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TBWIX vs. BUFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TBWIX and BUFIX is 0.84, 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.


-0.50.00.51.00.8

Performance

TBWIX vs. BUFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Better World International Fund (TBWIX) and Buffalo International Fund (BUFIX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
66.66%
97.40%
TBWIX
BUFIX

Key characteristics

Sharpe Ratio

TBWIX:

0.64

BUFIX:

-0.09

Sortino Ratio

TBWIX:

0.95

BUFIX:

-0.04

Omega Ratio

TBWIX:

1.12

BUFIX:

1.00

Calmar Ratio

TBWIX:

0.30

BUFIX:

-0.08

Martin Ratio

TBWIX:

2.49

BUFIX:

-0.31

Ulcer Index

TBWIX:

3.06%

BUFIX:

3.88%

Daily Std Dev

TBWIX:

11.81%

BUFIX:

13.14%

Max Drawdown

TBWIX:

-41.06%

BUFIX:

-55.11%

Current Drawdown

TBWIX:

-18.92%

BUFIX:

-13.89%

Returns By Period

In the year-to-date period, TBWIX achieves a 5.80% return, which is significantly higher than BUFIX's -2.36% return.


TBWIX

YTD

5.80%

1M

-1.50%

6M

-0.27%

1Y

8.61%

5Y*

5.67%

10Y*

N/A

BUFIX

YTD

-2.36%

1M

-2.13%

6M

-5.83%

1Y

-0.05%

5Y*

4.57%

10Y*

6.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TBWIX vs. BUFIX - Expense Ratio Comparison

TBWIX has a 1.21% expense ratio, which is higher than BUFIX's 1.03% expense ratio.


TBWIX
Thornburg Better World International Fund
Expense ratio chart for TBWIX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for BUFIX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%

Risk-Adjusted Performance

TBWIX vs. BUFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) and Buffalo International Fund (BUFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TBWIX, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.000.64-0.09
The chart of Sortino ratio for TBWIX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.95-0.04
The chart of Omega ratio for TBWIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.00
The chart of Calmar ratio for TBWIX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.0012.0014.000.30-0.08
The chart of Martin ratio for TBWIX, currently valued at 2.49, compared to the broader market0.0020.0040.0060.002.49-0.31
TBWIX
BUFIX

The current TBWIX Sharpe Ratio is 0.64, which is higher than the BUFIX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of TBWIX and BUFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.64
-0.09
TBWIX
BUFIX

Dividends

TBWIX vs. BUFIX - Dividend Comparison

Neither TBWIX nor BUFIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TBWIX
Thornburg Better World International Fund
0.00%1.55%0.87%0.25%0.40%1.17%1.95%1.05%0.50%0.00%0.00%0.00%
BUFIX
Buffalo International Fund
0.00%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%0.18%

Drawdowns

TBWIX vs. BUFIX - Drawdown Comparison

The maximum TBWIX drawdown since its inception was -41.06%, smaller than the maximum BUFIX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for TBWIX and BUFIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.92%
-13.89%
TBWIX
BUFIX

Volatility

TBWIX vs. BUFIX - Volatility Comparison

The current volatility for Thornburg Better World International Fund (TBWIX) is 3.72%, while Buffalo International Fund (BUFIX) has a volatility of 3.93%. This indicates that TBWIX experiences smaller price fluctuations and is considered to be less risky than BUFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
3.93%
TBWIX
BUFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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