Correlation
The correlation between TGVAX and LVHI is 0.58, 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.
TGVAX vs. LVHI
Compare and contrast key facts about Thornburg International Equity Fund (TGVAX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
TGVAX is managed by Thornburg. It was launched on May 28, 1998. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGVAX or LVHI.
Performance
TGVAX vs. LVHI - Performance Comparison
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Key characteristics
TGVAX:
1.20
LVHI:
1.09
TGVAX:
1.79
LVHI:
1.65
TGVAX:
1.26
LVHI:
1.26
TGVAX:
1.68
LVHI:
1.39
TGVAX:
4.56
LVHI:
7.15
TGVAX:
4.41%
LVHI:
2.34%
TGVAX:
15.53%
LVHI:
13.63%
TGVAX:
-56.44%
LVHI:
-32.31%
TGVAX:
0.00%
LVHI:
0.00%
Returns By Period
In the year-to-date period, TGVAX achieves a 19.40% return, which is significantly higher than LVHI's 9.48% return.
TGVAX
19.40%
4.48%
16.19%
18.47%
14.79%
11.85%
6.90%
LVHI
9.48%
2.87%
9.17%
14.79%
13.88%
14.17%
N/A
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TGVAX vs. LVHI - Expense Ratio Comparison
TGVAX has a 1.25% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
TGVAX vs. LVHI — Risk-Adjusted Performance Rank
TGVAX
LVHI
TGVAX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
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Dividends
TGVAX vs. LVHI - Dividend Comparison
TGVAX's dividend yield for the trailing twelve months is around 5.78%, more than LVHI's 4.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVAX Thornburg International Equity Fund | 5.78% | 6.90% | 2.23% | 1.69% | 14.24% | 2.98% | 6.44% | 1.45% | 17.24% | 1.67% | 18.63% | 10.35% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.81% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% |
Drawdowns
TGVAX vs. LVHI - Drawdown Comparison
The maximum TGVAX drawdown since its inception was -56.44%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for TGVAX and LVHI.
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Volatility
TGVAX vs. LVHI - Volatility Comparison
Thornburg International Equity Fund (TGVAX) has a higher volatility of 2.81% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.40%. This indicates that TGVAX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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