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TNHIX vs. TNXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNHIX vs. TNXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 High Yield Bond Fund (TNHIX) and 1290 Retirement 2060 Fund (TNXIX). The values are adjusted to include any dividend payments, if applicable.

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TNHIX vs. TNXIX - 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%3.58%
TNXIX
1290 Retirement 2060 Fund
-10.01%16.99%30.13%13.71%-13.94%19.21%6.93%25.04%-5.65%11.87%

Returns By Period

In the year-to-date period, TNHIX achieves a -1.42% return, which is significantly higher than TNXIX's -10.01% 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%

TNXIX

1D
-0.62%
1M
-8.51%
YTD
-10.01%
6M
-8.12%
1Y
15.75%
3Y*
14.44%
5Y*
8.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNHIX vs. TNXIX - Expense Ratio Comparison

TNHIX has a 1.18% expense ratio, which is higher than TNXIX's 0.52% expense ratio.


Return for Risk

TNHIX vs. TNXIX — 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

TNXIX
TNXIX Risk / Return Rank: 3737
Overall Rank
TNXIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TNXIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
TNXIX Omega Ratio Rank: 3737
Omega Ratio Rank
TNXIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TNXIX Martin Ratio Rank: 3838
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. TNXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 High Yield Bond Fund (TNHIX) and 1290 Retirement 2060 Fund (TNXIX). 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.


TNHIXTNXIXDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.75

+0.98

Sortino ratio

Return per unit of downside risk

2.42

1.21

+1.21

Omega ratio

Gain probability vs. loss probability

1.37

1.17

+0.20

Calmar ratio

Return relative to maximum drawdown

1.87

1.03

+0.83

Martin ratio

Return relative to average drawdown

9.02

3.94

+5.08

TNHIX vs. TNXIX - Sharpe Ratio Comparison

The current TNHIX Sharpe Ratio is 1.72, which is higher than the TNXIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TNHIX and TNXIX, 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


TNHIXTNXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

0.75

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.53

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.54

+0.11

Correlation

The correlation between TNHIX and TNXIX is 0.44, 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. TNXIX - Dividend Comparison

TNHIX's dividend yield for the trailing twelve months is around 5.87%, more than TNXIX's 1.88% yield.


TTM2025202420232022202120202019201820172016
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%
TNXIX
1290 Retirement 2060 Fund
1.88%1.69%0.45%0.54%4.17%2.04%2.95%1.87%2.42%0.06%0.00%

Drawdowns

TNHIX vs. TNXIX - Drawdown Comparison

The maximum TNHIX drawdown since its inception was -18.62%, smaller than the maximum TNXIX drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for TNHIX and TNXIX.


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Drawdown Indicators


TNHIXTNXIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-32.31%

+13.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-12.63%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.52%

-22.47%

+8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-1.88%

-12.24%

+10.36%

Average Drawdown

Average peak-to-trough decline

-3.38%

-4.88%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

3.31%

-2.70%

Volatility

TNHIX vs. TNXIX - Volatility Comparison

The current volatility for 1290 High Yield Bond Fund (TNHIX) is 1.34%, while 1290 Retirement 2060 Fund (TNXIX) has a volatility of 5.30%. This indicates that TNHIX experiences smaller price fluctuations and is considered to be less risky than TNXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNHIXTNXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

5.30%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

11.74%

-9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

21.73%

-18.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

16.70%

-12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

17.26%

-12.68%