TNBIX vs. VGPMX
Compare and contrast key facts about 1290 SmartBeta Equity Fund (TNBIX) and Vanguard Global Capital Cycles Fund (VGPMX).
TNBIX is managed by 1290 Funds. It was launched on Nov 11, 2014. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
TNBIX vs. VGPMX - Performance Comparison
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TNBIX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, TNBIX achieves a -2.03% return, which is significantly lower than VGPMX's 7.85% return. Over the past 10 years, TNBIX has underperformed VGPMX with an annualized return of 10.18%, while VGPMX has yielded a comparatively higher 12.75% 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%
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
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TNBIX vs. VGPMX - Expense Ratio Comparison
TNBIX has a 0.85% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
TNBIX vs. VGPMX — Risk / Return Rank
TNBIX
VGPMX
TNBIX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1290 SmartBeta Equity Fund (TNBIX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 3.21 | -2.36 |
Sortino ratioReturn per unit of downside risk | 1.28 | 3.80 | -2.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.61 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 4.79 | -3.58 |
Martin ratioReturn relative to average drawdown | 5.76 | 19.71 | -13.95 |
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
| TNBIX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 3.21 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.14 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.25 | +0.36 |
Correlation
The correlation between TNBIX and VGPMX 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
TNBIX vs. VGPMX - Dividend Comparison
TNBIX's dividend yield for the trailing twelve months is around 4.89%, more than VGPMX's 3.62% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
TNBIX vs. VGPMX - Drawdown Comparison
The maximum TNBIX drawdown since its inception was -30.11%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for TNBIX and VGPMX.
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Drawdown Indicators
| TNBIX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.11% | -78.85% | +48.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -12.80% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -22.71% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.11% | -54.59% | +24.48% |
Current DrawdownCurrent decline from peak | -5.81% | -7.89% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -34.68% | +30.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.11% | -1.12% |
Volatility
TNBIX vs. VGPMX - Volatility Comparison
The current volatility for 1290 SmartBeta Equity Fund (TNBIX) is 4.15%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 8.37%. This indicates that TNBIX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TNBIX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 8.37% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 13.47% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 19.47% | -6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 17.21% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 21.67% | -6.88% |