TBWIX vs. PTSIX
Compare and contrast key facts about Thornburg Better World International Fund (TBWIX) and PIMCO RAE PLUS International Fund (PTSIX).
TBWIX is managed by Thornburg. It was launched on Sep 30, 2015. PTSIX is managed by PIMCO. It was launched on Sep 29, 2011.
Performance
TBWIX vs. PTSIX - Performance Comparison
Loading graphics...
TBWIX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBWIX Thornburg Better World International Fund | -5.82% | 24.25% | 7.10% | 12.72% | -18.02% | 20.88% | 26.67% | 24.57% | -13.61% | 22.88% |
PTSIX PIMCO RAE PLUS International Fund | 7.77% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
Returns By Period
In the year-to-date period, TBWIX achieves a -5.82% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, TBWIX has outperformed PTSIX with an annualized return of 9.71%, while PTSIX has yielded a comparatively lower 0.25% annualized return.
TBWIX
- 1D
- -0.38%
- 1M
- -12.01%
- YTD
- -5.82%
- 6M
- -1.71%
- 1Y
- 12.25%
- 3Y*
- 9.44%
- 5Y*
- 5.10%
- 10Y*
- 9.71%
PTSIX
- 1D
- 0.52%
- 1M
- -7.19%
- YTD
- 7.77%
- 6M
- 16.86%
- 1Y
- 36.40%
- 3Y*
- 18.32%
- 5Y*
- -8.79%
- 10Y*
- 0.25%
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. PTSIX - Expense Ratio Comparison
TBWIX has a 1.21% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Return for Risk
TBWIX vs. PTSIX — Risk / Return Rank
TBWIX
PTSIX
TBWIX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
| TBWIX | PTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.25 | -1.53 |
Sortino ratioReturn per unit of downside risk | 1.08 | 2.77 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.44 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.53 | -1.67 |
Martin ratioReturn relative to average drawdown | 3.48 | 11.73 | -8.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TBWIX | PTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.25 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | -0.29 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.01 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.10 | +0.48 |
Correlation
The correlation between TBWIX and PTSIX is 0.68, 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.
Dividends
TBWIX vs. PTSIX - Dividend Comparison
TBWIX's dividend yield for the trailing twelve months is around 1.62%, less than PTSIX's 4.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBWIX Thornburg Better World International Fund | 1.62% | 1.53% | 1.40% | 1.55% | 0.87% | 15.10% | 0.40% | 1.17% | 10.14% | 3.53% | 5.99% | 0.00% |
PTSIX PIMCO RAE PLUS International Fund | 4.33% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Drawdowns
TBWIX vs. PTSIX - Drawdown Comparison
The maximum TBWIX drawdown since its inception was -40.11%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for TBWIX and PTSIX.
Loading graphics...
Drawdown Indicators
| TBWIX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.11% | -72.38% | +32.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -11.66% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -40.11% | -72.38% | +32.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.11% | -72.38% | +32.27% |
Current DrawdownCurrent decline from peak | -12.01% | -42.10% | +30.09% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -25.01% | +14.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.77% | +0.19% |
Volatility
TBWIX vs. PTSIX - Volatility Comparison
The current volatility for Thornburg Better World International Fund (TBWIX) is 5.33%, while PIMCO RAE PLUS International Fund (PTSIX) has a volatility of 5.66%. This indicates that TBWIX experiences smaller price fluctuations and is considered to be less risky than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TBWIX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.66% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.03% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 15.17% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 30.91% | -13.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 25.08% | -8.31% |