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ISIN
US8852166979
CUSIP
885216697
Issuer
Thornburg
Inception Date
Sep 30, 2015
Min. Investment
$2,500,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

TBWIX Performance Chart

Thornburg Better World International Fund (TBWIX) is up 3.2% since the beginning of the year. TBWIX is currently trading at $23 per share. Investors who bought $1,000 worth of TBWIX shares 5 years ago would now be looking at an investment worth $1,259.


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S&P 500 Index

Returns By Period

Thornburg Better World International Fund (TBWIX) has returned 3.20% so far this year and 13.85% over the past 12 months. Over the last ten years, TBWIX has returned 10.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Thornburg Better World International Fund

1D
0.52%
1M
0.22%
YTD
3.20%
6M
3.29%
1Y
13.85%
3Y*
10.54%
5Y*
4.72%
10Y*
10.64%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBWIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, TBWIX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +12.7%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TBWIX closed higher 51% of trading days. The best single day was Nov 18, 2021 with a return of +14.3%, while the worst single day was Nov 19, 2021 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.71%4.20%-9.89%6.22%1.17%-0.43%3.20%
20254.73%-0.21%-0.26%4.49%4.60%1.53%-0.56%1.47%2.00%0.96%2.04%1.32%24.25%
2024-0.86%3.65%1.96%-2.36%4.33%-0.11%3.83%3.01%0.66%-3.96%-0.26%-2.58%7.10%
20239.18%-4.56%3.43%1.83%-1.86%4.03%2.85%-3.65%-4.42%-3.55%6.23%3.66%12.72%
2022-2.75%-4.53%-0.61%-8.26%0.06%-6.30%4.44%-4.69%-8.60%2.15%12.65%-1.35%-18.02%
2021-0.60%6.93%2.68%3.61%1.94%7.31%-1.86%3.33%-3.92%2.91%-3.84%1.36%20.88%

Benchmark Metrics

Thornburg Better World International Fund has an annualized alpha of 2.04%, beta of 0.66, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 80.81% of S&P 500 Index downside but only 74.46% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.04%
Beta
0.66
0.50
Upside Capture
74.46%
Downside Capture
80.81%

Expense Ratio

TBWIX has a high expense ratio of 1.21%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TBWIX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TBWIX Risk / Return Rank: 1414
Overall Rank
TBWIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TBWIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TBWIX Omega Ratio Rank: 1414
Omega Ratio Rank
TBWIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TBWIX Martin Ratio Rank: 1414
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) and compare them to S&P 500 Index.

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.


TBWIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.09

2.78

-1.70

Martin ratioReturn relative to average drawdown

3.63

12.44

-8.81

Dividends

Dividend History

Thornburg Better World International Fund provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.34$0.34$0.26$0.27$0.14$2.91$0.07$0.17$1.19$0.53$0.76

Dividend yield

1.48%1.53%1.40%1.55%0.87%15.10%0.40%1.17%10.14%3.53%5.99%

Monthly Dividends

The table displays the monthly dividend distributions for Thornburg Better World International Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.86$0.05$2.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Thornburg Better World International Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Thornburg Better World International Fund was 40.11%, occurring on Oct 14, 2022. Recovery took 744 trading sessions.

The current Thornburg Better World International Fund drawdown is 3.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.11%Oct 2022
10mo 29d2y 11mo
3y 10moNov 2021 - Oct 2025
COVID crash2020
-29.37%Mar 2020
2mo 2d3mo 15d
5mo 17dJan 2020 - Jul 2020
Rate-hike selloffLate 2018
-20.54%Dec 2018
10mo 29d11mo 24d
1y 10moJan 2018 - Dec 2019
2026 correction2026
-12.01%Mar 2026
28d
3mo 23dMar 2026 - now
2016 pullback2016
-7.76%Feb 2016
1mo 6d29d
2mo 5dJan 2016 - Mar 2016

Drawdown Indicators


TBWIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.11%

-56.78%

+16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-9.10%

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-18.90%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.11%

-25.43%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.11%

-33.92%

-6.19%

Current Drawdown

Current decline from peak

-3.57%

-1.80%

-1.77%

Average Drawdown

Average peak-to-trough decline

-10.19%

-10.71%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.03%

+1.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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