THOIX vs. IVFIX
Compare and contrast key facts about Thornburg Global Opportunities Fund (THOIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
THOIX is managed by Thornburg. It was launched on Jul 28, 2006. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
THOIX vs. IVFIX - Performance Comparison
Loading graphics...
THOIX vs. IVFIX - 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, THOIX achieves a 1.01% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, THOIX has outperformed IVFIX with an annualized return of 12.13%, while IVFIX has yielded a comparatively lower 7.06% 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%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
THOIX vs. IVFIX - Expense Ratio Comparison
THOIX has a 0.99% expense ratio, which is higher than IVFIX's 0.86% expense ratio.
Return for Risk
THOIX vs. IVFIX — Risk / Return Rank
THOIX
IVFIX
THOIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Global Opportunities Fund (THOIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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 | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.98 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.95 | 2.58 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 4.08 | -1.46 |
Martin ratioReturn relative to average drawdown | 12.75 | 17.43 | -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. | |||
Loading graphics...
Sharpe Ratios by Period
| THOIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.98 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.83 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.49 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.21 | +0.32 |
Correlation
The correlation between THOIX and IVFIX is 0.68, 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. IVFIX - Dividend Comparison
THOIX's dividend yield for the trailing twelve months is around 6.36%, more than IVFIX's 3.14% 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
THOIX vs. IVFIX - Drawdown Comparison
The maximum THOIX drawdown since its inception was -64.58%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for THOIX and IVFIX.
Loading graphics...
Drawdown Indicators
| THOIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.58% | -51.49% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.47% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -21.29% | -8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -33.46% | -1.76% |
Current DrawdownCurrent decline from peak | -8.62% | -6.58% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -11.69% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.98% | +0.40% |
Volatility
THOIX vs. IVFIX - Volatility Comparison
The current volatility for Thornburg Global Opportunities Fund (THOIX) is 3.66%, while Federated Hermes International Strategic Value Dividend Fund (IVFIX) has a volatility of 4.54%. This indicates that THOIX experiences smaller price fluctuations and is considered to be less risky than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| THOIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.54% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.10% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 14.63% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 12.96% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 14.74% | +2.76% |