TSWEX vs. ACTIX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Advisors Capital Tactical Fixed Income Fund (ACTIX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. ACTIX is managed by American Century. It was launched on Feb 1, 2021.
Performance
TSWEX vs. ACTIX - Performance Comparison
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TSWEX vs. ACTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 12.59% |
ACTIX Advisors Capital Tactical Fixed Income Fund | -1.36% | 6.08% | 3.07% | 5.97% | -9.94% | 0.75% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than ACTIX's -1.36% return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
ACTIX
- 1D
- 0.43%
- 1M
- -2.39%
- YTD
- -1.36%
- 6M
- -0.92%
- 1Y
- 3.08%
- 3Y*
- 3.94%
- 5Y*
- 0.71%
- 10Y*
- —
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TSWEX vs. ACTIX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is lower than ACTIX's 2.09% expense ratio.
Return for Risk
TSWEX vs. ACTIX — Risk / Return Rank
TSWEX
ACTIX
TSWEX vs. ACTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | ACTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 0.69 | -0.86 |
Sortino ratioReturn per unit of downside risk | -0.08 | 0.97 | -1.05 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.14 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.11 | -1.11 |
Martin ratioReturn relative to average drawdown | 0.01 | 4.03 | -4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWEX | ACTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.69 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.00 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.00 | +0.46 |
Correlation
The correlation between TSWEX and ACTIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TSWEX vs. ACTIX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than ACTIX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
ACTIX Advisors Capital Tactical Fixed Income Fund | 3.13% | 3.09% | 3.18% | 2.44% | 1.10% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSWEX vs. ACTIX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for TSWEX and ACTIX.
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Drawdown Indicators
| TSWEX | ACTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -96.41% | +43.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -3.07% | -11.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -96.41% | +80.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -12.50% | -96.20% | +83.70% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -27.55% | +20.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 0.85% | +5.34% |
Volatility
TSWEX vs. ACTIX - Volatility Comparison
TSW Large Cap Value Fund (TSWEX) has a higher volatility of 2.96% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that TSWEX'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
| TSWEX | ACTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 1.82% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 2.51% | +13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 4.68% | +17.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 1,202.55% | -1,187.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 1,201.12% | -1,184.78% |