THOIX vs. AVALX
Compare and contrast key facts about Thornburg Global Opportunities Fund (THOIX) and Aegis Value Fund (AVALX).
THOIX is managed by Thornburg. It was launched on Jul 28, 2006. AVALX is managed by Aegis. It was launched on May 15, 1998.
Performance
THOIX vs. AVALX - Performance Comparison
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THOIX vs. AVALX - 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% |
AVALX Aegis Value Fund | 13.53% | 67.06% | 8.29% | 13.11% | 10.50% | 37.67% | 18.89% | 25.67% | -16.95% | 17.37% |
Returns By Period
In the year-to-date period, THOIX achieves a 1.01% return, which is significantly lower than AVALX's 13.53% return. Over the past 10 years, THOIX has underperformed AVALX with an annualized return of 12.13%, while AVALX has yielded a comparatively higher 21.54% 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%
AVALX
- 1D
- -0.54%
- 1M
- -4.89%
- YTD
- 13.53%
- 6M
- 24.20%
- 1Y
- 69.86%
- 3Y*
- 28.86%
- 5Y*
- 25.16%
- 10Y*
- 21.54%
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THOIX vs. AVALX - Expense Ratio Comparison
THOIX has a 0.99% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Return for Risk
THOIX vs. AVALX — Risk / Return Rank
THOIX
AVALX
THOIX vs. AVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Global Opportunities Fund (THOIX) and Aegis Value Fund (AVALX). 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 | AVALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 3.30 | -1.03 |
Sortino ratioReturn per unit of downside risk | 2.95 | 3.95 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.59 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 5.11 | -2.49 |
Martin ratioReturn relative to average drawdown | 12.75 | 24.92 | -12.17 |
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 | AVALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 3.30 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 1.12 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.97 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | 0.00 |
Correlation
The correlation between THOIX and AVALX is 0.63, 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
THOIX vs. AVALX - Dividend Comparison
THOIX's dividend yield for the trailing twelve months is around 6.36%, more than AVALX's 2.06% 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% |
AVALX Aegis Value Fund | 2.06% | 2.34% | 7.07% | 2.23% | 0.16% | 0.00% | 6.62% | 2.36% | 6.18% | 0.00% | 1.45% | 0.04% |
Drawdowns
THOIX vs. AVALX - Drawdown Comparison
The maximum THOIX drawdown since its inception was -64.58%, smaller than the maximum AVALX drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for THOIX and AVALX.
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Drawdown Indicators
| THOIX | AVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.58% | -73.72% | +9.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -13.02% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -32.00% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -48.34% | +13.12% |
Current DrawdownCurrent decline from peak | -8.62% | -6.09% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -11.01% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.67% | -0.29% |
Volatility
THOIX vs. AVALX - Volatility Comparison
The current volatility for Thornburg Global Opportunities Fund (THOIX) is 3.66%, while Aegis Value Fund (AVALX) has a volatility of 5.32%. This indicates that THOIX experiences smaller price fluctuations and is considered to be less risky than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THOIX | AVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 5.32% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 14.20% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 21.15% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 22.62% | -6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 22.32% | -4.82% |