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SWKRX vs. TIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWKRX vs. TIBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Thornburg Investment Income Builder Fund Class I (TIBIX). The values are adjusted to include any dividend payments, if applicable.

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SWKRX vs. TIBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.53%12.14%3.85%8.71%-12.47%5.73%6.11%13.79%-4.20%8.19%
TIBIX
Thornburg Investment Income Builder Fund Class I
9.82%37.01%13.48%18.28%-7.69%20.36%-0.40%18.01%-4.31%15.23%

Returns By Period

In the year-to-date period, SWKRX achieves a 3.53% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, SWKRX has underperformed TIBIX with an annualized return of 4.49%, while TIBIX has yielded a comparatively higher 12.18% annualized return.


SWKRX

1D
0.45%
1M
-3.23%
YTD
3.53%
6M
5.56%
1Y
11.54%
3Y*
8.63%
5Y*
3.71%
10Y*
4.49%

TIBIX

1D
1.69%
1M
-2.43%
YTD
9.82%
6M
16.92%
1Y
38.14%
3Y*
24.21%
5Y*
15.48%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWKRX vs. TIBIX - Expense Ratio Comparison

SWKRX has a 0.00% expense ratio, which is lower than TIBIX's 0.93% expense ratio.


Return for Risk

SWKRX vs. TIBIX — Risk / Return Rank

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

SWKRX
SWKRX Risk / Return Rank: 8181
Overall Rank
SWKRX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SWKRX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SWKRX Omega Ratio Rank: 8080
Omega Ratio Rank
SWKRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
SWKRX Martin Ratio Rank: 8383
Martin Ratio Rank

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

SWKRX vs. TIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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.


SWKRXTIBIXDifference

Sharpe ratio

Return per unit of total volatility

1.59

3.57

-1.98

Sortino ratio

Return per unit of downside risk

2.18

4.54

-2.36

Omega ratio

Gain probability vs. loss probability

1.32

1.79

-0.47

Calmar ratio

Return relative to maximum drawdown

1.90

4.43

-2.53

Martin ratio

Return relative to average drawdown

8.65

21.79

-13.13

SWKRX vs. TIBIX - Sharpe Ratio Comparison

The current SWKRX Sharpe Ratio is 1.59, which is lower than the TIBIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of SWKRX and TIBIX, 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


SWKRXTIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

3.57

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.40

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.91

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.75

-0.05

Correlation

The correlation between SWKRX and TIBIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SWKRX vs. TIBIX - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 3.95%, less than TIBIX's 5.40% yield.


TTM20252024202320222021202020192018201720162015
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.95%4.41%4.73%4.69%7.47%3.93%3.02%4.66%3.10%2.71%4.71%2.27%
TIBIX
Thornburg Investment Income Builder Fund Class I
5.40%5.83%5.67%4.89%5.89%5.33%4.31%4.46%4.77%4.52%4.14%4.66%

Drawdowns

SWKRX vs. TIBIX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.69%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for SWKRX and TIBIX.


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Drawdown Indicators


SWKRXTIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-48.88%

+28.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-8.58%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-20.79%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.69%

-34.85%

+14.16%

Current Drawdown

Current decline from peak

-3.66%

-3.47%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.09%

-6.00%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.75%

-0.37%

Volatility

SWKRX vs. TIBIX - Volatility Comparison

The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 2.44%, while Thornburg Investment Income Builder Fund Class I (TIBIX) has a volatility of 3.68%. This indicates that SWKRX experiences smaller price fluctuations and is considered to be less risky than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKRXTIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

3.68%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

6.57%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

7.36%

10.83%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

11.11%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

13.48%

-6.45%