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

Correlation

The correlation between TBWIX and BUFIX is 0.65, 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

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.

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Key characteristics

Sharpe Ratio

TBWIX:

0.71

BUFIX:

0.34

Sortino Ratio

TBWIX:

1.10

BUFIX:

0.56

Omega Ratio

TBWIX:

1.15

BUFIX:

1.07

Calmar Ratio

TBWIX:

0.52

BUFIX:

0.33

Martin Ratio

TBWIX:

2.73

BUFIX:

0.95

Ulcer Index

TBWIX:

4.15%

BUFIX:

5.49%

Daily Std Dev

TBWIX:

15.90%

BUFIX:

17.37%

Max Drawdown

TBWIX:

-41.06%

BUFIX:

-55.09%

Current Drawdown

TBWIX:

-7.88%

BUFIX:

0.00%

Returns By Period

In the year-to-date period, TBWIX achieves a 12.24% return, which is significantly lower than BUFIX's 13.74% return.


TBWIX

YTD

12.24%

1M

7.50%

6M

11.86%

1Y

11.20%

3Y*

10.76%

5Y*

10.34%

10Y*

N/A

BUFIX

YTD

13.74%

1M

8.48%

6M

11.64%

1Y

5.88%

3Y*

9.66%

5Y*

10.14%

10Y*

7.58%

*Annualized

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Buffalo International Fund

TBWIX vs. BUFIX - Expense Ratio Comparison

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


Risk-Adjusted Performance

TBWIX vs. BUFIX — Risk-Adjusted Performance Rank

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

TBWIX
The Risk-Adjusted Performance Rank of TBWIX is 6565
Overall Rank
The Sharpe Ratio Rank of TBWIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TBWIX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TBWIX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TBWIX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of TBWIX is 6767
Martin Ratio Rank

BUFIX
The Risk-Adjusted Performance Rank of BUFIX is 3838
Overall Rank
The Sharpe Ratio Rank of BUFIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BUFIX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of BUFIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BUFIX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current TBWIX Sharpe Ratio is 0.71, which is higher than the BUFIX Sharpe Ratio of 0.34. 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.


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Dividends

TBWIX vs. BUFIX - Dividend Comparison

TBWIX's dividend yield for the trailing twelve months is around 1.25%, more than BUFIX's 0.74% yield.


TTM20242023202220212020201920182017201620152014
TBWIX
Thornburg Better World International Fund
1.25%1.40%1.55%0.87%0.25%0.40%1.17%1.95%1.05%0.50%0.00%0.00%
BUFIX
Buffalo International Fund
0.74%0.85%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%

Drawdowns

TBWIX vs. BUFIX - Drawdown Comparison

The maximum TBWIX drawdown since its inception was -41.06%, smaller than the maximum BUFIX drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for TBWIX and BUFIX. For additional features, visit the drawdowns tool.


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Volatility

TBWIX vs. BUFIX - Volatility Comparison

The current volatility for Thornburg Better World International Fund (TBWIX) is 2.70%, while Buffalo International Fund (BUFIX) has a volatility of 3.38%. 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.


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