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TGVAX vs. MUTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVAX vs. MUTHX - Performance Comparison

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

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TGVAX vs. MUTHX - 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%
MUTHX
Franklin Mutual Shares Fund
-2.24%11.83%12.42%13.86%-7.11%19.27%-4.34%23.20%-9.06%8.39%

Returns By Period

In the year-to-date period, TGVAX achieves a 3.01% return, which is significantly higher than MUTHX's -2.24% return. Over the past 10 years, TGVAX has outperformed MUTHX with an annualized return of 9.85%, while MUTHX has yielded a comparatively lower 7.24% 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%

MUTHX

1D
1.81%
1M
-6.40%
YTD
-2.24%
6M
1.29%
1Y
6.63%
3Y*
11.69%
5Y*
6.79%
10Y*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGVAX vs. MUTHX - Expense Ratio Comparison

TGVAX has a 1.25% expense ratio, which is higher than MUTHX's 0.75% expense ratio.


Return for Risk

TGVAX vs. MUTHX — 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

MUTHX
MUTHX Risk / Return Rank: 1515
Overall Rank
MUTHX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MUTHX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MUTHX Omega Ratio Rank: 1313
Omega Ratio Rank
MUTHX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MUTHX Martin Ratio Rank: 1818
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. MUTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Franklin Mutual Shares Fund (MUTHX). 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.


TGVAXMUTHXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.42

+1.31

Sortino ratio

Return per unit of downside risk

2.28

0.69

+1.58

Omega ratio

Gain probability vs. loss probability

1.35

1.10

+0.26

Calmar ratio

Return relative to maximum drawdown

2.34

0.59

+1.75

Martin ratio

Return relative to average drawdown

8.68

2.19

+6.49

TGVAX vs. MUTHX - Sharpe Ratio Comparison

The current TGVAX Sharpe Ratio is 1.74, which is higher than the MUTHX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of TGVAX and MUTHX, 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


TGVAXMUTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.42

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.44

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.43

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.58

-0.06

Correlation

The correlation between TGVAX and MUTHX 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

TGVAX vs. MUTHX - Dividend Comparison

TGVAX's dividend yield for the trailing twelve months is around 3.44%, less than MUTHX's 7.75% 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%
MUTHX
Franklin Mutual Shares Fund
7.75%7.58%10.40%5.92%9.67%11.31%3.74%8.08%7.33%6.79%3.74%7.00%

Drawdowns

TGVAX vs. MUTHX - Drawdown Comparison

The maximum TGVAX drawdown since its inception was -56.44%, which is greater than MUTHX's maximum drawdown of -53.53%. Use the drawdown chart below to compare losses from any high point for TGVAX and MUTHX.


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Drawdown Indicators


TGVAXMUTHXDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-53.53%

-2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-12.52%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-20.96%

-19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-39.45%

-0.51%

Current Drawdown

Current decline from peak

-8.15%

-7.46%

-0.69%

Average Drawdown

Average peak-to-trough decline

-12.52%

-6.53%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.35%

-0.56%

Volatility

TGVAX vs. MUTHX - Volatility Comparison

Thornburg International Equity Fund (TGVAX) has a higher volatility of 5.73% compared to Franklin Mutual Shares Fund (MUTHX) at 4.55%. This indicates that TGVAX's price experiences larger fluctuations and is considered to be riskier than MUTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGVAXMUTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

4.55%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

8.58%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

15.80%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

15.61%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

16.89%

-0.22%