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TUIFX vs. NSBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUIFX vs. NSBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toews Unconstrained Income Fund (TUIFX) and North Star Bond Fund (NSBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUIFX achieves a 0.60% return, which is significantly lower than NSBDX's 1.34% return. Over the past 10 years, TUIFX has underperformed NSBDX with an annualized return of 1.84%, while NSBDX has yielded a comparatively higher 2.35% annualized return.


TUIFX

1D
0.22%
1M
0.34%
YTD
0.60%
6M
0.70%
1Y
3.21%
3Y*
4.00%
5Y*
1.33%
10Y*
1.84%

NSBDX

1D
0.00%
1M
0.60%
YTD
1.34%
6M
1.56%
1Y
3.84%
3Y*
4.56%
5Y*
1.80%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUIFX vs. NSBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TUIFX
Toews Unconstrained Income Fund
0.60%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%
NSBDX
North Star Bond Fund
1.34%3.67%5.17%6.07%-7.23%2.84%0.71%9.36%-3.50%3.03%

Correlation

The correlation between TUIFX and NSBDX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.49

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2014

0.37

The correlation between TUIFX and NSBDX shifts across timeframes, from 0.37 (all time) to 0.49 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TUIFX vs. NSBDX — Risk / Return Rank

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

TUIFX
TUIFX Risk / Return Rank: 5050
Overall Rank
TUIFX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 4141
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 4545
Martin Ratio Rank

NSBDX
NSBDX Risk / Return Rank: 5050
Overall Rank
NSBDX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NSBDX Sortino Ratio Rank: 6060
Sortino Ratio Rank
NSBDX Omega Ratio Rank: 6969
Omega Ratio Rank
NSBDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
NSBDX Martin Ratio Rank: 3737
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. NSBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toews Unconstrained Income Fund (TUIFX) and North Star Bond Fund (NSBDX). 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.


TUIFXNSBDXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.32

1.42

-0.10

Calmar ratioReturn relative to maximum drawdown

3.96

1.87

+2.09

Martin ratioReturn relative to average drawdown

8.93

7.71

+1.22

TUIFX vs. NSBDX - Sharpe Ratio Comparison

The current TUIFX Sharpe Ratio is 1.62, which is comparable to the NSBDX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TUIFX and NSBDX, 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

TUIFX vs. NSBDX - Drawdown Comparison

The maximum TUIFX drawdown since its inception was -7.37%, smaller than the maximum NSBDX drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for TUIFX and NSBDX.


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Drawdown Indicators


TUIFXNSBDXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-18.75%

+11.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-2.12%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.64%

-2.17%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-7.37%

-8.88%

+1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

-18.75%

+11.38%

Current Drawdown

Current decline from peak

-0.26%

-0.18%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.06%

-1.74%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.51%

-0.12%

Volatility

TUIFX vs. NSBDX - Volatility Comparison

Toews Unconstrained Income Fund (TUIFX) has a higher volatility of 0.73% compared to North Star Bond Fund (NSBDX) at 0.51%. This indicates that TUIFX's price experiences larger fluctuations and is considered to be riskier than NSBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUIFXNSBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.51%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

1.60%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

2.00%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.63%

2.69%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

3.91%

-1.22%

TUIFX vs. NSBDX - Expense Ratio Comparison

TUIFX has a 1.25% expense ratio, which is lower than NSBDX's 1.63% expense ratio.


Dividends

TUIFX vs. NSBDX - Dividend Comparison

TUIFX's dividend yield for the trailing twelve months is around 3.96%, less than NSBDX's 4.13% yield.


PositionTTM20252024202320222021202020192018201720162015
NSBDX
North Star Bond Fund
4.13%3.72%4.48%3.45%2.49%2.72%3.23%3.34%3.50%3.61%2.98%2.86%
TUIFX
Toews Unconstrained Income Fund
3.96%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%

Frequently Asked Questions


TUIFX and NSBDX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUIFX has higher volatility (0.73%) compared to NSBDX (0.51%). In terms of maximum drawdown, TUIFX dropped -7.37% vs NSBDX's -18.75%.

NSBDX currently has the higher Sharpe Ratio (1.99 vs 1.62), 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.

Portfolio Optimizer

Find the right allocation for TUIFX and NSBDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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