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ISIN
US8852157317
CUSIP
885215731
Issuer
Thornburg
Inception Date
Oct 2, 1995
Min. Investment
$5,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TVAFX Performance Chart

Thornburg Small/Mid Cap Core Fund (TVAFX) is up 10.4% since the beginning of the year. TVAFX is currently trading at $87 per share. Investors who bought $1,000 worth of TVAFX shares 5 years ago would now be looking at an investment worth $1,240.


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S&P 500 Index

Returns By Period

Thornburg Small/Mid Cap Core Fund (TVAFX) has returned 10.35% so far this year and 14.74% over the past 12 months. Over the last ten years, TVAFX has returned 8.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Thornburg Small/Mid Cap Core Fund

1D
-0.03%
1M
0.58%
YTD
10.35%
6M
7.78%
1Y
14.74%
3Y*
12.73%
5Y*
4.40%
10Y*
8.82%

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)

TVAFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 1995, TVAFX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +16.1%, while the worst month was Oct 2008 at -19.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TVAFX closed higher 54% of trading days. The best single day was Nov 18, 2021 with a return of +34.5%, while the worst single day was Nov 19, 2021 at -27.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.06%4.66%-5.50%5.75%1.29%0.09%10.35%
20251.92%-6.05%-7.54%-0.54%6.93%3.82%2.17%0.75%-0.51%-1.81%0.75%0.03%-0.93%
2024-1.52%6.46%5.24%-5.52%4.03%-1.49%5.00%1.71%1.46%-0.44%10.95%-6.61%19.41%
20237.86%-3.57%-3.44%-0.15%-3.96%9.03%2.78%-0.98%-3.61%-5.31%7.76%7.64%13.14%
2022-7.32%2.56%1.46%-8.32%0.20%-9.15%7.82%-4.01%-9.31%7.86%4.97%-5.96%-19.55%
2021-1.98%7.74%0.85%5.31%-1.52%0.65%0.18%2.57%-2.02%3.75%-6.50%4.49%13.45%

Benchmark Metrics

Thornburg Small/Mid Cap Core Fund has an annualized alpha of 1.08%, beta of 0.94, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 29, 1995.

  • With beta of 0.94 and R2 of 0.72, 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
1.08%
Beta
0.94
0.72
Upside Capture
101.39%
Downside Capture
100.97%

Expense Ratio

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


Return for Risk

Risk / Return Rank

TVAFX ranks 16 for risk / return — in the bottom 16% 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.


TVAFX Risk / Return Rank: 1616
Overall Rank
TVAFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TVAFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TVAFX Omega Ratio Rank: 1313
Omega Ratio Rank
TVAFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TVAFX Martin Ratio Rank: 2121
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 Core Fund (TVAFX) 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.


TVAFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.59

2.78

-1.19

Martin ratioReturn relative to average drawdown

4.82

12.44

-7.62

Dividends

Dividend History

Thornburg Small/Mid Cap Core 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%$0.00$5.00$10.00$15.00$20.00$25.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.00$0.03$26.66$0.00$0.27$0.29$0.36$0.19

Dividend yield

0.00%0.00%0.00%0.00%0.05%36.39%0.00%0.35%0.47%0.53%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for Thornburg Small/Mid Cap Core 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$0.03$0.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$26.35$0.30$26.66

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 Core 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 Core Fund was 59.41%, occurring on Mar 9, 2009. Recovery took 1135 trading sessions.

The current Thornburg Small/Mid Cap Core Fund drawdown is 14.97%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.41%Mar 2009
1y 4mo4y 6mo
5y 11moOct 2007 - Sep 2013
Bear market2022
-46.05%Sep 2022
10mo 11d
4y 7moNov 2021 - now
Dot-com crash2000–2002
-44.08%Oct 2002
2y 2mo3y 1mo
5y 4moJul 2000 - Nov 2005
COVID crash2020
-37.18%Mar 2020
2mo 2d7mo 4d
9mo 6dJan 2020 - Oct 2020
1998 bear market1998
-23.76%Oct 1998
2mo 20d2mo 29d
5mo 19dJul 1998 - Jan 1999

Drawdown Indicators


TVAFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.41%

-56.78%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-9.10%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.38%

-18.90%

-9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

-25.43%

-20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.05%

-33.92%

-12.13%

Current Drawdown

Current decline from peak

-14.97%

-1.80%

-13.17%

Average Drawdown

Average peak-to-trough decline

-13.67%

-10.71%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.03%

+1.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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