TGVIX vs. FSKLX
Compare and contrast key facts about Thornburg International Equity I (TGVIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
TGVIX is an actively managed fund by Thornburg. It was launched on Mar 30, 2001. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
TGVIX vs. FSKLX - Performance Comparison
Loading graphics...
TGVIX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGVIX Thornburg International Equity I | 0.62% | 34.20% | 11.60% | 16.01% | -16.74% | 7.59% | 22.64% | 29.09% | -19.85% | 25.52% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, TGVIX achieves a 0.62% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, TGVIX has outperformed FSKLX with an annualized return of 9.90%, while FSKLX has yielded a comparatively lower 6.05% annualized return.
TGVIX
- 1D
- -0.21%
- 1M
- -10.32%
- YTD
- 0.62%
- 6M
- 5.09%
- 1Y
- 22.85%
- 3Y*
- 17.41%
- 5Y*
- 8.48%
- 10Y*
- 9.90%
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TGVIX vs. FSKLX - Expense Ratio Comparison
TGVIX has a 0.90% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
TGVIX vs. FSKLX — Risk / Return Rank
TGVIX
FSKLX
TGVIX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity I (TGVIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.
| TGVIX | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.33 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.83 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.99 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.48 | 7.06 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TGVIX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.33 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.56 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.03 |
Correlation
The correlation between TGVIX and FSKLX is 0.77, 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
TGVIX vs. FSKLX - Dividend Comparison
TGVIX's dividend yield for the trailing twelve months is around 3.64%, more than FSKLX's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGVIX Thornburg International Equity I | 3.64% | 3.67% | 6.91% | 2.37% | 2.01% | 14.20% | 3.11% | 6.36% | 1.76% | 17.06% | 1.90% | 18.62% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
TGVIX vs. FSKLX - Drawdown Comparison
The maximum TGVIX drawdown since its inception was -56.19%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for TGVIX and FSKLX.
Loading graphics...
Drawdown Indicators
| TGVIX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.19% | -27.26% | -28.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -8.64% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -39.46% | -24.99% | -14.47% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | -27.26% | -12.20% |
Current DrawdownCurrent decline from peak | -10.32% | -7.31% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -5.14% | -7.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.43% | +0.34% |
Volatility
TGVIX vs. FSKLX - Volatility Comparison
Thornburg International Equity I (TGVIX) has a higher volatility of 5.28% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that TGVIX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TGVIX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 4.41% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 7.41% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 12.28% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 11.44% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 11.89% | +4.73% |