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TNVDX vs. TNHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNVDX vs. TNHIX - Performance Comparison

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

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TNVDX vs. TNHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNVDX
1290 DoubleLine Dynamic Allocation Fund
-0.77%10.45%8.62%9.34%-8.50%10.36%13.50%18.37%-3.93%8.11%
TNHIX
1290 High Yield Bond Fund
-1.42%8.03%8.13%11.51%-9.91%4.08%7.06%12.74%-2.00%5.38%

Returns By Period

In the year-to-date period, TNVDX achieves a -0.77% return, which is significantly higher than TNHIX's -1.42% return.


TNVDX

1D
0.19%
1M
-5.30%
YTD
-0.77%
6M
1.70%
1Y
8.88%
3Y*
8.25%
5Y*
5.26%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNVDX vs. TNHIX - Expense Ratio Comparison

TNVDX has a 1.27% expense ratio, which is higher than TNHIX's 1.18% expense ratio.


Return for Risk

TNVDX vs. TNHIX — Risk / Return Rank

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

TNVDX
TNVDX Risk / Return Rank: 7373
Overall Rank
TNVDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TNVDX Sortino Ratio Rank: 7474
Sortino Ratio Rank
TNVDX Omega Ratio Rank: 7676
Omega Ratio Rank
TNVDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TNVDX Martin Ratio Rank: 6767
Martin Ratio Rank

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
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. TNHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 DoubleLine Dynamic Allocation Fund (TNVDX) and 1290 High Yield Bond Fund (TNHIX). 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.


TNVDXTNHIXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.72

-0.29

Sortino ratio

Return per unit of downside risk

1.87

2.42

-0.55

Omega ratio

Gain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

1.60

1.87

-0.26

Martin ratio

Return relative to average drawdown

6.39

9.02

-2.64

TNVDX vs. TNHIX - Sharpe Ratio Comparison

The current TNVDX Sharpe Ratio is 1.43, which is comparable to the TNHIX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TNVDX and TNHIX, 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


TNVDXTNHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.72

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.87

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.65

+0.12

Correlation

The correlation between TNVDX and TNHIX 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

TNVDX vs. TNHIX - Dividend Comparison

TNVDX's dividend yield for the trailing twelve months is around 7.74%, more than TNHIX's 5.87% yield.


TTM2025202420232022202120202019201820172016
TNVDX
1290 DoubleLine Dynamic Allocation Fund
7.74%7.69%9.73%5.52%4.67%10.18%8.15%5.58%5.02%6.06%0.00%
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%

Drawdowns

TNVDX vs. TNHIX - Drawdown Comparison

The maximum TNVDX drawdown since its inception was -20.14%, which is greater than TNHIX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for TNVDX and TNHIX.


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Drawdown Indicators


TNVDXTNHIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-18.62%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-2.96%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-13.52%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-5.30%

-1.88%

-3.42%

Average Drawdown

Average peak-to-trough decline

-2.66%

-3.38%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.61%

+0.77%

Volatility

TNVDX vs. TNHIX - Volatility Comparison

1290 DoubleLine Dynamic Allocation Fund (TNVDX) has a higher volatility of 2.49% compared to 1290 High Yield Bond Fund (TNHIX) at 1.34%. This indicates that TNVDX's price experiences larger fluctuations and is considered to be riskier than TNHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNVDXTNHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

1.34%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

2.04%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

3.37%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

4.18%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.74%

4.58%

+4.16%