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THIMX vs. TGVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THIMX vs. TGVAX - Performance Comparison

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

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THIMX vs. TGVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THIMX
Thornburg Intermediate Municipal Fund
-0.45%5.97%2.45%4.88%-6.63%1.00%3.81%5.86%0.70%3.61%
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%

Returns By Period

In the year-to-date period, THIMX achieves a -0.45% return, which is significantly lower than TGVAX's 0.56% return. Over the past 10 years, THIMX has underperformed TGVAX with an annualized return of 1.88%, while TGVAX has yielded a comparatively higher 9.59% annualized return.


THIMX

1D
0.08%
1M
-2.31%
YTD
-0.45%
6M
0.92%
1Y
4.18%
3Y*
3.61%
5Y*
1.36%
10Y*
1.88%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THIMX vs. TGVAX - Expense Ratio Comparison

THIMX has a 0.77% expense ratio, which is lower than TGVAX's 1.25% expense ratio.


Return for Risk

THIMX vs. TGVAX — Risk / Return Rank

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

THIMX
THIMX Risk / Return Rank: 5959
Overall Rank
THIMX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
THIMX Sortino Ratio Rank: 5252
Sortino Ratio Rank
THIMX Omega Ratio Rank: 8787
Omega Ratio Rank
THIMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
THIMX Martin Ratio Rank: 5454
Martin Ratio Rank

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
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.

THIMX vs. TGVAX - Risk-Adjusted Trends Comparison

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


THIMXTGVAXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.46

-0.42

Sortino ratio

Return per unit of downside risk

1.43

1.94

-0.50

Omega ratio

Gain probability vs. loss probability

1.36

1.30

+0.07

Calmar ratio

Return relative to maximum drawdown

1.19

1.95

-0.77

Martin ratio

Return relative to average drawdown

5.22

7.34

-2.12

THIMX vs. TGVAX - Sharpe Ratio Comparison

The current THIMX Sharpe Ratio is 1.04, which is comparable to the TGVAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of THIMX and TGVAX, 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


THIMXTGVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.46

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.50

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.52

+0.87

Correlation

The correlation between THIMX and TGVAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

THIMX vs. TGVAX - Dividend Comparison

THIMX's dividend yield for the trailing twelve months is around 3.71%, more than TGVAX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
THIMX
Thornburg Intermediate Municipal Fund
3.71%4.82%4.03%2.60%2.40%2.25%2.39%2.62%2.48%2.18%2.04%2.08%
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%

Drawdowns

THIMX vs. TGVAX - Drawdown Comparison

The maximum THIMX drawdown since its inception was -10.22%, smaller than the maximum TGVAX drawdown of -56.44%. Use the drawdown chart below to compare losses from any high point for THIMX and TGVAX.


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Drawdown Indicators


THIMXTGVAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.22%

-56.44%

+46.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-10.34%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-10.22%

-39.96%

+29.74%

Max Drawdown (10Y)

Largest decline over 10 years

-10.22%

-39.96%

+29.74%

Current Drawdown

Current decline from peak

-2.31%

-10.34%

+8.03%

Average Drawdown

Average peak-to-trough decline

-1.33%

-12.52%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.78%

-1.80%

Volatility

THIMX vs. TGVAX - Volatility Comparison

The current volatility for Thornburg Intermediate Municipal Fund (THIMX) is 0.73%, while Thornburg International Equity Fund (TGVAX) has a volatility of 5.26%. This indicates that THIMX experiences smaller price fluctuations and is considered to be less risky than TGVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THIMXTGVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

5.26%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

9.42%

-8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

14.64%

-9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

16.53%

-13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.27%

16.66%

-13.39%