TBWIX vs. FIVFX
Compare and contrast key facts about Thornburg Better World International Fund (TBWIX) and Fidelity International Capital Appreciation Fund (FIVFX).
TBWIX is managed by Thornburg. It was launched on Sep 30, 2015. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBWIX or FIVFX.
Performance
TBWIX vs. FIVFX - Performance Comparison
Returns By Period
In the year-to-date period, TBWIX achieves a 7.36% return, which is significantly lower than FIVFX's 8.22% return.
TBWIX
7.36%
-4.40%
-0.69%
12.61%
6.87%
N/A
FIVFX
8.22%
-4.56%
0.35%
16.33%
4.99%
6.33%
Key characteristics
| TBWIX | FIVFX | |
|---|---|---|
| Sharpe Ratio | 1.07 | 1.28 |
| Sortino Ratio | 1.54 | 1.85 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 0.45 | 0.79 |
| Martin Ratio | 5.06 | 6.39 |
| Ulcer Index | 2.41% | 2.78% |
| Daily Std Dev | 11.43% | 13.91% |
| Max Drawdown | -41.06% | -66.32% |
| Current Drawdown | -17.73% | -9.18% |
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TBWIX vs. FIVFX - Expense Ratio Comparison
TBWIX has a 1.21% expense ratio, which is higher than FIVFX's 1.00% expense ratio.
Correlation
The correlation between TBWIX and FIVFX is 0.83, 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.
Risk-Adjusted Performance
TBWIX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) and Fidelity International Capital Appreciation Fund (FIVFX). 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
TBWIX vs. FIVFX - Dividend Comparison
TBWIX's dividend yield for the trailing twelve months is around 1.44%, more than FIVFX's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBWIX Thornburg Better World International Fund | 1.44% | 1.55% | 0.87% | 0.25% | 0.40% | 1.17% | 1.95% | 1.05% | 0.50% | 0.00% | 0.00% | 0.00% |
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
TBWIX vs. FIVFX - Drawdown Comparison
The maximum TBWIX drawdown since its inception was -41.06%, smaller than the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for TBWIX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
TBWIX vs. FIVFX - Volatility Comparison
The current volatility for Thornburg Better World International Fund (TBWIX) is 3.44%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 3.86%. This indicates that TBWIX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.