THHYX vs. JFR
Compare and contrast key facts about Toews Tactical Income Fund (THHYX) and Nuveen Floating Rate Income Fund (JFR).
THHYX is managed by Toews Funds. It was launched on Jun 4, 2010. JFR is managed by Nuveen. It was launched on Mar 24, 2004.
Performance
THHYX vs. JFR - Performance Comparison
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THHYX vs. JFR - 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% |
JFR Nuveen Floating Rate Income Fund | -1.74% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | -8.05% | 19.65% | -11.69% | 2.94% |
Returns By Period
In the year-to-date period, THHYX achieves a -0.03% return, which is significantly higher than JFR's -1.74% return. Over the past 10 years, THHYX has underperformed JFR with an annualized return of 3.04%, while JFR has yielded a comparatively higher 6.03% 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%
JFR
- 1D
- -0.93%
- 1M
- -0.27%
- YTD
- -1.74%
- 6M
- -2.50%
- 1Y
- -0.48%
- 3Y*
- 9.26%
- 5Y*
- 5.35%
- 10Y*
- 6.03%
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THHYX vs. JFR - Expense Ratio Comparison
THHYX has a 1.46% expense ratio, which is higher than JFR's 0.02% expense ratio.
Return for Risk
THHYX vs. JFR — Risk / Return Rank
THHYX
JFR
THHYX vs. JFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toews Tactical Income Fund (THHYX) and Nuveen Floating Rate Income Fund (JFR). 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 | JFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | -0.04 | +1.84 |
Sortino ratioReturn per unit of downside risk | 2.78 | 0.04 | +2.74 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.01 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 4.39 | -0.02 | +4.41 |
Martin ratioReturn relative to average drawdown | 10.88 | -0.07 | +10.95 |
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 | JFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.04 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.42 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.36 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.27 | +0.87 |
Correlation
The correlation between THHYX and JFR is 0.20, 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
THHYX vs. JFR - Dividend Comparison
THHYX's dividend yield for the trailing twelve months is around 5.52%, less than JFR's 13.60% 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% |
JFR Nuveen Floating Rate Income Fund | 13.60% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
Drawdowns
THHYX vs. JFR - Drawdown Comparison
The maximum THHYX drawdown since its inception was -8.83%, smaller than the maximum JFR drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for THHYX and JFR.
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Drawdown Indicators
| THHYX | JFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.83% | -62.61% | +53.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.12% | -11.33% | +10.21% |
Max Drawdown (5Y)Largest decline over 5 years | -8.83% | -20.40% | +11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -8.83% | -47.71% | +38.88% |
Current DrawdownCurrent decline from peak | -0.90% | -5.05% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -8.84% | +7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 3.54% | -3.09% |
Volatility
THHYX vs. JFR - Volatility Comparison
The current volatility for Toews Tactical Income Fund (THHYX) is 0.59%, while Nuveen Floating Rate Income Fund (JFR) has a volatility of 5.01%. This indicates that THHYX experiences smaller price fluctuations and is considered to be less risky than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THHYX | JFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 5.01% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 7.02% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 13.19% | -10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.90% | 12.74% | -8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 16.65% | -12.97% |