PortfoliosLab logoPortfoliosLab logo
TGVAX vs. VSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGVAX vs. VSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg International Equity Fund (TGVAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TGVAX vs. VSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGVAX
Thornburg International Equity Fund
0.56%33.81%11.24%15.77%-17.04%7.25%22.59%28.67%-20.08%25.03%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-1.21%8.83%14.23%18.17%-17.61%17.74%19.06%27.36%-9.33%16.24%

Returns By Period

In the year-to-date period, TGVAX achieves a 0.56% return, which is significantly higher than VSMAX's -1.21% return. Over the past 10 years, TGVAX has underperformed VSMAX with an annualized return of 9.59%, while VSMAX has yielded a comparatively higher 10.15% annualized return.


TGVAX

1D
-0.22%
1M
-10.34%
YTD
0.56%
6M
4.96%
1Y
22.51%
3Y*
17.09%
5Y*
8.16%
10Y*
9.59%

VSMAX

1D
-0.98%
1M
-8.09%
YTD
-1.21%
6M
0.58%
1Y
16.07%
3Y*
11.85%
5Y*
5.02%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TGVAX vs. VSMAX - Expense Ratio Comparison

TGVAX has a 1.25% expense ratio, which is higher than VSMAX's 0.05% expense ratio.


Return for Risk

TGVAX vs. VSMAX — Risk / Return Rank

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

TGVAX
TGVAX Risk / Return Rank: 7979
Overall Rank
TGVAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TGVAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
TGVAX Omega Ratio Rank: 7878
Omega Ratio Rank
TGVAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TGVAX Martin Ratio Rank: 7676
Martin Ratio Rank

VSMAX
VSMAX Risk / Return Rank: 3737
Overall Rank
VSMAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSMAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSMAX Omega Ratio Rank: 3434
Omega Ratio Rank
VSMAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSMAX Martin Ratio Rank: 4141
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. VSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.


TGVAXVSMAXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.75

+0.71

Sortino ratio

Return per unit of downside risk

1.94

1.19

+0.75

Omega ratio

Gain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratio

Return relative to maximum drawdown

1.95

0.97

+0.98

Martin ratio

Return relative to average drawdown

7.34

4.20

+3.14

TGVAX vs. VSMAX - Sharpe Ratio Comparison

The current TGVAX Sharpe Ratio is 1.46, which is higher than the VSMAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TGVAX and VSMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TGVAXVSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.75

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.24

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.47

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.37

+0.15

Correlation

The correlation between TGVAX and VSMAX is 0.62, 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. VSMAX - Dividend Comparison

TGVAX's dividend yield for the trailing twelve months is around 3.52%, more than VSMAX's 1.38% yield.


TTM20252024202320222021202020192018201720162015
TGVAX
Thornburg International Equity Fund
3.52%3.54%6.90%2.23%1.69%14.24%2.98%6.60%1.45%17.24%1.67%18.63%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.38%1.33%1.30%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%

Drawdowns

TGVAX vs. VSMAX - Drawdown Comparison

The maximum TGVAX drawdown since its inception was -56.44%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for TGVAX and VSMAX.


Loading graphics...

Drawdown Indicators


TGVAXVSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.44%

-59.68%

+3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-14.30%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-28.14%

-11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-41.82%

+1.86%

Current Drawdown

Current decline from peak

-10.34%

-8.97%

-1.37%

Average Drawdown

Average peak-to-trough decline

-12.52%

-9.75%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.30%

-0.52%

Volatility

TGVAX vs. VSMAX - Volatility Comparison

The current volatility for Thornburg International Equity Fund (TGVAX) is 5.26%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.91%. This indicates that TGVAX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TGVAXVSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.91%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

12.22%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

21.62%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

20.69%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

21.52%

-4.86%