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TNUIX vs. MFHQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNUIX vs. MFHQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Diversified Bond Fund (TNUIX) and BlackRock Total Return Fund (MFHQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TNUIX achieves a 3.04% return, which is significantly higher than MFHQX's 0.51% return. Over the past 10 years, TNUIX has outperformed MFHQX with an annualized return of 2.93%, while MFHQX has yielded a comparatively lower 1.01% annualized return.


TNUIX

1D
-0.12%
1M
2.31%
YTD
3.04%
6M
3.16%
1Y
7.00%
3Y*
3.75%
5Y*
-1.02%
10Y*
2.93%

MFHQX

1D
0.20%
1M
1.21%
YTD
0.51%
6M
0.92%
1Y
5.12%
3Y*
3.21%
5Y*
-0.93%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNUIX vs. MFHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNUIX
1290 Diversified Bond Fund
3.04%10.61%-3.72%3.21%-12.54%-2.46%17.14%10.28%2.30%3.47%
MFHQX
BlackRock Total Return Fund
0.51%7.16%0.09%4.60%-15.06%-1.65%7.85%8.74%-1.86%3.07%

Correlation

The correlation between TNUIX and MFHQX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2015

0.57

The correlation between TNUIX and MFHQX shifts across timeframes, from 0.50 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TNUIX vs. MFHQX — Risk / Return Rank

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

TNUIX
TNUIX Risk / Return Rank: 2828
Overall Rank
TNUIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TNUIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TNUIX Omega Ratio Rank: 2121
Omega Ratio Rank
TNUIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TNUIX Martin Ratio Rank: 3030
Martin Ratio Rank

MFHQX
MFHQX Risk / Return Rank: 1616
Overall Rank
MFHQX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MFHQX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MFHQX Omega Ratio Rank: 1919
Omega Ratio Rank
MFHQX Calmar Ratio Rank: 1414
Calmar Ratio Rank
MFHQX Martin Ratio Rank: 1111
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.

TNUIX vs. MFHQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Diversified Bond Fund (TNUIX) and BlackRock Total Return Fund (MFHQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TNUIXMFHQXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

2.55

1.19

+1.36

Martin ratioReturn relative to average drawdown

6.55

2.94

+3.62

TNUIX vs. MFHQX - Sharpe Ratio Comparison

The current TNUIX Sharpe Ratio is 1.18, which is comparable to the MFHQX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of TNUIX and MFHQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TNUIX vs. MFHQX - Drawdown Comparison

The maximum TNUIX drawdown since its inception was -26.30%, which is greater than MFHQX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for TNUIX and MFHQX.


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Drawdown Indicators


TNUIXMFHQXDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-20.45%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-4.31%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

-7.12%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-20.21%

-5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-26.30%

-20.31%

-5.99%

Current Drawdown

Current decline from peak

-5.76%

-5.80%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.29%

-4.25%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.75%

-0.70%

Volatility

TNUIX vs. MFHQX - Volatility Comparison

1290 Diversified Bond Fund (TNUIX) and BlackRock Total Return Fund (MFHQX) have volatilities of 1.35% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNUIXMFHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.31%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

3.59%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.84%

4.56%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.49%

6.26%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

5.10%

+2.63%

TNUIX vs. MFHQX - Expense Ratio Comparison

TNUIX has a 0.50% expense ratio, which is lower than MFHQX's 1.45% expense ratio.


Dividends

TNUIX vs. MFHQX - Dividend Comparison

TNUIX's dividend yield for the trailing twelve months is around 3.27%, less than MFHQX's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
MFHQX
BlackRock Total Return Fund
3.69%3.83%3.28%2.85%1.95%1.50%5.22%2.20%2.33%1.99%1.82%2.40%
TNUIX
1290 Diversified Bond Fund
3.27%7.28%6.39%3.71%3.51%4.61%2.68%8.07%3.67%2.94%0.12%0.00%

Frequently Asked Questions


TNUIX and MFHQX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNUIX has higher volatility (1.35%) compared to MFHQX (1.31%). In terms of maximum drawdown, TNUIX dropped -26.30% vs MFHQX's -20.45%.

TNUIX currently has the higher Sharpe Ratio (1.18 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TNUIX and MFHQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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