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PISIX vs. TBWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PISIX vs. TBWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Thornburg Better World International Fund (TBWIX). The values are adjusted to include any dividend payments, if applicable.

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PISIX vs. TBWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.75%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%
TBWIX
Thornburg Better World International Fund
-3.56%24.25%7.10%12.72%-18.02%20.88%26.67%24.57%-13.61%22.88%

Returns By Period

In the year-to-date period, PISIX achieves a -0.75% return, which is significantly higher than TBWIX's -3.56% return. Over the past 10 years, PISIX has outperformed TBWIX with an annualized return of 11.52%, while TBWIX has yielded a comparatively lower 9.98% annualized return.


PISIX

1D
0.11%
1M
-7.64%
YTD
-0.75%
6M
-0.53%
1Y
11.24%
3Y*
14.36%
5Y*
10.34%
10Y*
11.52%

TBWIX

1D
2.41%
1M
-7.51%
YTD
-3.56%
6M
0.38%
1Y
14.65%
3Y*
10.31%
5Y*
5.27%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PISIX vs. TBWIX - Expense Ratio Comparison

PISIX has a 0.76% expense ratio, which is lower than TBWIX's 1.21% expense ratio.


Return for Risk

PISIX vs. TBWIX — Risk / Return Rank

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

PISIX
PISIX Risk / Return Rank: 2727
Overall Rank
PISIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PISIX Omega Ratio Rank: 3333
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
Martin Ratio Rank

TBWIX
TBWIX Risk / Return Rank: 4343
Overall Rank
TBWIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TBWIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TBWIX Omega Ratio Rank: 4343
Omega Ratio Rank
TBWIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TBWIX Martin Ratio Rank: 4141
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.

PISIX vs. TBWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Thornburg Better World International Fund (TBWIX). 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.


PISIXTBWIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.97

-0.21

Sortino ratio

Return per unit of downside risk

1.00

1.41

-0.41

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

0.71

1.14

-0.43

Martin ratio

Return relative to average drawdown

2.76

4.55

-1.78

PISIX vs. TBWIX - Sharpe Ratio Comparison

The current PISIX Sharpe Ratio is 0.75, which is comparable to the TBWIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PISIX and TBWIX, 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


PISIXTBWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.97

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.30

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.60

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.59

-0.07

Correlation

The correlation between PISIX and TBWIX is 0.59, 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

PISIX vs. TBWIX - Dividend Comparison

PISIX's dividend yield for the trailing twelve months is around 5.18%, more than TBWIX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.18%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%
TBWIX
Thornburg Better World International Fund
1.58%1.53%1.40%1.55%0.87%15.10%0.40%1.17%10.14%3.53%5.99%0.00%

Drawdowns

PISIX vs. TBWIX - Drawdown Comparison

The maximum PISIX drawdown since its inception was -57.47%, which is greater than TBWIX's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for PISIX and TBWIX.


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Drawdown Indicators


PISIXTBWIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.47%

-40.11%

-17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.01%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-40.11%

+21.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.44%

-40.11%

+4.67%

Current Drawdown

Current decline from peak

-9.35%

-9.89%

+0.54%

Average Drawdown

Average peak-to-trough decline

-7.23%

-10.32%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.01%

+0.47%

Volatility

PISIX vs. TBWIX - Volatility Comparison

PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a higher volatility of 6.44% compared to Thornburg Better World International Fund (TBWIX) at 5.69%. This indicates that PISIX's price experiences larger fluctuations and is considered to be riskier than TBWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PISIXTBWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.69%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

9.79%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

15.55%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

17.58%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

16.78%

-2.24%