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ISIN
US8852155824
CUSIP
885215582
Issuer
Thornburg
Inception Date
Dec 27, 2000
Min. Investment
$5,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

THCGX Performance Chart

Thornburg Small/Mid Cap Growth Fund (THCGX) is up 12.0% since the beginning of the year. THCGX is currently trading at $36 per share. Investors who bought $1,000 worth of THCGX shares 5 years ago would now be looking at an investment worth $1,067.


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S&P 500 Index

Returns By Period

Thornburg Small/Mid Cap Growth Fund (THCGX) has returned 12.03% so far this year and 25.32% over the past 12 months. Over the last ten years, THCGX has returned 9.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Thornburg Small/Mid Cap Growth Fund

1D
1.62%
1M
3.45%
YTD
12.03%
6M
7.87%
1Y
25.32%
3Y*
13.36%
5Y*
1.30%
10Y*
9.25%

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)

THCGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2001, THCGX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2001 with a return of +16.2%, while the worst month was Oct 2008 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, THCGX closed higher 53% of trading days. The best single day was Nov 18, 2021 with a return of +48.5%, while the worst single day was Nov 19, 2021 at -34.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.33%-0.50%-5.18%13.08%7.00%-0.55%12.03%
20253.70%-8.84%-10.07%-0.26%8.19%5.86%1.13%2.16%1.92%3.46%2.19%-3.51%4.31%
20240.46%9.69%3.11%-6.27%4.05%-0.45%2.41%2.62%0.37%-1.29%10.05%-5.33%19.67%
20238.38%-3.23%1.54%1.21%-0.09%9.74%1.21%-1.50%-5.16%-9.27%8.53%8.66%19.56%
2022-14.93%1.14%-1.06%-13.41%-4.93%-8.82%11.04%-1.71%-8.08%5.67%3.22%-5.89%-34.19%
20210.00%1.88%-6.45%6.54%-4.22%4.50%1.66%0.89%-3.74%5.37%-9.09%-1.14%-4.97%

Benchmark Metrics

Thornburg Small/Mid Cap Growth Fund has an annualized alpha of 1.03%, beta of 1.07, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.

  • This fund captured 118.96% of S&P 500 Index gains and 115.29% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.07 and R2 of 0.63, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.03%
Beta
1.07
0.63
Upside Capture
118.96%
Downside Capture
115.29%

Expense Ratio

THCGX has a high expense ratio of 1.31%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

THCGX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


THCGX Risk / Return Rank: 2222
Overall Rank
THCGX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
THCGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
THCGX Omega Ratio Rank: 2020
Omega Ratio Rank
THCGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
THCGX Martin Ratio Rank: 2323
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 Small/Mid Cap Growth Fund (THCGX) 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.


THCGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.62

2.78

-1.16

Martin ratioReturn relative to average drawdown

5.27

12.44

-7.17

Dividends

Dividend History

Thornburg Small/Mid Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$5.00$10.00$15.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$17.91$3.22$3.62

Dividend yield

0.00%0.00%0.00%0.00%0.00%54.25%6.23%9.32%

Monthly Dividends

The table displays the monthly dividend distributions for Thornburg Small/Mid Cap Growth 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$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02$0.00$17.88$0.00$17.91

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 Small/Mid Cap Growth 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 Small/Mid Cap Growth Fund was 63.67%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Thornburg Small/Mid Cap Growth Fund drawdown is 33.67%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-63.67%Jun 2022
6mo 29d
4y 7moNov 2021 - now
Financial crisis2007–2009
-63.47%Nov 2008
1y 1mo4y 5mo
5y 6moOct 2007 - May 2013
Dot-com crash2000–2002
-52.82%Jul 2002
1y 5mo2y 5mo
3y 11moJan 2001 - Dec 2004
COVID crash2020
-28.50%Mar 2020
25d2mo 19d
3mo 14dFeb 2020 - Jun 2020
2016 bear market2016
-26.52%Feb 2016
7mo 22d1y 4d
1y 7moJun 2015 - Feb 2017

Drawdown Indicators


THCGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.67%

-56.78%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-9.10%

-6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-30.25%

-18.90%

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-63.67%

-25.43%

-38.24%

Max Drawdown (10Y)

Largest decline over 10 years

-63.67%

-33.92%

-29.75%

Current Drawdown

Current decline from peak

-33.67%

-1.80%

-31.87%

Average Drawdown

Average peak-to-trough decline

-21.24%

-10.71%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

2.03%

+2.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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