PortfoliosLab logoPortfoliosLab logo
TNHIX vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNHIX vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 High Yield Bond Fund (TNHIX) and Toews Tactical Income Fund (THHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TNHIX vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNHIX
1290 High Yield Bond Fund
-1.42%8.03%8.13%11.51%-9.91%4.08%7.06%12.74%-2.00%5.50%
THHYX
Toews Tactical Income Fund
0.07%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, TNHIX achieves a -1.42% return, which is significantly lower than THHYX's 0.07% return. Over the past 10 years, TNHIX has outperformed THHYX with an annualized return of 4.90%, while THHYX has yielded a comparatively lower 3.05% annualized return.


TNHIX

1D
0.24%
1M
-1.52%
YTD
-1.42%
6M
-0.12%
1Y
5.91%
3Y*
7.53%
5Y*
3.62%
10Y*
4.90%

THHYX

1D
0.05%
1M
-0.45%
YTD
0.07%
6M
-0.03%
1Y
5.03%
3Y*
4.39%
5Y*
1.68%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TNHIX vs. THHYX - Expense Ratio Comparison

TNHIX has a 1.18% expense ratio, which is lower than THHYX's 1.46% expense ratio.


Return for Risk

TNHIX vs. THHYX — Risk / Return Rank

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

TNHIX
TNHIX Risk / Return Rank: 8585
Overall Rank
TNHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TNHIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TNHIX Omega Ratio Rank: 8787
Omega Ratio Rank
TNHIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
TNHIX Martin Ratio Rank: 8686
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 9292
Overall Rank
THHYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
THHYX Omega Ratio Rank: 9090
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9292
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.

TNHIX vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 High Yield Bond Fund (TNHIX) and Toews Tactical Income Fund (THHYX). 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.


TNHIXTHHYXDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.85

-0.12

Sortino ratio

Return per unit of downside risk

2.42

2.85

-0.43

Omega ratio

Gain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratio

Return relative to maximum drawdown

1.87

4.34

-2.47

Martin ratio

Return relative to average drawdown

9.02

10.84

-1.82

TNHIX vs. THHYX - Sharpe Ratio Comparison

The current TNHIX Sharpe Ratio is 1.72, which is comparable to the THHYX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of TNHIX and THHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TNHIXTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.85

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.43

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.83

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.14

-0.48

Correlation

The correlation between TNHIX and THHYX is 0.52, 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

TNHIX vs. THHYX - Dividend Comparison

TNHIX's dividend yield for the trailing twelve months is around 5.87%, more than THHYX's 5.51% yield.


TTM20252024202320222021202020192018201720162015
TNHIX
1290 High Yield Bond Fund
5.87%6.29%6.37%5.43%5.44%4.76%5.16%5.51%5.84%3.62%0.01%0.00%
THHYX
Toews Tactical Income Fund
5.51%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

TNHIX vs. THHYX - Drawdown Comparison

The maximum TNHIX drawdown since its inception was -18.62%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for TNHIX and THHYX.


Loading graphics...

Drawdown Indicators


TNHIXTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-8.83%

-9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.12%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-13.52%

-8.83%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

-8.83%

-8.17%

Current Drawdown

Current decline from peak

-1.88%

-0.80%

-1.08%

Average Drawdown

Average peak-to-trough decline

-3.38%

-1.64%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.45%

+0.16%

Volatility

TNHIX vs. THHYX - Volatility Comparison

1290 High Yield Bond Fund (TNHIX) has a higher volatility of 1.34% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that TNHIX's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TNHIXTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

0.59%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

1.59%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

2.74%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

3.91%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

3.68%

+0.90%