TNVIX vs. SWSCX
Compare and contrast key facts about 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and Schwab Small-Cap Equity Fund™ (SWSCX).
TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014. SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003.
Performance
TNVIX vs. SWSCX - Performance Comparison
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TNVIX vs. SWSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWSCX Schwab Small-Cap Equity Fund™ | -2.00% | 5.66% | 9.89% | 19.90% | -14.12% | 29.29% | 7.63% | 17.89% | -12.47% | 10.04% |
Returns By Period
In the year-to-date period, TNVIX achieves a 4.18% return, which is significantly higher than SWSCX's -2.00% return. Over the past 10 years, TNVIX has outperformed SWSCX with an annualized return of 10.40%, while SWSCX has yielded a comparatively lower 8.64% 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%
SWSCX
- 1D
- -1.37%
- 1M
- -7.92%
- YTD
- -2.00%
- 6M
- -6.07%
- 1Y
- 14.06%
- 3Y*
- 9.87%
- 5Y*
- 5.45%
- 10Y*
- 8.64%
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TNVIX vs. SWSCX - Expense Ratio Comparison
TNVIX has a 0.95% expense ratio, which is lower than SWSCX's 1.08% expense ratio.
Return for Risk
TNVIX vs. SWSCX — Risk / Return Rank
TNVIX
SWSCX
TNVIX vs. SWSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and Schwab Small-Cap Equity Fund™ (SWSCX). 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.
| TNVIX | SWSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.58 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.81 | 0.91 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.78 | +0.89 |
Martin ratioReturn relative to average drawdown | 6.32 | 2.20 | +4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TNVIX | SWSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.58 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.24 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.37 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.39 | +0.05 |
Correlation
The correlation between TNVIX and SWSCX 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. SWSCX - Dividend Comparison
TNVIX's dividend yield for the trailing twelve months is around 3.79%, while SWSCX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWSCX Schwab Small-Cap Equity Fund™ | 0.00% | 0.00% | 14.10% | 0.36% | 10.14% | 12.07% | 0.19% | 0.11% | 26.16% | 14.46% | 0.41% | 14.47% |
Drawdowns
TNVIX vs. SWSCX - Drawdown Comparison
The maximum TNVIX drawdown since its inception was -42.75%, smaller than the maximum SWSCX drawdown of -63.30%. Use the drawdown chart below to compare losses from any high point for TNVIX and SWSCX.
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Drawdown Indicators
| TNVIX | SWSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.75% | -63.30% | +20.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -13.76% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -27.35% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.75% | -49.32% | +6.57% |
Current DrawdownCurrent decline from peak | -9.49% | -12.75% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -10.66% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 4.96% | -1.45% |
Volatility
TNVIX vs. SWSCX - Volatility Comparison
The current volatility for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) is 6.09%, while Schwab Small-Cap Equity Fund™ (SWSCX) has a volatility of 6.53%. This indicates that TNVIX experiences smaller price fluctuations and is considered to be less risky than SWSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TNVIX | SWSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 6.53% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 16.80% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 24.61% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 22.42% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 23.53% | -2.47% |