THOIX vs. ANDIX
Compare and contrast key facts about Thornburg Global Opportunities Fund (THOIX) and AQR International Defensive Style Fund (ANDIX).
THOIX is managed by Thornburg. It was launched on Jul 28, 2006. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
THOIX vs. ANDIX - Performance Comparison
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THOIX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, THOIX achieves a 1.01% return, which is significantly higher than ANDIX's -0.25% return. Over the past 10 years, THOIX has outperformed ANDIX with an annualized return of 12.13%, while ANDIX has yielded a comparatively lower 6.30% annualized return.
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%
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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THOIX vs. ANDIX - Expense Ratio Comparison
THOIX has a 0.99% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
THOIX vs. ANDIX — Risk / Return Rank
THOIX
ANDIX
THOIX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Global Opportunities Fund (THOIX) and AQR International Defensive Style Fund (ANDIX). 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.
| THOIX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.99 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.95 | 1.40 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.20 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.42 | +1.20 |
Martin ratioReturn relative to average drawdown | 12.75 | 5.30 | +7.44 |
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
| THOIX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.99 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.39 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.47 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.49 | +0.04 |
Correlation
The correlation between THOIX and ANDIX is 0.72, 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
THOIX vs. ANDIX - Dividend Comparison
THOIX's dividend yield for the trailing twelve months is around 6.36%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
THOIX vs. ANDIX - Drawdown Comparison
The maximum THOIX drawdown since its inception was -64.58%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for THOIX and ANDIX.
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Drawdown Indicators
| THOIX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.58% | -27.59% | -36.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.76% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -27.59% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -27.59% | -7.63% |
Current DrawdownCurrent decline from peak | -8.62% | -8.31% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -5.33% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.35% | +0.03% |
Volatility
THOIX vs. ANDIX - Volatility Comparison
The current volatility for Thornburg Global Opportunities Fund (THOIX) is 3.66%, while AQR International Defensive Style Fund (ANDIX) has a volatility of 5.12%. This indicates that THOIX experiences smaller price fluctuations and is considered to be less risky than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THOIX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 5.12% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.12% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 12.93% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 12.75% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 13.44% | +4.06% |