TBWIX vs. PISIX
Compare and contrast key facts about Thornburg Better World International Fund (TBWIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
TBWIX is managed by Thornburg. It was launched on Sep 30, 2015. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBWIX or PISIX.
Performance
TBWIX vs. PISIX - Performance Comparison
Returns By Period
In the year-to-date period, TBWIX achieves a 7.36% return, which is significantly lower than PISIX's 13.67% return.
TBWIX
7.36%
-4.40%
-0.69%
12.61%
6.87%
N/A
PISIX
13.67%
-1.96%
-0.57%
18.57%
8.28%
7.20%
Key characteristics
| TBWIX | PISIX | |
|---|---|---|
| Sharpe Ratio | 1.07 | 1.66 |
| Sortino Ratio | 1.54 | 2.12 |
| Omega Ratio | 1.19 | 1.33 |
| Calmar Ratio | 0.45 | 1.69 |
| Martin Ratio | 5.06 | 8.57 |
| Ulcer Index | 2.41% | 2.18% |
| Daily Std Dev | 11.43% | 11.24% |
| Max Drawdown | -41.06% | -57.67% |
| Current Drawdown | -17.73% | -2.52% |
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TBWIX vs. PISIX - Expense Ratio Comparison
TBWIX has a 1.21% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Correlation
The correlation between TBWIX and PISIX 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.
Risk-Adjusted Performance
TBWIX vs. PISIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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. PISIX - Dividend Comparison
TBWIX's dividend yield for the trailing twelve months is around 1.44%, less than PISIX's 12.73% 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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 12.73% | 9.35% | 5.58% | 7.32% | 1.42% | 8.93% | 1.57% | 7.36% | 1.03% | 8.16% | 11.97% | 5.84% |
Drawdowns
TBWIX vs. PISIX - Drawdown Comparison
The maximum TBWIX drawdown since its inception was -41.06%, smaller than the maximum PISIX drawdown of -57.67%. Use the drawdown chart below to compare losses from any high point for TBWIX and PISIX. For additional features, visit the drawdowns tool.
Volatility
TBWIX vs. PISIX - Volatility Comparison
Thornburg Better World International Fund (TBWIX) has a higher volatility of 3.44% compared to PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) at 2.65%. This indicates that TBWIX's price experiences larger fluctuations and is considered to be riskier than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.