THHYX vs. DLHYX
Compare and contrast key facts about Toews Tactical Income Fund (THHYX) and MassMutual High Yield Fund (DLHYX).
THHYX is managed by Toews Funds. It was launched on Jun 4, 2010. DLHYX is managed by MassMutual. It was launched on Sep 5, 2000.
Performance
THHYX vs. DLHYX - Performance Comparison
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THHYX vs. DLHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THHYX Toews Tactical Income Fund | -0.03% | 3.44% | 5.48% | 4.51% | -5.33% | 0.28% | 5.21% | 7.37% | -0.80% | 2.57% |
DLHYX MassMutual High Yield Fund | -0.64% | 8.61% | 6.37% | 11.16% | -12.43% | 7.29% | 4.66% | 13.34% | -3.00% | 7.46% |
Returns By Period
In the year-to-date period, THHYX achieves a -0.03% return, which is significantly higher than DLHYX's -0.64% return. Over the past 10 years, THHYX has underperformed DLHYX with an annualized return of 3.04%, while DLHYX has yielded a comparatively higher 5.29% annualized return.
THHYX
- 1D
- -0.10%
- 1M
- -0.56%
- YTD
- -0.03%
- 6M
- -0.33%
- 1Y
- 4.81%
- 3Y*
- 4.35%
- 5Y*
- 1.60%
- 10Y*
- 3.04%
DLHYX
- 1D
- 0.62%
- 1M
- -1.46%
- YTD
- -0.64%
- 6M
- 0.66%
- 1Y
- 6.93%
- 3Y*
- 7.10%
- 5Y*
- 3.28%
- 10Y*
- 5.29%
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THHYX vs. DLHYX - Expense Ratio Comparison
THHYX has a 1.46% expense ratio, which is higher than DLHYX's 0.74% expense ratio.
Return for Risk
THHYX vs. DLHYX — Risk / Return Rank
THHYX
DLHYX
THHYX vs. DLHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toews Tactical Income Fund (THHYX) and MassMutual High Yield Fund (DLHYX). 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.
| THHYX | DLHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.82 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.56 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.39 | 2.26 | +2.13 |
Martin ratioReturn relative to average drawdown | 10.88 | 10.20 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THHYX | DLHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.82 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.67 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.97 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.28 | -0.14 |
Correlation
The correlation between THHYX and DLHYX is 0.55, 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.
Dividends
THHYX vs. DLHYX - Dividend Comparison
THHYX's dividend yield for the trailing twelve months is around 5.52%, less than DLHYX's 6.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THHYX Toews Tactical Income Fund | 5.52% | 4.91% | 5.44% | 4.33% | 1.61% | 2.79% | 2.21% | 3.84% | 2.43% | 6.56% | 3.30% | 1.59% |
DLHYX MassMutual High Yield Fund | 6.14% | 6.72% | 4.14% | 4.59% | 4.64% | 5.80% | 5.20% | 6.14% | 6.02% | 6.40% | 6.14% | 6.89% |
Drawdowns
THHYX vs. DLHYX - Drawdown Comparison
The maximum THHYX drawdown since its inception was -8.83%, smaller than the maximum DLHYX drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for THHYX and DLHYX.
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Drawdown Indicators
| THHYX | DLHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.83% | -27.28% | +18.45% |
Max Drawdown (1Y)Largest decline over 1 year | -1.12% | -3.35% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -8.83% | -16.45% | +7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -8.83% | -22.28% | +13.45% |
Current DrawdownCurrent decline from peak | -0.90% | -1.58% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -3.45% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 0.74% | -0.29% |
Volatility
THHYX vs. DLHYX - Volatility Comparison
The current volatility for Toews Tactical Income Fund (THHYX) is 0.59%, while MassMutual High Yield Fund (DLHYX) has a volatility of 1.53%. This indicates that THHYX experiences smaller price fluctuations and is considered to be less risky than DLHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THHYX | DLHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.53% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 2.37% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 3.92% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.90% | 4.93% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 5.48% | -1.80% |