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TBWIX vs. TSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBWIX vs. TSIIX - Performance Comparison

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

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TBWIX vs. TSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSIIX
Thornburg Strategic Income Fund
-0.55%7.58%4.85%7.63%-6.44%2.80%8.27%7.92%0.70%6.48%

Returns By Period

In the year-to-date period, TBWIX achieves a -5.82% return, which is significantly lower than TSIIX's -0.55% return. Over the past 10 years, TBWIX has outperformed TSIIX with an annualized return of 9.71%, while TSIIX has yielded a comparatively lower 4.41% 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%

TSIIX

1D
0.26%
1M
-1.89%
YTD
-0.55%
6M
0.63%
1Y
4.50%
3Y*
5.52%
5Y*
2.97%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBWIX vs. TSIIX - Expense Ratio Comparison

TBWIX has a 1.21% expense ratio, which is higher than TSIIX's 0.60% expense ratio.


Return for Risk

TBWIX vs. TSIIX — Risk / Return Rank

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

TBWIX
TBWIX Risk / Return Rank: 3131
Overall Rank
TBWIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TBWIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TBWIX Omega Ratio Rank: 3030
Omega Ratio Rank
TBWIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TBWIX Martin Ratio Rank: 3232
Martin Ratio Rank

TSIIX
TSIIX Risk / Return Rank: 8585
Overall Rank
TSIIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TSIIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TSIIX Omega Ratio Rank: 7979
Omega Ratio Rank
TSIIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TSIIX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TBWIX vs. TSIIX - Risk-Adjusted Trends Comparison

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


TBWIXTSIIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.60

-0.88

Sortino ratio

Return per unit of downside risk

1.08

2.42

-1.35

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

0.86

2.50

-1.64

Martin ratio

Return relative to average drawdown

3.48

8.95

-5.48

TBWIX vs. TSIIX - Sharpe Ratio Comparison

The current TBWIX Sharpe Ratio is 0.72, which is lower than the TSIIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TBWIX and TSIIX, 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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Sharpe Ratios by Period


TBWIXTSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.60

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.89

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

1.51

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.39

-0.81

Correlation

The correlation between TBWIX and TSIIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TBWIX vs. TSIIX - Dividend Comparison

TBWIX's dividend yield for the trailing twelve months is around 1.62%, less than TSIIX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
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%
TSIIX
Thornburg Strategic Income Fund
4.52%4.99%5.10%4.50%3.49%4.17%3.70%3.82%3.40%3.59%3.43%4.51%

Drawdowns

TBWIX vs. TSIIX - Drawdown Comparison

The maximum TBWIX drawdown since its inception was -40.11%, which is greater than TSIIX's maximum drawdown of -21.98%. Use the drawdown chart below to compare losses from any high point for TBWIX and TSIIX.


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Drawdown Indicators


TBWIXTSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.11%

-21.98%

-18.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-2.14%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-40.11%

-9.40%

-30.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.11%

-9.58%

-30.53%

Current Drawdown

Current decline from peak

-12.01%

-1.89%

-10.12%

Average Drawdown

Average peak-to-trough decline

-10.32%

-1.65%

-8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.60%

+2.36%

Volatility

TBWIX vs. TSIIX - Volatility Comparison

Thornburg Better World International Fund (TBWIX) has a higher volatility of 5.33% compared to Thornburg Strategic Income Fund (TSIIX) at 1.01%. This indicates that TBWIX's price experiences larger fluctuations and is considered to be riskier than TSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBWIXTSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

1.01%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

1.83%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

3.13%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

3.34%

+14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

2.93%

+13.84%