PISIX vs. TBWIX
Compare and contrast key facts about PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Thornburg Better World International Fund (TBWIX).
PISIX is managed by PIMCO. It was launched on Oct 31, 2003. TBWIX is managed by Thornburg. It was launched on Sep 30, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PISIX or TBWIX.
Key characteristics
| PISIX | TBWIX | |
|---|---|---|
| YTD Return | 14.07% | 10.98% |
| 1Y Return | 21.07% | 18.45% |
| 3Y Return (Ann) | 6.51% | -5.05% |
| 5Y Return (Ann) | 8.20% | 7.53% |
| Sharpe Ratio | 1.99 | 1.64 |
| Sortino Ratio | 2.52 | 2.31 |
| Omega Ratio | 1.39 | 1.30 |
| Calmar Ratio | 2.04 | 0.66 |
| Martin Ratio | 10.51 | 8.42 |
| Ulcer Index | 2.15% | 2.21% |
| Daily Std Dev | 11.35% | 11.35% |
| Max Drawdown | -57.67% | -41.06% |
| Current Drawdown | -2.18% | -14.96% |
Correlation
The correlation between PISIX and TBWIX is 0.60, 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.
Performance
PISIX vs. TBWIX - Performance Comparison
In the year-to-date period, PISIX achieves a 14.07% return, which is significantly higher than TBWIX's 10.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
PISIX vs. TBWIX - Risk-Adjusted Performance 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.
Dividends
PISIX vs. TBWIX - Dividend Comparison
PISIX's dividend yield for the trailing twelve months is around 12.68%, more than TBWIX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 12.68% | 9.35% | 5.58% | 7.32% | 1.42% | 8.93% | 1.57% | 7.36% | 1.03% | 8.16% | 11.97% | 5.84% |
TBWIX Thornburg Better World International Fund | 1.39% | 1.55% | 0.87% | 0.25% | 0.40% | 1.17% | 1.95% | 1.05% | 0.50% | 0.00% | 0.00% | 0.00% |
Drawdowns
PISIX vs. TBWIX - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.67%, which is greater than TBWIX's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for PISIX and TBWIX. For additional features, visit the drawdowns tool.
Volatility
PISIX vs. TBWIX - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 2.29%, while Thornburg Better World International Fund (TBWIX) has a volatility of 3.16%. This indicates that PISIX experiences smaller price fluctuations and is considered to be less risky than TBWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.