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TMNIX vs. SDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMNIX vs. SDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Municipal Fund (TMNIX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). The values are adjusted to include any dividend payments, if applicable.

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TMNIX vs. SDHIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMNIX
Counterpoint Tactical Municipal Fund
-0.24%2.56%3.92%6.85%-3.12%2.96%6.73%8.70%0.12%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
-0.32%5.24%5.38%3.71%-9.77%3.85%2.37%7.27%1.24%

Returns By Period

In the year-to-date period, TMNIX achieves a -0.24% return, which is significantly higher than SDHIX's -0.32% return.


TMNIX

1D
0.03%
1M
-2.18%
YTD
-0.24%
6M
0.90%
1Y
3.88%
3Y*
3.41%
5Y*
2.37%
10Y*

SDHIX

1D
0.07%
1M
-2.01%
YTD
-0.32%
6M
0.70%
1Y
3.80%
3Y*
4.07%
5Y*
1.21%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMNIX vs. SDHIX - Expense Ratio Comparison

TMNIX has a 1.00% expense ratio, which is higher than SDHIX's 0.50% expense ratio.


Return for Risk

TMNIX vs. SDHIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMNIX
TMNIX Risk / Return Rank: 8383
Overall Rank
TMNIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TMNIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TMNIX Omega Ratio Rank: 9292
Omega Ratio Rank
TMNIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TMNIX Martin Ratio Rank: 6969
Martin Ratio Rank

SDHIX
SDHIX Risk / Return Rank: 7070
Overall Rank
SDHIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDHIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SDHIX Omega Ratio Rank: 8787
Omega Ratio Rank
SDHIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SDHIX Martin Ratio Rank: 6060
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.

TMNIX vs. SDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Municipal Fund (TMNIX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). 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.


TMNIXSDHIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.26

+0.45

Sortino ratio

Return per unit of downside risk

2.55

1.76

+0.78

Omega ratio

Gain probability vs. loss probability

1.44

1.37

+0.08

Calmar ratio

Return relative to maximum drawdown

1.82

1.39

+0.43

Martin ratio

Return relative to average drawdown

6.57

5.73

+0.84

TMNIX vs. SDHIX - Sharpe Ratio Comparison

The current TMNIX Sharpe Ratio is 1.71, which is higher than the SDHIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TMNIX and SDHIX, 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


TMNIXSDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.26

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.44

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.65

+0.70

Correlation

The correlation between TMNIX and SDHIX is 0.54, 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

TMNIX vs. SDHIX - Dividend Comparison

TMNIX's dividend yield for the trailing twelve months is around 3.07%, less than SDHIX's 4.38% yield.


TTM202520242023202220212020201920182017
TMNIX
Counterpoint Tactical Municipal Fund
3.07%2.79%3.31%3.40%0.36%4.39%2.36%3.69%1.10%0.00%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
4.38%5.00%4.17%3.28%2.21%1.68%2.84%3.00%2.97%1.19%

Drawdowns

TMNIX vs. SDHIX - Drawdown Comparison

The maximum TMNIX drawdown since its inception was -4.63%, smaller than the maximum SDHIX drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for TMNIX and SDHIX.


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Drawdown Indicators


TMNIXSDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.63%

-13.36%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-3.22%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-4.63%

-13.36%

+8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-13.36%

Current Drawdown

Current decline from peak

-2.18%

-2.01%

-0.17%

Average Drawdown

Average peak-to-trough decline

-1.48%

-3.02%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.78%

-0.17%

Volatility

TMNIX vs. SDHIX - Volatility Comparison

Counterpoint Tactical Municipal Fund (TMNIX) has a higher volatility of 1.10% compared to Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX) at 0.68%. This indicates that TMNIX's price experiences larger fluctuations and is considered to be riskier than SDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMNIXSDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.68%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

1.34%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.35%

3.46%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

2.78%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.68%

3.01%

-0.33%