PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TIHGX vs. CLOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIHGX and CLOI is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

TIHGX vs. CLOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Investment House Growth Fund (TIHGX) and VanEck CLO ETF (CLOI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.87%
3.53%
TIHGX
CLOI

Key characteristics

Sharpe Ratio

TIHGX:

1.97

CLOI:

6.29

Sortino Ratio

TIHGX:

2.67

CLOI:

11.07

Omega Ratio

TIHGX:

1.36

CLOI:

3.02

Calmar Ratio

TIHGX:

3.05

CLOI:

19.01

Martin Ratio

TIHGX:

12.81

CLOI:

114.72

Ulcer Index

TIHGX:

2.68%

CLOI:

0.07%

Daily Std Dev

TIHGX:

17.46%

CLOI:

1.31%

Max Drawdown

TIHGX:

-57.20%

CLOI:

-2.70%

Current Drawdown

TIHGX:

-3.07%

CLOI:

0.00%

Returns By Period

In the year-to-date period, TIHGX achieves a 34.22% return, which is significantly higher than CLOI's 8.07% return.


TIHGX

YTD

34.22%

1M

1.64%

6M

11.56%

1Y

34.14%

5Y*

16.48%

10Y*

13.02%

CLOI

YTD

8.07%

1M

0.44%

6M

3.47%

1Y

8.19%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIHGX vs. CLOI - Expense Ratio Comparison

TIHGX has a 1.42% expense ratio, which is higher than CLOI's 0.40% expense ratio.


TIHGX
The Investment House Growth Fund
Expense ratio chart for TIHGX: current value at 1.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.42%
Expense ratio chart for CLOI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

TIHGX vs. CLOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment House Growth Fund (TIHGX) and VanEck CLO ETF (CLOI). 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.


Sharpe ratio
The chart of Sharpe ratio for TIHGX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.976.29
The chart of Sortino ratio for TIHGX, currently valued at 2.67, compared to the broader market-2.000.002.004.006.008.0010.002.6711.07
The chart of Omega ratio for TIHGX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.363.02
The chart of Calmar ratio for TIHGX, currently valued at 3.20, compared to the broader market0.002.004.006.008.0010.0012.0014.003.2019.01
The chart of Martin ratio for TIHGX, currently valued at 12.81, compared to the broader market0.0020.0040.0060.0012.81114.72
TIHGX
CLOI

The current TIHGX Sharpe Ratio is 1.97, which is lower than the CLOI Sharpe Ratio of 6.29. The chart below compares the historical Sharpe Ratios of TIHGX and CLOI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.97
6.29
TIHGX
CLOI

Dividends

TIHGX vs. CLOI - Dividend Comparison

TIHGX has not paid dividends to shareholders, while CLOI's dividend yield for the trailing twelve months is around 6.43%.


TTM20232022
TIHGX
The Investment House Growth Fund
0.00%0.00%0.00%
CLOI
VanEck CLO ETF
6.43%5.62%2.23%

Drawdowns

TIHGX vs. CLOI - Drawdown Comparison

The maximum TIHGX drawdown since its inception was -57.20%, which is greater than CLOI's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for TIHGX and CLOI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.07%
0
TIHGX
CLOI

Volatility

TIHGX vs. CLOI - Volatility Comparison

The Investment House Growth Fund (TIHGX) has a higher volatility of 5.09% compared to VanEck CLO ETF (CLOI) at 0.18%. This indicates that TIHGX's price experiences larger fluctuations and is considered to be riskier than CLOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.09%
0.18%
TIHGX
CLOI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab