to compare losses from any high point for THHYX and CPITX. For additional features, visit the drawdowns tool.
Volatility
THHYX vs. CPITX - Volatility Comparison
Toews Tactical Income Fund (THHYX) has a higher volatility of 0.71% compared to Counterpoint Tactical Income Fund (CPITX) at 0.55%. This indicates that THHYX's price experiences larger fluctuations and is considered to be riskier than CPITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.