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TGVAX vs. APHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVAX vs. APHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg International Equity Fund (TGVAX) and Artisan International Fund Institutional Class (APHIX). The values are adjusted to include any dividend payments, if applicable.

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TGVAX vs. APHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVAX
Thornburg International Equity Fund
0.56%33.81%11.24%15.77%-17.04%7.25%22.59%28.67%-20.08%25.03%
APHIX
Artisan International Fund Institutional Class
3.79%36.49%10.89%14.52%-19.35%9.10%7.84%29.43%-10.81%31.25%

Returns By Period

In the year-to-date period, TGVAX achieves a 0.56% return, which is significantly lower than APHIX's 3.79% return. Both investments have delivered pretty close results over the past 10 years, with TGVAX having a 9.59% annualized return and APHIX not far behind at 9.34%.


TGVAX

1D
-0.22%
1M
-10.34%
YTD
0.56%
6M
4.96%
1Y
22.51%
3Y*
17.09%
5Y*
8.16%
10Y*
9.59%

APHIX

1D
-0.57%
1M
-8.93%
YTD
3.79%
6M
5.56%
1Y
29.58%
3Y*
18.43%
5Y*
9.55%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGVAX vs. APHIX - Expense Ratio Comparison

TGVAX has a 1.25% expense ratio, which is higher than APHIX's 0.96% expense ratio.


Return for Risk

TGVAX vs. APHIX — Risk / Return Rank

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

TGVAX
TGVAX Risk / Return Rank: 7979
Overall Rank
TGVAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TGVAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
TGVAX Omega Ratio Rank: 7878
Omega Ratio Rank
TGVAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TGVAX Martin Ratio Rank: 7676
Martin Ratio Rank

APHIX
APHIX Risk / Return Rank: 8989
Overall Rank
APHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
APHIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APHIX Omega Ratio Rank: 8585
Omega Ratio Rank
APHIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APHIX Martin Ratio Rank: 9191
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.

TGVAX vs. APHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Artisan International Fund Institutional Class (APHIX). 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.


TGVAXAPHIXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.86

-0.40

Sortino ratio

Return per unit of downside risk

1.94

2.39

-0.46

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

1.95

2.53

-0.58

Martin ratio

Return relative to average drawdown

7.34

10.66

-3.32

TGVAX vs. APHIX - Sharpe Ratio Comparison

The current TGVAX Sharpe Ratio is 1.46, which is comparable to the APHIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of TGVAX and APHIX, 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


TGVAXAPHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.86

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.62

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.29

+0.23

Correlation

The correlation between TGVAX and APHIX is 0.84, 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.


Dividends

TGVAX vs. APHIX - Dividend Comparison

TGVAX's dividend yield for the trailing twelve months is around 3.52%, less than APHIX's 21.80% yield.


TTM20252024202320222021202020192018201720162015
TGVAX
Thornburg International Equity Fund
3.52%3.54%6.90%2.23%1.69%14.24%2.98%6.60%1.45%17.24%1.67%18.63%
APHIX
Artisan International Fund Institutional Class
21.80%22.63%10.37%2.10%2.84%23.52%3.45%5.44%10.02%0.91%1.50%0.73%

Drawdowns

TGVAX vs. APHIX - Drawdown Comparison

The maximum TGVAX drawdown since its inception was -56.44%, smaller than the maximum APHIX drawdown of -68.47%. Use the drawdown chart below to compare losses from any high point for TGVAX and APHIX.


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Drawdown Indicators


TGVAXAPHIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-68.47%

+12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-9.77%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-33.73%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-33.73%

-6.23%

Current Drawdown

Current decline from peak

-10.34%

-9.77%

-0.57%

Average Drawdown

Average peak-to-trough decline

-12.52%

-23.20%

+10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.59%

+0.19%

Volatility

TGVAX vs. APHIX - Volatility Comparison

The current volatility for Thornburg International Equity Fund (TGVAX) is 5.26%, while Artisan International Fund Institutional Class (APHIX) has a volatility of 6.04%. This indicates that TGVAX experiences smaller price fluctuations and is considered to be less risky than APHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGVAXAPHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

6.04%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

10.13%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

15.33%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

15.61%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

16.16%

+0.50%