THDIX vs. THOIX
Compare and contrast key facts about Thornburg Developing World Fund (THDIX) and Thornburg Global Opportunities Fund (THOIX).
THDIX is managed by Thornburg. It was launched on Dec 15, 2009. THOIX is managed by Thornburg. It was launched on Jul 28, 2006.
Performance
THDIX vs. THOIX - Performance Comparison
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THDIX vs. THOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THDIX Thornburg Developing World Fund | 0.07% | 27.84% | 5.80% | 6.61% | -25.52% | -2.67% | 22.98% | 29.95% | -14.88% | 35.86% |
THOIX Thornburg Global Opportunities Fund | 1.01% | 41.04% | 13.08% | 16.26% | -10.12% | 14.72% | 22.50% | 28.74% | -20.72% | 22.03% |
Returns By Period
In the year-to-date period, THDIX achieves a 0.07% return, which is significantly lower than THOIX's 1.01% return. Over the past 10 years, THDIX has underperformed THOIX with an annualized return of 6.82%, while THOIX has yielded a comparatively higher 12.13% annualized return.
THDIX
- 1D
- -1.68%
- 1M
- -10.68%
- YTD
- 0.07%
- 6M
- 4.50%
- 1Y
- 27.93%
- 3Y*
- 11.33%
- 5Y*
- 0.60%
- 10Y*
- 6.82%
THOIX
- 1D
- -0.39%
- 1M
- -8.12%
- YTD
- 1.01%
- 6M
- 7.53%
- 1Y
- 32.87%
- 3Y*
- 21.58%
- 5Y*
- 12.57%
- 10Y*
- 12.13%
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THDIX vs. THOIX - Expense Ratio Comparison
THDIX has a 1.06% expense ratio, which is higher than THOIX's 0.99% expense ratio.
Return for Risk
THDIX vs. THOIX — Risk / Return Rank
THDIX
THOIX
THDIX vs. THOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Developing World Fund (THDIX) and Thornburg Global Opportunities Fund (THOIX). 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.
| THDIX | THOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 2.27 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.13 | 2.95 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.47 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.62 | -0.54 |
Martin ratioReturn relative to average drawdown | 8.06 | 12.75 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THDIX | THOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.27 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.77 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.70 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.16 |
Correlation
The correlation between THDIX and THOIX is 0.73, 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
THDIX vs. THOIX - Dividend Comparison
THDIX's dividend yield for the trailing twelve months is around 3.51%, less than THOIX's 6.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THDIX Thornburg Developing World Fund | 3.51% | 3.52% | 2.90% | 2.05% | 1.77% | 0.00% | 0.15% | 1.52% | 1.31% | 0.74% | 0.55% | 0.69% |
THOIX Thornburg Global Opportunities Fund | 6.36% | 6.42% | 5.70% | 5.70% | 4.00% | 14.39% | 6.70% | 1.47% | 2.65% | 0.67% | 0.82% | 0.59% |
Drawdowns
THDIX vs. THOIX - Drawdown Comparison
The maximum THDIX drawdown since its inception was -44.31%, smaller than the maximum THOIX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for THDIX and THOIX.
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Drawdown Indicators
| THDIX | THOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.31% | -64.58% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.47% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -40.70% | -30.18% | -10.52% |
Max Drawdown (10Y)Largest decline over 10 years | -44.31% | -35.22% | -9.09% |
Current DrawdownCurrent decline from peak | -11.76% | -8.62% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -11.56% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.38% | +0.65% |
Volatility
THDIX vs. THOIX - Volatility Comparison
Thornburg Developing World Fund (THDIX) has a higher volatility of 7.24% compared to Thornburg Global Opportunities Fund (THOIX) at 3.66%. This indicates that THDIX's price experiences larger fluctuations and is considered to be riskier than THOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THDIX | THOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 3.66% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 8.43% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 14.22% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 16.38% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.50% | -0.60% |