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LTMFX vs. TIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTMFX vs. TIBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Limited Term Municipal Fund (LTMFX) and Thornburg Investment Income Builder Fund (TIBAX). The values are adjusted to include any dividend payments, if applicable.

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LTMFX vs. TIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTMFX
Thornburg Limited Term Municipal Fund
-0.28%5.74%1.84%3.83%-5.27%-0.18%2.97%3.81%1.00%2.29%
TIBAX
Thornburg Investment Income Builder Fund
7.98%36.62%13.23%18.01%-7.95%20.08%-0.67%17.72%-4.54%14.83%

Returns By Period

In the year-to-date period, LTMFX achieves a -0.28% return, which is significantly lower than TIBAX's 7.98% return. Over the past 10 years, LTMFX has underperformed TIBAX with an annualized return of 1.37%, while TIBAX has yielded a comparatively higher 11.70% annualized return.


LTMFX

1D
0.07%
1M
-1.89%
YTD
-0.28%
6M
0.38%
1Y
3.61%
3Y*
3.16%
5Y*
1.12%
10Y*
1.37%

TIBAX

1D
0.31%
1M
-4.88%
YTD
7.98%
6M
15.33%
1Y
35.77%
3Y*
23.23%
5Y*
14.98%
10Y*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTMFX vs. TIBAX - Expense Ratio Comparison

LTMFX has a 0.71% expense ratio, which is lower than TIBAX's 1.14% expense ratio.


Return for Risk

LTMFX vs. TIBAX — Risk / Return Rank

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

LTMFX
LTMFX Risk / Return Rank: 7676
Overall Rank
LTMFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LTMFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
LTMFX Omega Ratio Rank: 9595
Omega Ratio Rank
LTMFX Calmar Ratio Rank: 6464
Calmar Ratio Rank
LTMFX Martin Ratio Rank: 7272
Martin Ratio Rank

TIBAX
TIBAX Risk / Return Rank: 9898
Overall Rank
TIBAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBAX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBAX Omega Ratio Rank: 9797
Omega Ratio Rank
TIBAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIBAX 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.

LTMFX vs. TIBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Limited Term Municipal Fund (LTMFX) and Thornburg Investment Income Builder Fund (TIBAX). 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.


LTMFXTIBAXDifference

Sharpe ratio

Return per unit of total volatility

1.34

3.33

-1.99

Sortino ratio

Return per unit of downside risk

1.86

4.24

-2.38

Omega ratio

Gain probability vs. loss probability

1.51

1.74

-0.22

Calmar ratio

Return relative to maximum drawdown

1.49

4.10

-2.61

Martin ratio

Return relative to average drawdown

6.83

20.22

-13.39

LTMFX vs. TIBAX - Sharpe Ratio Comparison

The current LTMFX Sharpe Ratio is 1.34, which is lower than the TIBAX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of LTMFX and TIBAX, 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


LTMFXTIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

3.33

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.36

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.87

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.77

+0.07

Correlation

The correlation between LTMFX and TIBAX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LTMFX vs. TIBAX - Dividend Comparison

LTMFX's dividend yield for the trailing twelve months is around 3.25%, less than TIBAX's 5.30% yield.


TTM20252024202320222021202020192018201720162015
LTMFX
Thornburg Limited Term Municipal Fund
3.25%4.28%3.60%2.11%1.62%1.27%1.54%1.78%1.83%1.64%1.57%1.56%
TIBAX
Thornburg Investment Income Builder Fund
5.30%5.64%5.44%4.67%5.62%5.10%4.11%4.23%4.49%4.22%3.83%4.31%

Drawdowns

LTMFX vs. TIBAX - Drawdown Comparison

The maximum LTMFX drawdown since its inception was -8.40%, smaller than the maximum TIBAX drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for LTMFX and TIBAX.


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Drawdown Indicators


LTMFXTIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-49.12%

+40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-8.57%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-20.94%

+12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-34.85%

+26.45%

Current Drawdown

Current decline from peak

-1.89%

-5.13%

+3.24%

Average Drawdown

Average peak-to-trough decline

-1.64%

-6.03%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

1.74%

-1.10%

Volatility

LTMFX vs. TIBAX - Volatility Comparison

The current volatility for Thornburg Limited Term Municipal Fund (LTMFX) is 0.58%, while Thornburg Investment Income Builder Fund (TIBAX) has a volatility of 3.19%. This indicates that LTMFX experiences smaller price fluctuations and is considered to be less risky than TIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTMFXTIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

3.19%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

6.35%

-5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

10.70%

-7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.32%

11.04%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.26%

13.43%

-11.17%