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THOIX vs. TBWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THOIX vs. TBWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Global Opportunities Fund (THOIX) and Thornburg Better World International Fund (TBWIX). The values are adjusted to include any dividend payments, if applicable.

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THOIX vs. TBWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TBWIX
Thornburg Better World International Fund
-5.82%24.25%7.10%12.72%-18.02%20.88%26.67%24.57%-13.61%22.88%

Returns By Period

In the year-to-date period, THOIX achieves a 1.01% return, which is significantly higher than TBWIX's -5.82% return. Over the past 10 years, THOIX has outperformed TBWIX with an annualized return of 12.13%, while TBWIX has yielded a comparatively lower 9.71% 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%

TBWIX

1D
-0.38%
1M
-12.01%
YTD
-5.82%
6M
-1.71%
1Y
12.25%
3Y*
9.44%
5Y*
5.10%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THOIX vs. TBWIX - Expense Ratio Comparison

THOIX has a 0.99% expense ratio, which is lower than TBWIX's 1.21% expense ratio.


Return for Risk

THOIX vs. TBWIX — Risk / Return Rank

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

THOIX
THOIX Risk / Return Rank: 9494
Overall Rank
THOIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
THOIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
THOIX Omega Ratio Rank: 9494
Omega Ratio Rank
THOIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
THOIX Martin Ratio Rank: 9595
Martin Ratio Rank

TBWIX
TBWIX Risk / Return Rank: 3131
Overall Rank
TBWIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TBWIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TBWIX Omega Ratio Rank: 3030
Omega Ratio Rank
TBWIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TBWIX Martin Ratio Rank: 3232
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.

THOIX vs. TBWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Global Opportunities Fund (THOIX) and Thornburg Better World International Fund (TBWIX). 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.


THOIXTBWIXDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.72

+1.55

Sortino ratio

Return per unit of downside risk

2.95

1.08

+1.87

Omega ratio

Gain probability vs. loss probability

1.47

1.15

+0.32

Calmar ratio

Return relative to maximum drawdown

2.62

0.86

+1.76

Martin ratio

Return relative to average drawdown

12.75

3.48

+9.27

THOIX vs. TBWIX - Sharpe Ratio Comparison

The current THOIX Sharpe Ratio is 2.27, which is higher than the TBWIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of THOIX and TBWIX, 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


THOIXTBWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.72

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.29

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.58

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Correlation

The correlation between THOIX and TBWIX is 0.78, 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. TBWIX - Dividend Comparison

THOIX's dividend yield for the trailing twelve months is around 6.36%, more than TBWIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
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%
TBWIX
Thornburg Better World International Fund
1.62%1.53%1.40%1.55%0.87%15.10%0.40%1.17%10.14%3.53%5.99%0.00%

Drawdowns

THOIX vs. TBWIX - Drawdown Comparison

The maximum THOIX drawdown since its inception was -64.58%, which is greater than TBWIX's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for THOIX and TBWIX.


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Drawdown Indicators


THOIXTBWIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.58%

-40.11%

-24.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.01%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-40.11%

+9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.22%

-40.11%

+4.89%

Current Drawdown

Current decline from peak

-8.62%

-12.01%

+3.39%

Average Drawdown

Average peak-to-trough decline

-11.56%

-10.32%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.96%

-0.58%

Volatility

THOIX vs. TBWIX - Volatility Comparison

The current volatility for Thornburg Global Opportunities Fund (THOIX) is 3.66%, while Thornburg Better World International Fund (TBWIX) has a volatility of 5.33%. This indicates that THOIX experiences smaller price fluctuations and is considered to be less risky than TBWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THOIXTBWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

5.33%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

9.50%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

15.40%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

17.55%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

16.77%

+0.73%