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TNVIX vs. SWSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNVIX vs. SWSCX - Performance Comparison

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

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TNVIX vs. SWSCX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SWSCX
SWSCX Risk / Return Rank: 2424
Overall Rank
SWSCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SWSCX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SWSCX Omega Ratio Rank: 2424
Omega Ratio Rank
SWSCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SWSCX Martin Ratio Rank: 2121
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. 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.


TNVIXSWSCXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.58

+0.64

Sortino ratio

Return per unit of downside risk

1.81

0.91

+0.90

Omega ratio

Gain probability vs. loss probability

1.24

1.13

+0.11

Calmar ratio

Return relative to maximum drawdown

1.66

0.78

+0.89

Martin ratio

Return relative to average drawdown

6.32

2.20

+4.12

TNVIX vs. SWSCX - Sharpe Ratio Comparison

The current TNVIX Sharpe Ratio is 1.22, which is higher than the SWSCX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of TNVIX and SWSCX, 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


TNVIXSWSCXDifference

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.


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%
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


TNVIXSWSCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.49%

-12.75%

+3.26%

Average Drawdown

Average peak-to-trough decline

-6.27%

-10.66%

+4.39%

Ulcer Index

Depth 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


TNVIXSWSCXDifference

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%