Correlation
The correlation between TGVAX and VFIAX is 0.64, 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. VFIAX
Compare and contrast key facts about Thornburg International Equity Fund (TGVAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
TGVAX is managed by Thornburg. It was launched on May 28, 1998. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGVAX or VFIAX.
Performance
TGVAX vs. VFIAX - Performance Comparison
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Key characteristics
TGVAX:
1.20
VFIAX:
0.71
TGVAX:
1.79
VFIAX:
1.13
TGVAX:
1.26
VFIAX:
1.17
TGVAX:
1.68
VFIAX:
0.76
TGVAX:
4.56
VFIAX:
2.88
TGVAX:
4.41%
VFIAX:
4.93%
TGVAX:
15.53%
VFIAX:
19.79%
TGVAX:
-56.44%
VFIAX:
-55.20%
TGVAX:
0.00%
VFIAX:
-3.02%
Returns By Period
In the year-to-date period, TGVAX achieves a 19.40% return, which is significantly higher than VFIAX's 1.47% return. Over the past 10 years, TGVAX has underperformed VFIAX with an annualized return of 6.90%, while VFIAX has yielded a comparatively higher 12.93% annualized return.
TGVAX
19.40%
4.48%
16.19%
18.47%
14.79%
11.85%
6.90%
VFIAX
1.47%
4.53%
-1.20%
13.96%
14.73%
15.40%
12.93%
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TGVAX vs. VFIAX - Expense Ratio Comparison
TGVAX has a 1.25% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
TGVAX vs. VFIAX — Risk-Adjusted Performance Rank
TGVAX
VFIAX
TGVAX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
TGVAX's dividend yield for the trailing twelve months is around 5.78%, more than VFIAX's 1.27% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.27% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
TGVAX vs. VFIAX - Drawdown Comparison
The maximum TGVAX drawdown since its inception was -56.44%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TGVAX and VFIAX.
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Volatility
TGVAX vs. VFIAX - Volatility Comparison
The current volatility for Thornburg International Equity Fund (TGVAX) is 2.81%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.76%. This indicates that TGVAX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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