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TNXAX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNXAX vs. NWQIX - 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 Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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TNXAX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
-0.52%10.19%8.37%9.11%-8.74%10.02%13.24%18.22%-4.28%8.13%
NWQIX
Nuveen Flexible Income Fund
0.82%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%8.87%

Returns By Period

In the year-to-date period, TNXAX achieves a -0.52% return, which is significantly lower than NWQIX's 0.82% return.


TNXAX

1D
0.39%
1M
-4.68%
YTD
-0.52%
6M
1.71%
1Y
8.74%
3Y*
8.11%
5Y*
4.92%
10Y*

NWQIX

1D
1.16%
1M
-1.57%
YTD
0.82%
6M
3.03%
1Y
11.93%
3Y*
9.46%
5Y*
3.97%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNXAX vs. NWQIX - Expense Ratio Comparison

TNXAX has a 1.14% expense ratio, which is higher than NWQIX's 0.70% expense ratio.


Return for Risk

TNXAX vs. NWQIX — Risk / Return Rank

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

TNXAX
TNXAX Risk / Return Rank: 6868
Overall Rank
TNXAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TNXAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TNXAX Omega Ratio Rank: 7373
Omega Ratio Rank
TNXAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
TNXAX Martin Ratio Rank: 6161
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9696
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9494
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. NWQIX - 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 Nuveen Flexible Income Fund (NWQIX). 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.


TNXAXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.42

2.69

-1.27

Sortino ratio

Return per unit of downside risk

1.86

3.72

-1.86

Omega ratio

Gain probability vs. loss probability

1.29

1.59

-0.30

Calmar ratio

Return relative to maximum drawdown

1.62

3.30

-1.68

Martin ratio

Return relative to average drawdown

6.36

13.39

-7.04

TNXAX vs. NWQIX - Sharpe Ratio Comparison

The current TNXAX Sharpe Ratio is 1.42, which is lower than the NWQIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TNXAX and NWQIX, 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


TNXAXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.69

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.70

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.73

0.00

Correlation

The correlation between TNXAX and NWQIX 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

TNXAX vs. NWQIX - Dividend Comparison

TNXAX's dividend yield for the trailing twelve months is around 7.49%, more than NWQIX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
7.49%7.45%9.48%5.31%4.42%9.95%7.91%5.34%4.75%6.06%0.00%0.00%
NWQIX
Nuveen Flexible Income Fund
6.14%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Drawdowns

TNXAX vs. NWQIX - Drawdown Comparison

The maximum TNXAX drawdown since its inception was -20.07%, smaller than the maximum NWQIX drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for TNXAX and NWQIX.


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Drawdown Indicators


TNXAXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-23.89%

+3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-3.75%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-17.75%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

Current Drawdown

Current decline from peak

-5.03%

-1.82%

-3.21%

Average Drawdown

Average peak-to-trough decline

-2.96%

-3.03%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.92%

+0.50%

Volatility

TNXAX vs. NWQIX - Volatility Comparison

1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) has a higher volatility of 2.56% compared to Nuveen Flexible Income Fund (NWQIX) at 1.97%. This indicates that TNXAX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNXAXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

1.97%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

2.98%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

4.54%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

5.66%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

6.32%

+2.73%