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TNUIX vs. TNXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNUIX vs. TNXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Diversified Bond Fund (TNUIX) and 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX). The values are adjusted to include any dividend payments, if applicable.

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TNUIX vs. TNXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNUIX
1290 Diversified Bond Fund
-0.84%10.61%-3.72%3.21%-12.54%-2.46%17.14%10.28%2.30%3.57%
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
-0.91%10.19%8.37%9.11%-8.74%10.02%13.24%18.22%-4.28%8.13%

Returns By Period

In the year-to-date period, TNUIX achieves a -0.84% return, which is significantly higher than TNXAX's -0.91% return.


TNUIX

1D
-0.24%
1M
-2.59%
YTD
-0.84%
6M
-0.14%
1Y
5.97%
3Y*
2.03%
5Y*
-1.18%
10Y*
2.61%

TNXAX

1D
0.19%
1M
-5.39%
YTD
-0.91%
6M
1.50%
1Y
8.53%
3Y*
7.97%
5Y*
4.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNUIX vs. TNXAX - Expense Ratio Comparison

TNUIX has a 0.50% expense ratio, which is lower than TNXAX's 1.14% expense ratio.


Return for Risk

TNUIX vs. TNXAX — Risk / Return Rank

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

TNUIX
TNUIX Risk / Return Rank: 5555
Overall Rank
TNUIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TNUIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TNUIX Omega Ratio Rank: 4040
Omega Ratio Rank
TNUIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TNUIX Martin Ratio Rank: 6565
Martin Ratio Rank

TNXAX
TNXAX Risk / Return Rank: 7171
Overall Rank
TNXAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TNXAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNXAX Omega Ratio Rank: 7575
Omega Ratio Rank
TNXAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TNXAX 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.

TNUIX vs. TNXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Diversified Bond Fund (TNUIX) and 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX). 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.


TNUIXTNXAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.37

-0.40

Sortino ratio

Return per unit of downside risk

1.44

1.80

-0.36

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.70

1.51

+0.19

Martin ratio

Return relative to average drawdown

6.17

6.07

+0.10

TNUIX vs. TNXAX - Sharpe Ratio Comparison

The current TNUIX Sharpe Ratio is 0.97, which is comparable to the TNXAX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of TNUIX and TNXAX, 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


TNUIXTNXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.37

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.63

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.73

-0.43

Correlation

The correlation between TNUIX and TNXAX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TNUIX vs. TNXAX - Dividend Comparison

TNUIX's dividend yield for the trailing twelve months is around 5.38%, less than TNXAX's 7.52% yield.


TTM2025202420232022202120202019201820172016
TNUIX
1290 Diversified Bond Fund
5.38%7.28%6.39%3.71%3.51%4.61%2.68%8.07%3.67%2.94%0.12%
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
7.52%7.45%9.48%5.31%4.42%9.95%7.91%5.34%4.75%6.06%0.00%

Drawdowns

TNUIX vs. TNXAX - Drawdown Comparison

The maximum TNUIX drawdown since its inception was -26.30%, which is greater than TNXAX's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for TNUIX and TNXAX.


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Drawdown Indicators


TNUIXTNXAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-20.07%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-5.58%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-17.80%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-26.30%

Current Drawdown

Current decline from peak

-9.31%

-5.39%

-3.92%

Average Drawdown

Average peak-to-trough decline

-6.27%

-2.96%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.39%

-0.31%

Volatility

TNUIX vs. TNXAX - Volatility Comparison

The current volatility for 1290 Diversified Bond Fund (TNUIX) is 1.94%, while 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) has a volatility of 2.47%. This indicates that TNUIX experiences smaller price fluctuations and is considered to be less risky than TNXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNUIXTNXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

2.47%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

4.45%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.27%

6.33%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.43%

7.89%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

9.05%

-1.38%