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TNXIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TNXIX and VOO is 0.94, 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.


-0.50.00.51.00.9

Performance

TNXIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Retirement 2060 Fund (TNXIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.71%
7.46%
TNXIX
VOO

Key characteristics

Sharpe Ratio

TNXIX:

1.53

VOO:

1.76

Sortino Ratio

TNXIX:

2.05

VOO:

2.37

Omega Ratio

TNXIX:

1.28

VOO:

1.32

Calmar Ratio

TNXIX:

2.14

VOO:

2.66

Martin Ratio

TNXIX:

8.10

VOO:

11.10

Ulcer Index

TNXIX:

3.11%

VOO:

2.02%

Daily Std Dev

TNXIX:

16.51%

VOO:

12.79%

Max Drawdown

TNXIX:

-34.15%

VOO:

-33.99%

Current Drawdown

TNXIX:

-1.03%

VOO:

-2.11%

Returns By Period

In the year-to-date period, TNXIX achieves a 3.12% return, which is significantly higher than VOO's 2.40% return.


TNXIX

YTD

3.12%

1M

-0.67%

6M

10.72%

1Y

21.91%

5Y*

9.34%

10Y*

N/A

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TNXIX vs. VOO - Expense Ratio Comparison

TNXIX has a 0.52% expense ratio, which is higher than VOO's 0.03% expense ratio.


TNXIX
1290 Retirement 2060 Fund
Expense ratio chart for TNXIX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TNXIX vs. VOO — Risk-Adjusted Performance Rank

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

TNXIX
The Risk-Adjusted Performance Rank of TNXIX is 8080
Overall Rank
The Sharpe Ratio Rank of TNXIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TNXIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of TNXIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TNXIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TNXIX is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TNXIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Retirement 2060 Fund (TNXIX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for TNXIX, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.001.531.76
The chart of Sortino ratio for TNXIX, currently valued at 2.05, compared to the broader market0.002.004.006.008.0010.0012.002.052.37
The chart of Omega ratio for TNXIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.32
The chart of Calmar ratio for TNXIX, currently valued at 2.14, compared to the broader market0.005.0010.0015.0020.002.142.66
The chart of Martin ratio for TNXIX, currently valued at 8.10, compared to the broader market0.0020.0040.0060.0080.008.1011.10
TNXIX
VOO

The current TNXIX Sharpe Ratio is 1.53, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TNXIX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.53
1.76
TNXIX
VOO

Dividends

TNXIX vs. VOO - Dividend Comparison

TNXIX's dividend yield for the trailing twelve months is around 0.08%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
TNXIX
1290 Retirement 2060 Fund
0.08%0.09%0.26%2.21%1.05%1.70%1.75%2.04%1.64%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TNXIX vs. VOO - Drawdown Comparison

The maximum TNXIX drawdown since its inception was -34.15%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TNXIX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.03%
-2.11%
TNXIX
VOO

Volatility

TNXIX vs. VOO - Volatility Comparison

1290 Retirement 2060 Fund (TNXIX) has a higher volatility of 4.33% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that TNXIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.33%
3.38%
TNXIX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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