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ISIN
US88521L1089
CUSIP
88521L108
Issuer
Thornburg
Inception Date
Feb 4, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$19M

Share Price Chart


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Performance

TPLS Performance Chart

Thornburg Core Plus Bond ETF (TPLS) is up 0.8% since the beginning of the year. TPLS is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

Thornburg Core Plus Bond ETF (TPLS) has returned 0.84% so far this year and 4.92% over the past 12 months.


Thornburg Core Plus Bond ETF

1D
0.20%
1M
1.12%
YTD
0.84%
6M
0.97%
1Y
4.92%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPLS Monthly Returns History

Based on dividend-adjusted daily data since Feb 5, 2025, TPLS's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 76% of months were positive and 24% were negative. The best month was Jun 2025 with a return of +1.8%, while the worst month was Mar 2026 at -2.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, TPLS closed higher 52% of trading days. The best single day was Aug 1, 2025 with a return of +0.8%, while the worst single day was Apr 8, 2025 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%1.76%-2.06%0.02%0.44%0.46%0.84%
20251.36%0.03%0.19%-0.84%1.79%-0.40%1.08%1.26%0.65%0.59%-0.27%5.54%

Benchmark Metrics

Thornburg Core Plus Bond ETF has an annualized alpha of 4.02%, beta of 0.04, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since February 05, 2025.

  • This ETF captured 10.67% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.98%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.02%
Beta
0.04
0.03
Upside Capture
10.67%
Downside Capture
-9.98%

Expense Ratio

TPLS has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TPLS ranks 36 for risk / return — below 36% of ETFs 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.


TPLS Risk / Return Rank: 3636
Overall Rank
TPLS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TPLS Sortino Ratio Rank: 3939
Sortino Ratio Rank
TPLS Omega Ratio Rank: 3636
Omega Ratio Rank
TPLS Calmar Ratio Rank: 3434
Calmar Ratio Rank
TPLS Martin Ratio Rank: 3232
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 Core Plus Bond ETF (TPLS) 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.


TPLSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.67

2.66

-0.98

Martin ratioReturn relative to average drawdown

4.57

11.86

-7.29

Dividends

Dividend History

Thornburg Core Plus Bond ETF provided a 4.58% dividend yield over the last twelve months, with an annual payout of $1.16 per share.


4.28%$0.00$0.20$0.40$0.60$0.80$1.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.16$1.09

Dividend yield

4.58%4.28%

Monthly Dividends

The table displays the monthly dividend distributions for Thornburg Core Plus Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.01$0.09$0.13$0.11$0.10$0.00$0.44
2025$0.08$0.11$0.09$0.09$0.09$0.10$0.09$0.08$0.10$0.08$0.18$1.09

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 Core Plus Bond ETF. 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 Core Plus Bond ETF was 3.04%, occurring on May 19, 2026. The portfolio has not yet recovered.

The current Thornburg Core Plus Bond ETF drawdown is 1.17%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-3.04%May 2026
2mo 18d
3mo 22dMar 2026 - now
2025 selloff2025
-2.92%Apr 2025
4d2mo 20d
2mo 24dApr 2025 - Jun 2025
2025 pullback2025
-1.39%Jul 2025
14d17d
1mo 1dJul 2025 - Aug 2025
2025 selloff2025
-1.35%Feb 2025
7d9d
16dFeb 2025 - Feb 2025
2025 pullback2025
-1.19%Nov 2025
7d3mo 2d
3mo 9dOct 2025 - Feb 2026

Drawdown Indicators


TPLSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.04%

-56.78%

+53.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-9.10%

+6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.17%

-2.49%

+1.32%

Average Drawdown

Average peak-to-trough decline

-0.92%

-10.72%

+9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

2.03%

-0.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TPLS

Add Thornburg Core Plus Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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