PortfoliosLab logoPortfoliosLab logo
TNVIX vs. ASQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNVIX vs. ASQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and American Century Small Company Fund (ASQIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TNVIX vs. ASQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
4.18%13.91%11.48%21.31%-11.37%21.85%11.33%19.81%-14.34%19.00%
ASQIX
American Century Small Company Fund
-1.97%12.93%4.44%21.29%-21.34%21.65%16.42%19.71%-14.39%10.58%

Returns By Period

In the year-to-date period, TNVIX achieves a 4.18% return, which is significantly higher than ASQIX's -1.97% return. Over the past 10 years, TNVIX has outperformed ASQIX with an annualized return of 10.40%, while ASQIX has yielded a comparatively lower 7.68% annualized return.


TNVIX

1D
-1.12%
1M
-9.02%
YTD
4.18%
6M
6.87%
1Y
25.29%
3Y*
14.60%
5Y*
8.38%
10Y*
10.40%

ASQIX

1D
-1.19%
1M
-7.24%
YTD
-1.97%
6M
0.88%
1Y
20.44%
3Y*
11.14%
5Y*
3.49%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TNVIX vs. ASQIX - Expense Ratio Comparison

TNVIX has a 0.95% expense ratio, which is higher than ASQIX's 0.85% expense ratio.


Return for Risk

TNVIX vs. ASQIX — Risk / Return Rank

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

TNVIX
TNVIX Risk / Return Rank: 6969
Overall Rank
TNVIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TNVIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNVIX Omega Ratio Rank: 6464
Omega Ratio Rank
TNVIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TNVIX Martin Ratio Rank: 6767
Martin Ratio Rank

ASQIX
ASQIX Risk / Return Rank: 5050
Overall Rank
ASQIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ASQIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
ASQIX Omega Ratio Rank: 4040
Omega Ratio Rank
ASQIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
ASQIX Martin Ratio Rank: 5353
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.

TNVIX vs. ASQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and American Century Small Company Fund (ASQIX). 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.


TNVIXASQIXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.92

+0.29

Sortino ratio

Return per unit of downside risk

1.81

1.43

+0.38

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.66

1.39

+0.28

Martin ratio

Return relative to average drawdown

6.32

5.16

+1.16

TNVIX vs. ASQIX - Sharpe Ratio Comparison

The current TNVIX Sharpe Ratio is 1.22, which is higher than the ASQIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TNVIX and ASQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TNVIXASQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.92

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.16

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.34

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.35

+0.10

Correlation

The correlation between TNVIX and ASQIX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TNVIX vs. ASQIX - Dividend Comparison

TNVIX's dividend yield for the trailing twelve months is around 3.79%, more than ASQIX's 2.53% yield.


TTM20252024202320222021202020192018201720162015
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
3.79%3.95%8.76%3.82%2.51%7.05%0.47%1.74%1.58%1.87%1.79%0.00%
ASQIX
American Century Small Company Fund
2.53%2.57%0.30%0.49%0.55%18.62%0.51%0.34%13.12%5.19%0.37%0.31%

Drawdowns

TNVIX vs. ASQIX - Drawdown Comparison

The maximum TNVIX drawdown since its inception was -42.75%, smaller than the maximum ASQIX drawdown of -63.58%. Use the drawdown chart below to compare losses from any high point for TNVIX and ASQIX.


Loading graphics...

Drawdown Indicators


TNVIXASQIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.75%

-63.58%

+20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-12.69%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-31.29%

+5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

-45.59%

+2.84%

Current Drawdown

Current decline from peak

-9.49%

-8.94%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.27%

-11.75%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.40%

+0.11%

Volatility

TNVIX vs. ASQIX - Volatility Comparison

The current volatility for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) is 6.09%, while American Century Small Company Fund (ASQIX) has a volatility of 6.46%. This indicates that TNVIX experiences smaller price fluctuations and is considered to be less risky than ASQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TNVIXASQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

6.46%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

13.32%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.63%

21.80%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

21.38%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

22.46%

-1.40%