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TORYX vs. ACTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TORYX vs. ACTIX

Last updated Jun 23, 2026

TORYX (Torray Fund) and ACTIX (Advisors Capital Tactical Fixed Income Fund) are both Large Cap Value Equities funds. Over the past 5 years, TORYX returned 11.43%/yr vs 0.73%/yr for ACTIX. At a 0.38 correlation, their price movements are largely independent. TORYX charges 1.07%/yr vs 2.09%/yr for ACTIX.

Performance

TORYX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Torray Fund (TORYX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TORYX achieves a 9.90% return, which is significantly higher than ACTIX's 0.31% return.

TORYX

1D
-0.46%
1M
-1.77%
YTD
9.90%
6M
9.21%
1Y
20.72%
3Y*
16.42%
5Y*
11.43%
10Y*
9.43%

ACTIX

1D
0.31%
1M
0.74%
YTD
0.31%
6M
0.46%
1Y
3.84%
3Y*
4.60%
5Y*
0.73%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TORYX vs. ACTIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
TORYX
Torray Fund		9.90%14.89%13.77%12.57%-0.69%10.73%
ACTIX
Advisors Capital Tactical Fixed Income Fund		0.31%6.08%3.07%5.97%-9.94%0.75%

Correlation

The correlation between TORYX and ACTIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.38

Compare stocks, funds, or ETFs

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Torray Fund

Advisors Capital Tactical Fixed Income Fund

Often compared with TORYX:
TORYX vs. SPYTORYX vs. PSECXTORYX vs. AVERXTORYX vs. VALAXTORYX vs. AUXFXTORYX vs. ACIIXTORYX vs. LEXCX
Often compared with ACTIX:
ACTIX vs. CILGXACTIX vs. FETKXACTIX vs. BRLVXACTIX vs. FDETXACTIX vs. VHYAXACTIX vs. QRVLXACTIX vs. VWNAX

Return for Risk

TORYX vs. ACTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TORYX
TORYX Risk / Return Rank: 6464
Overall Rank
TORYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TORYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TORYX Omega Ratio Rank: 4444
Omega Ratio Rank
TORYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TORYX Martin Ratio Rank: 7979
Martin Ratio Rank
ACTIX
ACTIX Risk / Return Rank: 1818
Overall Rank
ACTIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 1818
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 2020
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.

TORYX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Torray Fund (TORYX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

TORYXACTIXDifference
Sharpe ratioReturn per unit of total volatility
1.91
1.12

+0.79

Sortino ratioReturn per unit of downside risk
2.82
1.64

+1.18

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

4.67

1.40

+3.27

Martin ratioReturn relative to average drawdown

13.65

4.69

+8.96

TORYX vs. ACTIX - Sharpe Ratio Comparison

The current TORYX Sharpe Ratio is 1.91, which is higher than the ACTIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TORYX and ACTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TORYX vs. ACTIX - Drawdown Comparison

The maximum TORYX drawdown since its inception was -56.55%, which is greater than ACTIX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TORYX and ACTIX.

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Drawdown Indicators

TORYXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.55%

-14.29%

-42.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-2.90%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

-3.95%

-10.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-14.29%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

—

—

Current Drawdown

Current decline from peak

-3.37%

-0.83%

-2.54%

Average Drawdown

Average peak-to-trough decline

-7.33%

-4.97%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

0.87%

+0.67%

Volatility

TORYX vs. ACTIX - Volatility Comparison

Torray Fund (TORYX) has a higher volatility of 3.76% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.13%. This indicates that TORYX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TORYXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

1.13%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

2.85%

+4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

3.65%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

4.68%

+10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

4.61%

+13.01%

TORYX vs. ACTIX - Expense Ratio Comparison

TORYX has a 1.07% expense ratio, which is lower than ACTIX's 2.09% expense ratio.

Dividends

TORYX vs. ACTIX - Dividend Comparison

TORYX's dividend yield for the trailing twelve months is around 30.07%, more than ACTIX's 3.08% yield.

PositionTTM20252024202320222021202020192018201720162015
ACTIX
Advisors Capital Tactical Fixed Income Fund		3.08%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%
TORYX
Torray Fund		30.07%32.38%7.32%6.47%10.55%10.80%3.22%2.66%2.21%7.34%8.93%4.30%

Frequently Asked Questions

TORYX and ACTIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TORYX has higher volatility (3.76%) compared to ACTIX (1.13%). In terms of maximum drawdown, TORYX dropped -56.55% vs ACTIX's -14.29%.

TORYX currently has the higher Sharpe Ratio (1.91 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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