Correlation
The correlation between TNVIX and LVHI is 0.58, 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.
TNVIX vs. LVHI
Compare and contrast key facts about 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TNVIX or LVHI.
Performance
TNVIX vs. LVHI - Performance Comparison
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Key characteristics
TNVIX:
0.12
LVHI:
1.18
TNVIX:
0.18
LVHI:
1.46
TNVIX:
1.02
LVHI:
1.23
TNVIX:
0.02
LVHI:
1.22
TNVIX:
0.05
LVHI:
6.26
TNVIX:
7.85%
LVHI:
2.34%
TNVIX:
22.14%
LVHI:
13.70%
TNVIX:
-44.10%
LVHI:
-32.31%
TNVIX:
-9.67%
LVHI:
-0.51%
Returns By Period
In the year-to-date period, TNVIX achieves a -2.29% return, which is significantly lower than LVHI's 8.79% return.
TNVIX
-2.29%
6.60%
-8.91%
2.69%
7.01%
14.75%
7.71%
LVHI
8.79%
3.10%
9.14%
15.96%
13.36%
15.21%
N/A
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TNVIX vs. LVHI - Expense Ratio Comparison
TNVIX has a 0.95% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
TNVIX vs. LVHI — Risk-Adjusted Performance Rank
TNVIX
LVHI
TNVIX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
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Dividends
TNVIX vs. LVHI - Dividend Comparison
TNVIX's dividend yield for the trailing twelve months is around 5.04%, more than LVHI's 4.84% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 5.04% | 4.93% | 3.82% | 2.51% | 7.06% | 0.48% | 1.74% | 1.59% | 2.33% | 1.79% | 3.04% | 0.72% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.84% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% |
Drawdowns
TNVIX vs. LVHI - Drawdown Comparison
The maximum TNVIX drawdown since its inception was -44.10%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for TNVIX and LVHI.
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Volatility
TNVIX vs. LVHI - Volatility Comparison
1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a higher volatility of 5.72% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.43%. This indicates that TNVIX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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