TNBIX vs. MFWIX
Compare and contrast key facts about 1290 SmartBeta Equity Fund (TNBIX) and MFS Global Total Return Fund Class I (MFWIX).
TNBIX is managed by 1290 Funds. It was launched on Nov 11, 2014. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
TNBIX vs. MFWIX - Performance Comparison
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TNBIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TNBIX 1290 SmartBeta Equity Fund | -2.03% | 13.93% | 16.70% | 16.79% | -14.43% | 22.84% | 11.09% | 26.66% | -5.66% | 19.93% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, TNBIX achieves a -2.03% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, TNBIX has outperformed MFWIX with an annualized return of 10.18%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
TNBIX
- 1D
- 1.91%
- 1M
- -5.49%
- YTD
- -2.03%
- 6M
- -0.91%
- 1Y
- 10.43%
- 3Y*
- 13.36%
- 5Y*
- 8.69%
- 10Y*
- 10.18%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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TNBIX vs. MFWIX - Expense Ratio Comparison
TNBIX has a 0.85% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
TNBIX vs. MFWIX — Risk / Return Rank
TNBIX
MFWIX
TNBIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1290 SmartBeta Equity Fund (TNBIX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| TNBIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.44 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.99 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.89 | -0.68 |
Martin ratioReturn relative to average drawdown | 5.76 | 7.31 | -1.55 |
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
| TNBIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.44 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.54 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.10 |
Correlation
The correlation between TNBIX and MFWIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TNBIX vs. MFWIX - Dividend Comparison
TNBIX's dividend yield for the trailing twelve months is around 4.89%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNBIX 1290 SmartBeta Equity Fund | 4.89% | 4.80% | 4.47% | 1.44% | 1.08% | 7.47% | 1.31% | 2.27% | 5.45% | 1.59% | 1.32% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
TNBIX vs. MFWIX - Drawdown Comparison
The maximum TNBIX drawdown since its inception was -30.11%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for TNBIX and MFWIX.
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Drawdown Indicators
| TNBIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.11% | -33.01% | +2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -6.85% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -20.22% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -30.11% | -23.36% | -6.75% |
Current DrawdownCurrent decline from peak | -5.81% | -5.18% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -3.83% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.77% | +0.22% |
Volatility
TNBIX vs. MFWIX - Volatility Comparison
1290 SmartBeta Equity Fund (TNBIX) has a higher volatility of 4.15% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that TNBIX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TNBIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.44% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 5.43% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 8.94% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 9.11% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 9.61% | +5.18% |