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LTUSX vs. WHOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTUSX vs. WHOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Limited Term U.S. Government Fund (LTUSX) and Wasatch-Hoisington U.S. Treasury Fund (WHOSX). The values are adjusted to include any dividend payments, if applicable.

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LTUSX vs. WHOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTUSX
Thornburg Limited Term U.S. Government Fund
0.37%6.40%2.40%3.40%-8.06%-1.82%3.77%3.61%0.98%0.60%
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
-1.67%2.34%-10.95%1.39%-34.13%-4.94%20.05%17.15%-3.84%10.46%

Returns By Period

In the year-to-date period, LTUSX achieves a 0.37% return, which is significantly higher than WHOSX's -1.67% return. Over the past 10 years, LTUSX has outperformed WHOSX with an annualized return of 1.03%, while WHOSX has yielded a comparatively lower -2.42% annualized return.


LTUSX

1D
0.33%
1M
-1.60%
YTD
0.37%
6M
1.36%
1Y
4.15%
3Y*
3.46%
5Y*
0.75%
10Y*
1.03%

WHOSX

1D
0.40%
1M
-6.28%
YTD
-1.67%
6M
-2.86%
1Y
-3.26%
3Y*
-5.07%
5Y*
-7.29%
10Y*
-2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTUSX vs. WHOSX - Expense Ratio Comparison

LTUSX has a 0.92% expense ratio, which is higher than WHOSX's 0.67% expense ratio.


Return for Risk

LTUSX vs. WHOSX — Risk / Return Rank

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

LTUSX
LTUSX Risk / Return Rank: 7777
Overall Rank
LTUSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LTUSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
LTUSX Omega Ratio Rank: 6565
Omega Ratio Rank
LTUSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LTUSX Martin Ratio Rank: 7878
Martin Ratio Rank

WHOSX
WHOSX Risk / Return Rank: 44
Overall Rank
WHOSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WHOSX Sortino Ratio Rank: 33
Sortino Ratio Rank
WHOSX Omega Ratio Rank: 33
Omega Ratio Rank
WHOSX Calmar Ratio Rank: 55
Calmar Ratio Rank
WHOSX Martin Ratio Rank: 66
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.

LTUSX vs. WHOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Limited Term U.S. Government Fund (LTUSX) and Wasatch-Hoisington U.S. Treasury Fund (WHOSX). 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.


LTUSXWHOSXDifference

Sharpe ratio

Return per unit of total volatility

1.38

-0.20

+1.58

Sortino ratio

Return per unit of downside risk

2.00

-0.17

+2.17

Omega ratio

Gain probability vs. loss probability

1.25

0.98

+0.27

Calmar ratio

Return relative to maximum drawdown

2.47

-0.06

+2.54

Martin ratio

Return relative to average drawdown

7.64

-0.12

+7.76

LTUSX vs. WHOSX - Sharpe Ratio Comparison

The current LTUSX Sharpe Ratio is 1.38, which is higher than the WHOSX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of LTUSX and WHOSX, 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


LTUSXWHOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

-0.20

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.41

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

-0.14

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.29

+0.86

Correlation

The correlation between LTUSX and WHOSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LTUSX vs. WHOSX - Dividend Comparison

LTUSX's dividend yield for the trailing twelve months is around 2.32%, less than WHOSX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
LTUSX
Thornburg Limited Term U.S. Government Fund
2.32%2.69%2.62%1.89%1.63%1.21%1.35%1.77%1.90%1.45%2.52%1.50%
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
3.17%4.05%3.80%2.90%2.45%1.31%7.99%1.83%2.22%1.96%10.89%7.33%

Drawdowns

LTUSX vs. WHOSX - Drawdown Comparison

The maximum LTUSX drawdown since its inception was -12.34%, smaller than the maximum WHOSX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for LTUSX and WHOSX.


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Drawdown Indicators


LTUSXWHOSXDifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

-53.95%

+41.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-12.79%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-47.93%

+36.24%

Max Drawdown (10Y)

Largest decline over 10 years

-12.34%

-53.95%

+41.61%

Current Drawdown

Current decline from peak

-1.60%

-49.60%

+48.00%

Average Drawdown

Average peak-to-trough decline

-1.40%

-11.28%

+9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

6.53%

-5.88%

Volatility

LTUSX vs. WHOSX - Volatility Comparison

The current volatility for Thornburg Limited Term U.S. Government Fund (LTUSX) is 1.24%, while Wasatch-Hoisington U.S. Treasury Fund (WHOSX) has a volatility of 4.18%. This indicates that LTUSX experiences smaller price fluctuations and is considered to be less risky than WHOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTUSXWHOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

4.18%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

8.32%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

14.59%

-11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

17.73%

-13.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.06%

17.32%

-14.26%