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TUIFX vs. PDINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUIFX vs. PDINX - Performance Comparison

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

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TUIFX vs. PDINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TUIFX
Toews Unconstrained Income Fund
0.20%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%
PDINX
Putnam Diversified Income Trust
-0.28%7.48%5.92%4.55%-4.00%-6.94%-0.25%12.27%-1.38%6.53%

Returns By Period

In the year-to-date period, TUIFX achieves a 0.20% return, which is significantly higher than PDINX's -0.28% return. Over the past 10 years, TUIFX has underperformed PDINX with an annualized return of 2.02%, while PDINX has yielded a comparatively higher 3.24% annualized return.


TUIFX

1D
-0.02%
1M
-0.56%
YTD
0.20%
6M
0.40%
1Y
3.55%
3Y*
3.62%
5Y*
1.48%
10Y*
2.02%

PDINX

1D
0.20%
1M
-1.76%
YTD
-0.28%
6M
-0.06%
1Y
4.80%
3Y*
5.83%
5Y*
1.04%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUIFX vs. PDINX - Expense Ratio Comparison

TUIFX has a 1.25% expense ratio, which is higher than PDINX's 1.01% expense ratio.


Return for Risk

TUIFX vs. PDINX — Risk / Return Rank

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

TUIFX
TUIFX Risk / Return Rank: 8989
Overall Rank
TUIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8383
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8989
Martin Ratio Rank

PDINX
PDINX Risk / Return Rank: 8787
Overall Rank
PDINX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PDINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PDINX Omega Ratio Rank: 8484
Omega Ratio Rank
PDINX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PDINX Martin Ratio Rank: 8989
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. PDINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toews Unconstrained Income Fund (TUIFX) and Putnam Diversified Income Trust (PDINX). 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.


TUIFXPDINXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.62

+0.03

Sortino ratio

Return per unit of downside risk

2.47

2.40

+0.07

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

4.19

2.56

+1.63

Martin ratio

Return relative to average drawdown

9.95

9.83

+0.12

TUIFX vs. PDINX - Sharpe Ratio Comparison

The current TUIFX Sharpe Ratio is 1.64, which is comparable to the PDINX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TUIFX and PDINX, 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


TUIFXPDINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.62

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.13

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.49

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.89

-0.12

Correlation

The correlation between TUIFX and PDINX is 0.23, 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. PDINX - Dividend Comparison

TUIFX's dividend yield for the trailing twelve months is around 4.19%, more than PDINX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
TUIFX
Toews Unconstrained Income Fund
4.19%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%
PDINX
Putnam Diversified Income Trust
4.12%5.17%18.88%6.35%4.59%3.71%3.75%4.17%5.35%5.61%5.35%4.89%

Drawdowns

TUIFX vs. PDINX - Drawdown Comparison

The maximum TUIFX drawdown since its inception was -7.37%, smaller than the maximum PDINX drawdown of -43.44%. Use the drawdown chart below to compare losses from any high point for TUIFX and PDINX.


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Drawdown Indicators


TUIFXPDINXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-43.44%

+36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.96%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-7.37%

-14.57%

+7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

-18.27%

+10.90%

Current Drawdown

Current decline from peak

-0.67%

-4.29%

+3.62%

Average Drawdown

Average peak-to-trough decline

-2.10%

-3.55%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.51%

-0.14%

Volatility

TUIFX vs. PDINX - Volatility Comparison

The current volatility for Toews Unconstrained Income Fund (TUIFX) is 0.47%, while Putnam Diversified Income Trust (PDINX) has a volatility of 1.10%. This indicates that TUIFX experiences smaller price fluctuations and is considered to be less risky than PDINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUIFXPDINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.10%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

1.96%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

2.17%

3.00%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

8.07%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.70%

6.70%

-4.00%