TSLQ vs TSLZ: returns, Sharpe ratio and drawdown
Performance
TSLQ-25.89%TSLZ-29.19%
Summary
TSLQ vs TSLZ
Over the past year, TSLQ returned -25.89% against -29.19% for TSLZ. TSLQ had the higher Sharpe ratio over the past year (0.08 vs 0.04), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -51.92% for TSLQ and -52.47% for TSLZ. Dividends over the past year came to 12.20% of TSLQ's price, against 0.82% for TSLZ. Their daily returns had a correlation of 1.00 over the past year, which is very high.
Ranking
How TSLQ and TSLZ rank
TSLQTSLZ
Current Drawdown
TSLQ-46.89%TSLZ-47.64%
Rolling Volatility
TSLQ114.85%TSLZ114.48%
METRICS
Correlation Matrix
Fees and dividends
What TSLQ and TSLZ cost and pay
TSLQTSLZExpense ratio1.15%1.05%Yield12.20%0.82%Paid, past year$1.92$0.08PaysYearlyYearlyGrowth a year——Return with dividends-25.89%1Y-29.19%1YReturn, price only-33.85%1Y-29.75%1Y
TSLQ charges 1.15% a year and TSLZ 1.05%.
Metrics
Risk Indicators
TSLQTSLZ
Alpha
TSLQ
49.66%
TSLZ
45.20%
Beta
TSLQ
-4.25x
TSLZ
-4.25x
Sharpe
TSLQ
0.08
TSLZ
0.04
Sortino
TSLQ
0.12
TSLZ
0.05
Omega
TSLQ
1.01
TSLZ
1.01
Calmar
TSLQ
-0.50
TSLZ
-0.56
Martin
TSLQ
0.27
TSLZ
0.11
Comparisons