DTD vs. TIBIX

Last updated Jun 13, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and TIBIX (Thornburg Investment Income Builder Fund Class I) are both funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while TIBIX is a Diversified Portfolio fund actively managed by Thornburg. DTD is passively managed, while TIBIX is actively managed. Over the past 10 years, DTD returned 12.33%/yr vs 12.91%/yr for TIBIX. A 0.79 correlation means they provide meaningful diversification when combined. DTD charges 0.28%/yr vs 0.93%/yr for TIBIX.

Performance

DTD vs. TIBIX - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 11.00% return, which is significantly lower than TIBIX's 17.41% return. Both investments have delivered pretty close results over the past 10 years, with DTD having a 12.33% annualized return and TIBIX not far ahead at 12.91%.

DTD

• 1D: 0.66%
• 1M: 2.42%
• YTD: 11.00%
• 6M: 10.84%
• 1Y: 21.75%
• 3Y*: 17.57%
• 5Y*: 11.95%
• 10Y*: 12.33%

TIBIX

• 1D: 1.50%
• 1M: 1.28%
• YTD: 17.41%
• 6M: 20.85%
• 1Y: 37.28%
• 3Y*: 26.39%
• 5Y*: 16.24%
• 10Y*: 12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTD vs. TIBIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTD WisdomTree U.S. Total Dividend Fund	11.00%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%
TIBIX Thornburg Investment Income Builder Fund Class I	17.41%	37.01%	13.48%	18.28%	-7.69%	20.36%	-0.40%	18.01%	-4.31%	15.23%

Correlation

The correlation between DTD and TIBIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.79

The correlation between DTD and TIBIX shifts across timeframes, from 0.63 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DTD vs. TIBIX — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 82
DTD Sharpe Ratio Rank: 83
DTD Sortino Ratio Rank: 85
DTD Omega Ratio Rank: 81
DTD Calmar Ratio Rank: 77
DTD Martin Ratio Rank: 83

TIBIX

TIBIX Risk / Return Rank: 98
TIBIX Sharpe Ratio Rank: 99
TIBIX Sortino Ratio Rank: 98
TIBIX Omega Ratio Rank: 97
TIBIX Calmar Ratio Rank: 98
TIBIX Martin Ratio Rank: 98

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.

DTD vs. TIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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.

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.

	DTD	TIBIX	Difference
Sharpe ratio: Return per unit of total volatility	2.32	4.34	-2.02
Sortino ratio: Return per unit of downside risk	3.30	6.13	-2.84
Omega ratio: Gain probability vs. loss probability	1.42	1.86	-0.44
Calmar ratio: Return relative to maximum drawdown	3.47	7.10	-3.63
Martin ratio: Return relative to average drawdown	14.35	27.13	-12.78

DTD vs. TIBIX - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.32, which is lower than the TIBIX Sharpe Ratio of 4.34. The chart below compares the historical Sharpe Ratios of DTD and TIBIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTD vs. TIBIX - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than TIBIX's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for DTD and TIBIX.

Drawdown Indicators

	DTD	TIBIX	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-48.88%	-9.31%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-5.39%	-0.91%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-9.23%	-5.18%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-20.79%	+4.65%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-34.85%	-2.44%
Current Drawdown Current decline from peak	0.00%	-0.46%	+0.46%
Average Drawdown Average peak-to-trough decline	-7.33%	-5.95%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	1.41%	+0.11%

Volatility

DTD vs. TIBIX - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.66%, while Thornburg Investment Income Builder Fund Class I (TIBIX) has a volatility of 3.54%. This indicates that DTD 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.

Volatility by Period

	DTD	TIBIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	3.54%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	7.38%	-0.28%
Volatility (1Y) Calculated over the trailing 1-year period	9.42%	8.81%	+0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.59%	11.21%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	13.51%	+2.70%

DTD vs. TIBIX - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than TIBIX's 0.93% expense ratio.

Dividends

DTD vs. TIBIX - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.85%, less than TIBIX's 5.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.85%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
TIBIX Thornburg Investment Income Builder Fund Class I	5.05%	5.83%	5.67%	4.89%	5.89%	5.33%	4.31%	4.46%	4.77%	4.52%	4.14%	4.66%

Frequently Asked Questions

Can I hold both DTD and TIBIX in my portfolio?

DTD and TIBIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTD or TIBIX?

TIBIX has higher volatility (3.54%) compared to DTD (2.66%). In terms of maximum drawdown, DTD dropped -58.19% vs TIBIX's -48.88%.

Which has better risk-adjusted returns?

TIBIX currently has the higher Sharpe Ratio (4.34 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.