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TUIFX vs. JUCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUIFX vs. JUCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toews Unconstrained Income Fund (TUIFX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX). The values are adjusted to include any dividend payments, if applicable.

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TUIFX vs. JUCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TUIFX
Toews Unconstrained Income Fund
0.31%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%
JUCIX
Janus Henderson Absolute Return Income Opportunities Fund
-0.25%6.68%6.13%7.02%-1.46%-0.43%3.56%2.60%-3.85%2.37%

Returns By Period

In the year-to-date period, TUIFX achieves a 0.31% return, which is significantly higher than JUCIX's -0.25% return. Over the past 10 years, TUIFX has underperformed JUCIX with an annualized return of 2.03%, while JUCIX has yielded a comparatively higher 2.48% annualized return.


TUIFX

1D
0.11%
1M
-0.34%
YTD
0.31%
6M
0.30%
1Y
3.55%
3Y*
3.65%
5Y*
1.49%
10Y*
2.03%

JUCIX

1D
0.22%
1M
-0.88%
YTD
-0.25%
6M
1.06%
1Y
5.11%
3Y*
5.87%
5Y*
3.52%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUIFX vs. JUCIX - Expense Ratio Comparison

TUIFX has a 1.25% expense ratio, which is higher than JUCIX's 0.71% expense ratio.


Return for Risk

TUIFX vs. JUCIX — Risk / Return Rank

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

TUIFX
TUIFX Risk / Return Rank: 8787
Overall Rank
TUIFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8282
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8686
Martin Ratio Rank

JUCIX
JUCIX Risk / Return Rank: 9797
Overall Rank
JUCIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JUCIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
JUCIX Omega Ratio Rank: 9898
Omega Ratio Rank
JUCIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
JUCIX Martin Ratio Rank: 9797
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.

TUIFX vs. JUCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toews Unconstrained Income Fund (TUIFX) and Janus Henderson Absolute Return Income Opportunities Fund (JUCIX). 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.


TUIFXJUCIXDifference

Sharpe ratio

Return per unit of total volatility

1.69

2.47

-0.77

Sortino ratio

Return per unit of downside risk

2.55

4.49

-1.94

Omega ratio

Gain probability vs. loss probability

1.35

2.05

-0.70

Calmar ratio

Return relative to maximum drawdown

4.22

4.19

+0.03

Martin ratio

Return relative to average drawdown

9.99

16.24

-6.26

TUIFX vs. JUCIX - Sharpe Ratio Comparison

The current TUIFX Sharpe Ratio is 1.69, which is lower than the JUCIX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of TUIFX and JUCIX, 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


TUIFXJUCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.47

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.97

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.99

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.85

-0.08

Correlation

The correlation between TUIFX and JUCIX is 0.22, 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

TUIFX vs. JUCIX - Dividend Comparison

TUIFX's dividend yield for the trailing twelve months is around 4.18%, less than JUCIX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
TUIFX
Toews Unconstrained Income Fund
4.18%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%
JUCIX
Janus Henderson Absolute Return Income Opportunities Fund
4.44%4.86%4.66%3.73%2.09%1.48%1.70%2.68%3.24%2.56%4.76%2.28%

Drawdowns

TUIFX vs. JUCIX - Drawdown Comparison

The maximum TUIFX drawdown since its inception was -7.37%, smaller than the maximum JUCIX drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for TUIFX and JUCIX.


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Drawdown Indicators


TUIFXJUCIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-8.25%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.32%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.37%

-3.81%

-3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

-8.25%

+0.88%

Current Drawdown

Current decline from peak

-0.56%

-0.99%

+0.43%

Average Drawdown

Average peak-to-trough decline

-2.10%

-1.35%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.34%

+0.03%

Volatility

TUIFX vs. JUCIX - Volatility Comparison

The current volatility for Toews Unconstrained Income Fund (TUIFX) is 0.48%, while Janus Henderson Absolute Return Income Opportunities Fund (JUCIX) has a volatility of 0.61%. This indicates that TUIFX experiences smaller price fluctuations and is considered to be less risky than JUCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUIFXJUCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.61%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

1.64%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.17%

2.11%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

1.80%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.70%

2.51%

+0.19%