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TNBIX vs. VMNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNBIX vs. VMNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 SmartBeta Equity Fund (TNBIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). The values are adjusted to include any dividend payments, if applicable.

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TNBIX vs. VMNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
2.89%12.83%13.42%7.94%-4.46%15.40%-3.94%22.66%-1.70%16.03%

Returns By Period

In the year-to-date period, TNBIX achieves a -2.03% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, TNBIX has outperformed VMNVX with an annualized return of 10.18%, while VMNVX has yielded a comparatively lower 8.38% 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%

VMNVX

1D
1.15%
1M
-4.95%
YTD
2.89%
6M
4.27%
1Y
9.34%
3Y*
11.89%
5Y*
8.55%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNBIX vs. VMNVX - Expense Ratio Comparison

TNBIX has a 0.85% expense ratio, which is higher than VMNVX's 0.14% expense ratio.


Return for Risk

TNBIX vs. VMNVX — Risk / Return Rank

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

TNBIX
TNBIX Risk / Return Rank: 3838
Overall Rank
TNBIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TNBIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TNBIX Omega Ratio Rank: 3535
Omega Ratio Rank
TNBIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
TNBIX Martin Ratio Rank: 5151
Martin Ratio Rank

VMNVX
VMNVX Risk / Return Rank: 5050
Overall Rank
VMNVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VMNVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMNVX Omega Ratio Rank: 4646
Omega Ratio Rank
VMNVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VMNVX Martin Ratio Rank: 6464
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.

TNBIX vs. VMNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 SmartBeta Equity Fund (TNBIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.


TNBIXVMNVXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.94

-0.08

Sortino ratio

Return per unit of downside risk

1.28

1.35

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.20

1.30

-0.10

Martin ratio

Return relative to average drawdown

5.76

6.22

-0.46

TNBIX vs. VMNVX - Sharpe Ratio Comparison

The current TNBIX Sharpe Ratio is 0.86, which is comparable to the VMNVX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TNBIX and VMNVX, 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


TNBIXVMNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.94

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.90

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.76

-0.16

Correlation

The correlation between TNBIX and VMNVX is 0.88, 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. VMNVX - Dividend Comparison

TNBIX's dividend yield for the trailing twelve months is around 4.89%, less than VMNVX's 9.78% yield.


TTM20252024202320222021202020192018201720162015
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%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
9.78%10.07%3.84%3.13%5.03%6.33%2.15%4.62%7.37%2.31%2.82%3.30%

Drawdowns

TNBIX vs. VMNVX - Drawdown Comparison

The maximum TNBIX drawdown since its inception was -30.11%, smaller than the maximum VMNVX drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for TNBIX and VMNVX.


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Drawdown Indicators


TNBIXVMNVXDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-33.11%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-7.93%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-12.93%

-10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-30.11%

-33.11%

+3.00%

Current Drawdown

Current decline from peak

-5.81%

-4.95%

-0.86%

Average Drawdown

Average peak-to-trough decline

-4.01%

-2.82%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.66%

+0.33%

Volatility

TNBIX vs. VMNVX - Volatility Comparison

1290 SmartBeta Equity Fund (TNBIX) has a higher volatility of 4.15% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that TNBIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNBIXVMNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

2.93%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

5.02%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

10.09%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

9.53%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

11.96%

+2.83%