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TIBAX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBAX vs. IPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Investment Income Builder Fund (TIBAX) and Voya Global Perspectives Portfolio (IPIRX). The values are adjusted to include any dividend payments, if applicable.

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TIBAX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIBAX
Thornburg Investment Income Builder Fund
7.98%36.62%13.23%18.01%-7.95%20.08%-0.67%17.72%-4.54%14.83%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, TIBAX achieves a 7.98% return, which is significantly higher than IPIRX's -3.05% return. Over the past 10 years, TIBAX has outperformed IPIRX with an annualized return of 11.70%, while IPIRX has yielded a comparatively lower 5.44% annualized return.


TIBAX

1D
0.31%
1M
-4.88%
YTD
7.98%
6M
15.33%
1Y
35.77%
3Y*
23.23%
5Y*
14.98%
10Y*
11.70%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIBAX vs. IPIRX - Expense Ratio Comparison

TIBAX has a 1.14% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

TIBAX vs. IPIRX — Risk / Return Rank

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

TIBAX
TIBAX Risk / Return Rank: 9898
Overall Rank
TIBAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBAX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBAX Omega Ratio Rank: 9797
Omega Ratio Rank
TIBAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIBAX Martin Ratio Rank: 9898
Martin Ratio Rank

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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.

TIBAX vs. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund (TIBAX) and Voya Global Perspectives Portfolio (IPIRX). 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.


TIBAXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

3.33

1.02

+2.31

Sortino ratio

Return per unit of downside risk

4.24

1.52

+2.72

Omega ratio

Gain probability vs. loss probability

1.74

1.21

+0.53

Calmar ratio

Return relative to maximum drawdown

4.10

0.98

+3.13

Martin ratio

Return relative to average drawdown

20.22

4.41

+15.81

TIBAX vs. IPIRX - Sharpe Ratio Comparison

The current TIBAX Sharpe Ratio is 3.33, which is higher than the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TIBAX and IPIRX, 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


TIBAXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

1.02

+2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.27

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.57

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.52

+0.25

Correlation

The correlation between TIBAX and IPIRX is 0.77, 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

TIBAX vs. IPIRX - Dividend Comparison

TIBAX's dividend yield for the trailing twelve months is around 5.30%, less than IPIRX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
TIBAX
Thornburg Investment Income Builder Fund
5.30%5.64%5.44%4.67%5.62%5.10%4.11%4.23%4.49%4.22%3.83%4.31%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

TIBAX vs. IPIRX - Drawdown Comparison

The maximum TIBAX drawdown since its inception was -49.12%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for TIBAX and IPIRX.


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Drawdown Indicators


TIBAXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-49.12%

-24.97%

-24.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-7.88%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-24.97%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-24.97%

-9.88%

Current Drawdown

Current decline from peak

-5.13%

-7.88%

+2.75%

Average Drawdown

Average peak-to-trough decline

-6.03%

-4.89%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.99%

-0.25%

Volatility

TIBAX vs. IPIRX - Volatility Comparison

The current volatility for Thornburg Investment Income Builder Fund (TIBAX) is 3.19%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 3.44%. This indicates that TIBAX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIBAXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.44%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

6.50%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

11.05%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.04%

10.73%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.43%

9.69%

+3.74%