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LTMFX vs. TINGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTMFX vs. TINGX - Performance Comparison

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

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LTMFX vs. TINGX - 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%
TINGX
Thornburg International Growth Fund
-6.59%10.63%2.46%18.41%-26.05%-4.22%34.34%26.27%-16.75%34.94%

Returns By Period

In the year-to-date period, LTMFX achieves a -0.28% return, which is significantly higher than TINGX's -6.59% return. Over the past 10 years, LTMFX has underperformed TINGX with an annualized return of 1.37%, while TINGX has yielded a comparatively higher 5.28% 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%

TINGX

1D
-0.74%
1M
-10.23%
YTD
-6.59%
6M
-8.11%
1Y
4.57%
3Y*
3.86%
5Y*
-1.70%
10Y*
5.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTMFX vs. TINGX - Expense Ratio Comparison

LTMFX has a 0.71% expense ratio, which is lower than TINGX's 0.99% expense ratio.


Return for Risk

LTMFX vs. TINGX — 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

TINGX
TINGX Risk / Return Rank: 99
Overall Rank
TINGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TINGX Sortino Ratio Rank: 99
Sortino Ratio Rank
TINGX Omega Ratio Rank: 99
Omega Ratio Rank
TINGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TINGX Martin Ratio Rank: 1010
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. TINGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Limited Term Municipal Fund (LTMFX) and Thornburg International Growth Fund (TINGX). 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.


LTMFXTINGXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.20

+1.15

Sortino ratio

Return per unit of downside risk

1.86

0.39

+1.48

Omega ratio

Gain probability vs. loss probability

1.51

1.05

+0.46

Calmar ratio

Return relative to maximum drawdown

1.49

0.20

+1.29

Martin ratio

Return relative to average drawdown

6.83

0.64

+6.19

LTMFX vs. TINGX - Sharpe Ratio Comparison

The current LTMFX Sharpe Ratio is 1.34, which is higher than the TINGX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of LTMFX and TINGX, 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


LTMFXTINGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.20

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.10

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.31

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.33

+0.50

Correlation

The correlation between LTMFX and TINGX is -0.04. 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. TINGX - Dividend Comparison

LTMFX's dividend yield for the trailing twelve months is around 3.25%, more than TINGX's 1.15% 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%
TINGX
Thornburg International Growth Fund
1.15%1.08%8.40%0.58%0.72%6.86%1.17%0.72%4.39%3.60%0.36%0.29%

Drawdowns

LTMFX vs. TINGX - Drawdown Comparison

The maximum LTMFX drawdown since its inception was -8.40%, smaller than the maximum TINGX drawdown of -62.73%. Use the drawdown chart below to compare losses from any high point for LTMFX and TINGX.


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Drawdown Indicators


LTMFXTINGXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-62.73%

+54.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-11.83%

+8.88%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-43.27%

+34.87%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-43.27%

+34.87%

Current Drawdown

Current decline from peak

-1.89%

-17.41%

+15.52%

Average Drawdown

Average peak-to-trough decline

-1.64%

-13.64%

+12.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

3.78%

-3.14%

Volatility

LTMFX vs. TINGX - Volatility Comparison

The current volatility for Thornburg Limited Term Municipal Fund (LTMFX) is 0.58%, while Thornburg International Growth Fund (TINGX) has a volatility of 5.52%. This indicates that LTMFX experiences smaller price fluctuations and is considered to be less risky than TINGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTMFXTINGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

5.52%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

10.63%

-9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

16.47%

-13.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.32%

16.93%

-14.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.26%

16.96%

-14.70%