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TNXAX vs. CPITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNXAX vs. CPITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) and Counterpoint Tactical Income Fund (CPITX). The values are adjusted to include any dividend payments, if applicable.

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TNXAX vs. CPITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
-0.91%10.19%8.37%9.11%-8.74%10.02%13.24%18.22%-4.28%8.13%
CPITX
Counterpoint Tactical Income Fund
-1.41%4.58%6.76%9.81%-2.40%2.53%8.47%9.85%-2.80%4.74%

Returns By Period

In the year-to-date period, TNXAX achieves a -0.91% return, which is significantly higher than CPITX's -1.41% return.


TNXAX

1D
0.19%
1M
-5.39%
YTD
-0.91%
6M
1.50%
1Y
8.53%
3Y*
7.97%
5Y*
4.98%
10Y*

CPITX

1D
0.02%
1M
-1.58%
YTD
-1.41%
6M
-0.37%
1Y
3.01%
3Y*
5.71%
5Y*
3.77%
10Y*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNXAX vs. CPITX - Expense Ratio Comparison

TNXAX has a 1.14% expense ratio, which is lower than CPITX's 1.46% expense ratio.


Return for Risk

TNXAX vs. CPITX — Risk / Return Rank

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

TNXAX
TNXAX Risk / Return Rank: 7171
Overall Rank
TNXAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TNXAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNXAX Omega Ratio Rank: 7575
Omega Ratio Rank
TNXAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TNXAX Martin Ratio Rank: 6464
Martin Ratio Rank

CPITX
CPITX Risk / Return Rank: 3939
Overall Rank
CPITX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CPITX Sortino Ratio Rank: 4141
Sortino Ratio Rank
CPITX Omega Ratio Rank: 4242
Omega Ratio Rank
CPITX Calmar Ratio Rank: 3333
Calmar Ratio Rank
CPITX Martin Ratio Rank: 2828
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.

TNXAX vs. CPITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) and Counterpoint Tactical Income Fund (CPITX). 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.


TNXAXCPITXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.92

+0.45

Sortino ratio

Return per unit of downside risk

1.80

1.26

+0.54

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

1.51

0.92

+0.59

Martin ratio

Return relative to average drawdown

6.07

3.01

+3.06

TNXAX vs. CPITX - Sharpe Ratio Comparison

The current TNXAX Sharpe Ratio is 1.37, which is higher than the CPITX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TNXAX and CPITX, 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


TNXAXCPITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.92

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.38

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.65

-0.93

Correlation

The correlation between TNXAX and CPITX is 0.46, 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

TNXAX vs. CPITX - Dividend Comparison

TNXAX's dividend yield for the trailing twelve months is around 7.52%, more than CPITX's 5.04% yield.


TTM20252024202320222021202020192018201720162015
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
7.52%7.45%9.48%5.31%4.42%9.95%7.91%5.34%4.75%6.06%0.00%0.00%
CPITX
Counterpoint Tactical Income Fund
5.04%5.18%5.92%5.80%2.62%3.93%2.25%3.68%3.52%4.60%4.60%1.39%

Drawdowns

TNXAX vs. CPITX - Drawdown Comparison

The maximum TNXAX drawdown since its inception was -20.07%, which is greater than CPITX's maximum drawdown of -4.59%. Use the drawdown chart below to compare losses from any high point for TNXAX and CPITX.


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Drawdown Indicators


TNXAXCPITXDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-4.59%

-15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-2.93%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-4.59%

-13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-4.59%

Current Drawdown

Current decline from peak

-5.39%

-1.96%

-3.43%

Average Drawdown

Average peak-to-trough decline

-2.96%

-0.95%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.89%

+0.50%

Volatility

TNXAX vs. CPITX - Volatility Comparison

1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) has a higher volatility of 2.47% compared to Counterpoint Tactical Income Fund (CPITX) at 1.17%. This indicates that TNXAX's price experiences larger fluctuations and is considered to be riskier than CPITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNXAXCPITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

1.17%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

1.83%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

3.17%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

2.76%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

3.01%

+6.04%