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TNVIX vs. TNMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNVIX vs. TNMIX - Performance Comparison

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

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TNVIX vs. TNMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
6.91%13.91%11.48%21.31%-11.37%21.85%11.33%19.81%-14.34%19.00%
TNMIX
1290 Multi-Alternative Strategies Fund
5.36%13.48%9.21%5.46%-11.18%3.24%4.52%8.62%-3.99%3.91%

Returns By Period

In the year-to-date period, TNVIX achieves a 6.91% return, which is significantly higher than TNMIX's 5.36% return. Over the past 10 years, TNVIX has outperformed TNMIX with an annualized return of 10.69%, while TNMIX has yielded a comparatively lower 3.99% annualized return.


TNVIX

1D
2.62%
1M
-6.81%
YTD
6.91%
6M
9.38%
1Y
28.09%
3Y*
15.60%
5Y*
8.65%
10Y*
10.69%

TNMIX

1D
1.20%
1M
-2.48%
YTD
5.36%
6M
7.24%
1Y
17.32%
3Y*
10.87%
5Y*
4.18%
10Y*
3.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNVIX vs. TNMIX - Expense Ratio Comparison

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


Return for Risk

TNVIX vs. TNMIX — Risk / Return Rank

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

TNVIX
TNVIX Risk / Return Rank: 7575
Overall Rank
TNVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TNVIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
TNVIX Omega Ratio Rank: 6767
Omega Ratio Rank
TNVIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TNVIX Martin Ratio Rank: 7676
Martin Ratio Rank

TNMIX
TNMIX Risk / Return Rank: 9393
Overall Rank
TNMIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TNMIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
TNMIX Omega Ratio Rank: 9191
Omega Ratio Rank
TNMIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TNMIX Martin Ratio Rank: 9696
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. TNMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) and 1290 Multi-Alternative Strategies Fund (TNMIX). 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.


TNVIXTNMIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.02

-0.64

Sortino ratio

Return per unit of downside risk

2.02

2.76

-0.73

Omega ratio

Gain probability vs. loss probability

1.27

1.44

-0.17

Calmar ratio

Return relative to maximum drawdown

2.12

3.17

-1.05

Martin ratio

Return relative to average drawdown

7.98

15.55

-7.56

TNVIX vs. TNMIX - Sharpe Ratio Comparison

The current TNVIX Sharpe Ratio is 1.38, which is lower than the TNMIX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of TNVIX and TNMIX, 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


TNVIXTNMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.02

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.55

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.56

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Correlation

The correlation between TNVIX and TNMIX is 0.69, 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

TNVIX vs. TNMIX - Dividend Comparison

TNVIX's dividend yield for the trailing twelve months is around 3.70%, more than TNMIX's 2.06% yield.


TTM2025202420232022202120202019201820172016
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
3.70%3.95%8.76%3.82%2.51%7.05%0.47%1.74%1.58%1.87%1.79%
TNMIX
1290 Multi-Alternative Strategies Fund
2.06%2.18%1.57%3.38%2.86%10.67%0.78%3.06%1.24%0.37%0.62%

Drawdowns

TNVIX vs. TNMIX - Drawdown Comparison

The maximum TNVIX drawdown since its inception was -42.75%, which is greater than TNMIX's maximum drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for TNVIX and TNMIX.


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Drawdown Indicators


TNVIXTNMIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.75%

-17.21%

-25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-5.63%

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-16.15%

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

-17.21%

-25.54%

Current Drawdown

Current decline from peak

-7.12%

-2.48%

-4.64%

Average Drawdown

Average peak-to-trough decline

-6.27%

-3.84%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

1.15%

+2.39%

Volatility

TNVIX vs. TNMIX - Volatility Comparison

1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a higher volatility of 6.79% compared to 1290 Multi-Alternative Strategies Fund (TNMIX) at 3.15%. This indicates that TNVIX's price experiences larger fluctuations and is considered to be riskier than TNMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNVIXTNMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

3.15%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

6.72%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

8.78%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.78%

7.66%

+12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

7.12%

+13.96%