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TNVDX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNVDX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 DoubleLine Dynamic Allocation Fund (TNVDX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

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TNVDX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNVDX
1290 DoubleLine Dynamic Allocation Fund
-0.48%10.45%8.62%9.34%-8.50%10.36%13.50%18.37%-3.93%8.11%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
8.96%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.62%

Returns By Period

In the year-to-date period, TNVDX achieves a -0.48% return, which is significantly lower than SIFAX's 8.96% return.


TNVDX

1D
0.29%
1M
-4.67%
YTD
-0.48%
6M
1.81%
1Y
8.98%
3Y*
8.35%
5Y*
5.16%
10Y*

SIFAX

1D
-0.35%
1M
1.77%
YTD
8.96%
6M
10.57%
1Y
10.85%
3Y*
7.16%
5Y*
6.83%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNVDX vs. SIFAX - Expense Ratio Comparison

TNVDX has a 1.27% expense ratio, which is higher than SIFAX's 0.90% expense ratio.


Return for Risk

TNVDX vs. SIFAX — Risk / Return Rank

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

TNVDX
TNVDX Risk / Return Rank: 6767
Overall Rank
TNVDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TNVDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
TNVDX Omega Ratio Rank: 7373
Omega Ratio Rank
TNVDX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TNVDX Martin Ratio Rank: 5858
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 8989
Overall Rank
SIFAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 8888
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8181
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.

TNVDX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 DoubleLine Dynamic Allocation Fund (TNVDX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.


TNVDXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.03

-0.57

Sortino ratio

Return per unit of downside risk

1.91

2.86

-0.95

Omega ratio

Gain probability vs. loss probability

1.30

1.40

-0.09

Calmar ratio

Return relative to maximum drawdown

1.70

3.49

-1.79

Martin ratio

Return relative to average drawdown

6.60

8.92

-2.32

TNVDX vs. SIFAX - Sharpe Ratio Comparison

The current TNVDX Sharpe Ratio is 1.46, which is comparable to the SIFAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TNVDX and SIFAX, 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


TNVDXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.03

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.25

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.36

+0.43

Correlation

The correlation between TNVDX and SIFAX is 0.29, 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

TNVDX vs. SIFAX - Dividend Comparison

TNVDX's dividend yield for the trailing twelve months is around 7.72%, more than SIFAX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
TNVDX
1290 DoubleLine Dynamic Allocation Fund
7.72%7.69%9.73%5.52%4.67%10.18%8.15%5.58%5.02%6.06%0.00%0.00%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.18%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Drawdowns

TNVDX vs. SIFAX - Drawdown Comparison

The maximum TNVDX drawdown since its inception was -20.14%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for TNVDX and SIFAX.


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Drawdown Indicators


TNVDXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-23.62%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-3.07%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-8.32%

-9.37%

Max Drawdown (10Y)

Largest decline over 10 years

-14.69%

Current Drawdown

Current decline from peak

-5.02%

-0.35%

-4.67%

Average Drawdown

Average peak-to-trough decline

-2.66%

-8.65%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.25%

+0.16%

Volatility

TNVDX vs. SIFAX - Volatility Comparison

1290 DoubleLine Dynamic Allocation Fund (TNVDX) has a higher volatility of 2.54% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.04%. This indicates that TNVDX's price experiences larger fluctuations and is considered to be riskier than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNVDXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.04%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

3.93%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

5.30%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

5.50%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.74%

5.16%

+3.58%