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TUIFX vs. THHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUIFX vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toews Unconstrained Income Fund (TUIFX) and Toews Tactical Income Fund (THHYX). 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 0.17% return, which is significantly higher than THHYX's -0.03% return. Over the past 10 years, TUIFX has underperformed THHYX with an annualized return of 1.62%, while THHYX has yielded a comparatively higher 2.56% annualized return.


TUIFX

1D
-0.05%
1M
-0.49%
6M
-0.27%
YTD
0.17%
1Y
1.74%
3Y*
3.58%
5Y*
0.97%
10Y*
1.62%
ALL TIME*
1.90%

THHYX

1D
-0.04%
1M
-0.65%
6M
-0.50%
YTD
-0.03%
1Y
1.80%
3Y*
4.11%
5Y*
1.31%
10Y*
2.56%
ALL TIME*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TUIFX vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TUIFX
Toews Unconstrained Income Fund
0.17%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Correlation

The correlation between TUIFX and THHYX is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.68

The correlation between TUIFX and THHYX shifts across timeframes, from 0.68 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TUIFX vs. THHYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TUIFX
TUIFX Risk / Return Rank: 4040
Overall Rank
TUIFX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 3232
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 3434
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 2626
Overall Rank
THHYX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
THHYX Omega Ratio Rank: 2121
Omega Ratio Rank
THHYX Calmar Ratio Rank: 4343
Calmar Ratio Rank
THHYX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TUIFX vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toews Unconstrained Income Fund (TUIFX) and Toews Tactical Income Fund (THHYX). 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.


TUIFXTHHYXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratioReturn relative to maximum drawdown

2.39

1.70

+0.69

Martin ratioReturn relative to average drawdown

5.09

3.43

+1.67

TUIFX vs. THHYX - Sharpe Ratio Comparison

The current TUIFX Sharpe Ratio is 1.02, which is higher than the THHYX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of TUIFX and THHYX, 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. THHYX - Drawdown Comparison

The maximum TUIFX drawdown since its inception was -7.37%, smaller than the maximum THHYX drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for TUIFX and THHYX.


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Drawdown Indicators


TUIFXTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-8.83%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.12%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.64%

-3.35%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-7.37%

-8.70%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

-8.83%

+1.46%

Current Drawdown

Current decline from peak

-0.70%

-1.00%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.05%

-1.61%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.56%

-0.15%

Volatility

TUIFX vs. THHYX - Volatility Comparison

Toews Unconstrained Income Fund (TUIFX) and Toews Tactical Income Fund (THHYX) have volatilities of 0.51% and 0.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUIFXTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.51%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

1.71%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

2.51%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.63%

3.93%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

3.60%

-0.94%

TUIFX vs. THHYX - Expense Ratio Comparison

TUIFX has a 1.25% expense ratio, which is lower than THHYX's 1.46% expense ratio.


Dividends

TUIFX vs. THHYX - Dividend Comparison

TUIFX's dividend yield for the trailing twelve months is around 4.10%, less than THHYX's 5.50% yield.


PositionTTM20252024202320222021202020192018201720162015
THHYX
Toews Tactical Income Fund
5.50%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%
TUIFX
Toews Unconstrained Income Fund
4.10%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 THHYX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THHYX has higher volatility (0.51%) compared to TUIFX (0.51%). In terms of maximum drawdown, TUIFX dropped -7.37% vs THHYX's -8.83%.

TUIFX currently has the higher Sharpe Ratio (1.02 vs 0.76), 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 THHYX

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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