Let $(S,d)$ be a metric space and let $\mathcal P(S)$ denote the space of Borel probability measures on $S$ endowed with the Prokhorov metric $\pi:\mathcal P(S)\times \mathcal P(S)\to \mathbb R_+$ given by $ \pi(P,Q):=\inf\{\varepsilon\geq 0:P(F)\leq Q(F^\varepsilon)+\varepsilon \text{ for all closed } F\subset S\} $ where the $\varepsilon$-inflation of a set is given by $ F^{\varepsilon} = \{x\in S:d(x,F)<\varepsilon\}.$
Another useful metric on $\mathcal P(S)$ is induced by the total variation norm, i.e. $ \rho(P,Q):=\sup\limits_{A\in \mathfrak B(S)}|P(A) - Q(A)| $ where $\mathfrak B(S)$ is the Borel $\sigma$-algebra on $(S,d)$. I wonder if there are any interesting relations between these two metrics, $\pi$ and $\rho$. In particular, I know that convergence in $\rho$ implies the weak convergence and hence if $S$ is separable than it implies the convergence in $\pi$.
I wonder, however, if under some additional assumptions it is possible to derive some non-trivial bounds on $\rho$ if I know upper bounds on $\pi$. Or at least, if it is possible to upper-bound $|P(F) - Q(F)|$ for closed $F$ using $\pi$.