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DBALX vs. TIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBALX vs. TIBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davenport Balanced Income Fund (DBALX) and Thornburg Investment Income Builder Fund Class I (TIBIX). The values are adjusted to include any dividend payments, if applicable.

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DBALX vs. TIBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBALX
Davenport Balanced Income Fund
1.47%9.88%7.98%7.81%-11.01%14.19%3.54%18.55%-8.16%11.11%
TIBIX
Thornburg Investment Income Builder Fund Class I
9.82%37.01%13.48%18.28%-7.69%20.36%-0.40%18.01%-4.31%15.23%

Returns By Period

In the year-to-date period, DBALX achieves a 1.47% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, DBALX has underperformed TIBIX with an annualized return of 5.73%, while TIBIX has yielded a comparatively higher 12.18% annualized return.


DBALX

1D
1.04%
1M
-2.77%
YTD
1.47%
6M
2.76%
1Y
8.29%
3Y*
8.47%
5Y*
4.59%
10Y*
5.73%

TIBIX

1D
1.69%
1M
-2.43%
YTD
9.82%
6M
16.92%
1Y
38.14%
3Y*
24.21%
5Y*
15.48%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBALX vs. TIBIX - Expense Ratio Comparison

Both DBALX and TIBIX have an expense ratio of 0.93%.


Return for Risk

DBALX vs. TIBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBALX
DBALX Risk / Return Rank: 4444
Overall Rank
DBALX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DBALX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DBALX Omega Ratio Rank: 4040
Omega Ratio Rank
DBALX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DBALX Martin Ratio Rank: 4646
Martin Ratio Rank

TIBIX
TIBIX Risk / Return Rank: 9898
Overall Rank
TIBIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBIX Omega Ratio Rank: 9898
Omega Ratio Rank
TIBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIBIX Martin Ratio Rank: 9898
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.

DBALX vs. TIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davenport Balanced Income Fund (DBALX) and Thornburg Investment Income Builder Fund Class I (TIBIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DBALXTIBIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

3.57

-2.54

Sortino ratio

Return per unit of downside risk

1.47

4.54

-3.07

Omega ratio

Gain probability vs. loss probability

1.20

1.79

-0.59

Calmar ratio

Return relative to maximum drawdown

1.40

4.43

-3.03

Martin ratio

Return relative to average drawdown

5.48

21.79

-16.31

DBALX vs. TIBIX - Sharpe Ratio Comparison

The current DBALX Sharpe Ratio is 1.02, which is lower than the TIBIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of DBALX and TIBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBALXTIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

3.57

-2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

1.40

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.91

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.75

-0.14

Correlation

The correlation between DBALX and TIBIX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBALX vs. TIBIX - Dividend Comparison

DBALX's dividend yield for the trailing twelve months is around 5.20%, less than TIBIX's 5.40% yield.


TTM20252024202320222021202020192018201720162015
DBALX
Davenport Balanced Income Fund
5.20%5.28%3.73%2.19%4.24%1.59%2.00%2.73%2.03%2.37%1.04%0.00%
TIBIX
Thornburg Investment Income Builder Fund Class I
5.40%5.83%5.67%4.89%5.89%5.33%4.31%4.46%4.77%4.52%4.14%4.66%

Drawdowns

DBALX vs. TIBIX - Drawdown Comparison

The maximum DBALX drawdown since its inception was -27.89%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for DBALX and TIBIX.


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Drawdown Indicators


DBALXTIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

-48.88%

+20.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

-8.58%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-20.79%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.89%

-34.85%

+6.96%

Current Drawdown

Current decline from peak

-3.52%

-3.47%

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.68%

-6.00%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.75%

-0.13%

Volatility

DBALX vs. TIBIX - Volatility Comparison

The current volatility for Davenport Balanced Income Fund (DBALX) is 2.52%, while Thornburg Investment Income Builder Fund Class I (TIBIX) has a volatility of 3.68%. This indicates that DBALX experiences smaller price fluctuations and is considered to be less risky than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBALXTIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

3.68%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.65%

6.57%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.25%

10.83%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.59%

11.11%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.94%

13.48%

-3.54%