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TGVAX vs. TGVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVAX vs. TGVIX - Performance Comparison

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

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TGVAX vs. TGVIX - 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%
TGVIX
Thornburg International Equity I
3.08%34.20%11.60%16.01%-16.74%7.59%22.64%29.09%-19.85%25.52%

Returns By Period

The year-to-date returns for both investments are quite close, with TGVAX having a 3.01% return and TGVIX slightly higher at 3.08%. Both investments have delivered pretty close results over the past 10 years, with TGVAX having a 9.85% annualized return and TGVIX not far ahead at 10.17%.


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%

TGVIX

1D
2.44%
1M
-6.15%
YTD
3.08%
6M
7.02%
1Y
25.54%
3Y*
18.36%
5Y*
8.73%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGVAX vs. TGVIX - Expense Ratio Comparison

TGVAX has a 1.25% expense ratio, which is higher than TGVIX's 0.90% expense ratio.


Return for Risk

TGVAX vs. TGVIX — 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

TGVIX
TGVIX Risk / Return Rank: 8383
Overall Rank
TGVIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TGVIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
TGVIX Omega Ratio Rank: 8383
Omega Ratio Rank
TGVIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TGVIX Martin Ratio Rank: 7878
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. TGVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Thornburg International Equity I (TGVIX). 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.


TGVAXTGVIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.76

-0.02

Sortino ratio

Return per unit of downside risk

2.28

2.31

-0.03

Omega ratio

Gain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratio

Return relative to maximum drawdown

2.34

2.38

-0.04

Martin ratio

Return relative to average drawdown

8.68

8.82

-0.15

TGVAX vs. TGVIX - Sharpe Ratio Comparison

The current TGVAX Sharpe Ratio is 1.74, which is comparable to the TGVIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGVAX and TGVIX, 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


TGVAXTGVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.76

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-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

0.49

+0.03

Correlation

The correlation between TGVAX and TGVIX is 1.00, 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. TGVIX - Dividend Comparison

TGVAX's dividend yield for the trailing twelve months is around 3.44%, less than TGVIX's 3.56% 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%
TGVIX
Thornburg International Equity I
3.56%3.67%6.91%2.37%2.01%14.20%3.11%6.36%1.76%17.06%1.90%18.62%

Drawdowns

TGVAX vs. TGVIX - Drawdown Comparison

The maximum TGVAX drawdown since its inception was -56.44%, roughly equal to the maximum TGVIX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for TGVAX and TGVIX.


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Drawdown Indicators


TGVAXTGVIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-56.19%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-10.32%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-39.46%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-39.46%

-0.50%

Current Drawdown

Current decline from peak

-8.15%

-8.13%

-0.02%

Average Drawdown

Average peak-to-trough decline

-12.52%

-12.17%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.78%

+0.01%

Volatility

TGVAX vs. TGVIX - Volatility Comparison

Thornburg International Equity Fund (TGVAX) and Thornburg International Equity I (TGVIX) have volatilities of 5.73% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGVAXTGVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

5.76%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

9.70%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

14.82%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

16.43%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

16.64%

+0.03%