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TGVAX vs. LTMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVAX vs. LTMFX - Performance Comparison

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

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TGVAX vs. LTMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVAX
Thornburg International Equity Fund
3.01%33.81%11.24%15.77%-17.04%7.25%22.59%28.67%-20.08%25.03%
LTMFX
Thornburg Limited Term Municipal Fund
-0.20%5.74%1.84%3.83%-5.27%-0.18%2.97%3.81%1.00%2.29%

Returns By Period

In the year-to-date period, TGVAX achieves a 3.01% return, which is significantly higher than LTMFX's -0.20% return. Over the past 10 years, TGVAX has outperformed LTMFX with an annualized return of 9.85%, while LTMFX has yielded a comparatively lower 1.38% annualized return.


TGVAX

1D
2.44%
1M
-6.16%
YTD
3.01%
6M
6.88%
1Y
25.17%
3Y*
18.03%
5Y*
8.40%
10Y*
9.85%

LTMFX

1D
0.07%
1M
-1.67%
YTD
-0.20%
6M
0.38%
1Y
3.61%
3Y*
3.18%
5Y*
1.13%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGVAX vs. LTMFX - Expense Ratio Comparison

TGVAX has a 1.25% expense ratio, which is higher than LTMFX's 0.71% expense ratio.


Return for Risk

TGVAX vs. LTMFX — Risk / Return Rank

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

TGVAX
TGVAX Risk / Return Rank: 8585
Overall Rank
TGVAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TGVAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TGVAX Omega Ratio Rank: 8484
Omega Ratio Rank
TGVAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TGVAX Martin Ratio Rank: 8282
Martin Ratio Rank

LTMFX
LTMFX Risk / Return Rank: 6565
Overall Rank
LTMFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LTMFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LTMFX Omega Ratio Rank: 9191
Omega Ratio Rank
LTMFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LTMFX Martin Ratio Rank: 6565
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. LTMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Thornburg Limited Term Municipal Fund (LTMFX). 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.


TGVAXLTMFXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.16

+0.58

Sortino ratio

Return per unit of downside risk

2.28

1.57

+0.71

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

2.34

1.52

+0.82

Martin ratio

Return relative to average drawdown

8.68

6.84

+1.84

TGVAX vs. LTMFX - Sharpe Ratio Comparison

The current TGVAX Sharpe Ratio is 1.74, which is higher than the LTMFX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TGVAX and LTMFX, 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


TGVAXLTMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.16

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.49

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.61

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.84

-0.31

Correlation

The correlation between TGVAX and LTMFX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TGVAX vs. LTMFX - Dividend Comparison

TGVAX's dividend yield for the trailing twelve months is around 3.44%, more than LTMFX's 3.25% yield.


TTM20252024202320222021202020192018201720162015
TGVAX
Thornburg International Equity Fund
3.44%3.54%6.90%2.23%1.69%14.24%2.98%6.60%1.45%17.24%1.67%18.63%
LTMFX
Thornburg Limited Term Municipal Fund
3.25%4.28%3.60%2.11%1.62%1.27%1.54%1.78%1.83%1.64%1.57%1.56%

Drawdowns

TGVAX vs. LTMFX - Drawdown Comparison

The maximum TGVAX drawdown since its inception was -56.44%, which is greater than LTMFX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for TGVAX and LTMFX.


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Drawdown Indicators


TGVAXLTMFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-8.40%

-48.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-2.95%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-8.40%

-31.56%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-8.40%

-31.56%

Current Drawdown

Current decline from peak

-8.15%

-1.81%

-6.34%

Average Drawdown

Average peak-to-trough decline

-12.52%

-1.64%

-10.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

0.65%

+2.14%

Volatility

TGVAX vs. LTMFX - Volatility Comparison

Thornburg International Equity Fund (TGVAX) has a higher volatility of 5.73% compared to Thornburg Limited Term Municipal Fund (LTMFX) at 0.60%. This indicates that TGVAX's price experiences larger fluctuations and is considered to be riskier than LTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGVAXLTMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

0.60%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

1.10%

+8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

3.29%

+11.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

2.32%

+14.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

2.26%

+14.41%