TIBAX vs. MFWTX
Compare and contrast key facts about Thornburg Investment Income Builder Fund (TIBAX) and MFS Global Total Return Fund (MFWTX).
TIBAX is managed by Thornburg. It was launched on Dec 23, 2002. MFWTX is managed by MFS. It was launched on Sep 3, 1990.
Performance
TIBAX vs. MFWTX - Performance Comparison
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TIBAX vs. MFWTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIBAX Thornburg Investment Income Builder Fund | 9.81% | 36.62% | 13.23% | 18.01% | -7.95% | 20.08% | -0.67% | 17.72% | -4.54% | 14.83% |
MFWTX MFS Global Total Return Fund | 0.98% | 15.48% | 3.92% | 10.29% | -10.86% | 8.31% | 9.35% | 18.25% | -7.19% | 14.77% |
Returns By Period
In the year-to-date period, TIBAX achieves a 9.81% return, which is significantly higher than MFWTX's 0.98% return. Over the past 10 years, TIBAX has outperformed MFWTX with an annualized return of 11.89%, while MFWTX has yielded a comparatively lower 6.10% annualized return.
TIBAX
- 1D
- 1.70%
- 1M
- -2.45%
- YTD
- 9.81%
- 6M
- 16.81%
- 1Y
- 37.83%
- 3Y*
- 23.93%
- 5Y*
- 15.19%
- 10Y*
- 11.89%
MFWTX
- 1D
- 1.39%
- 1M
- -4.37%
- YTD
- 0.98%
- 6M
- 3.14%
- 1Y
- 12.67%
- 3Y*
- 9.16%
- 5Y*
- 4.68%
- 10Y*
- 6.10%
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TIBAX vs. MFWTX - Expense Ratio Comparison
TIBAX has a 1.14% expense ratio, which is higher than MFWTX's 1.09% expense ratio.
Return for Risk
TIBAX vs. MFWTX — Risk / Return Rank
TIBAX
MFWTX
TIBAX vs. MFWTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund (TIBAX) and MFS Global Total Return Fund (MFWTX). 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.
| TIBAX | MFWTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.55 | 1.43 | +2.12 |
Sortino ratioReturn per unit of downside risk | 4.51 | 1.96 | +2.55 |
Omega ratioGain probability vs. loss probability | 1.79 | 1.28 | +0.51 |
Calmar ratioReturn relative to maximum drawdown | 4.40 | 1.85 | +2.55 |
Martin ratioReturn relative to average drawdown | 21.51 | 7.14 | +14.37 |
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
| TIBAX | MFWTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.55 | 1.43 | +2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.52 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.64 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.82 | -0.05 |
Correlation
The correlation between TIBAX and MFWTX is 0.83, 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. MFWTX - Dividend Comparison
TIBAX's dividend yield for the trailing twelve months is around 5.21%, less than MFWTX's 8.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIBAX Thornburg Investment Income Builder Fund | 5.21% | 5.64% | 5.44% | 4.67% | 5.62% | 5.10% | 4.11% | 4.23% | 4.49% | 4.22% | 3.83% | 4.31% |
MFWTX MFS Global Total Return Fund | 8.33% | 8.42% | 8.94% | 3.69% | 2.64% | 10.29% | 7.20% | 4.41% | 3.33% | 2.17% | 1.13% | 4.29% |
Drawdowns
TIBAX vs. MFWTX - Drawdown Comparison
The maximum TIBAX drawdown since its inception was -49.12%, which is greater than MFWTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for TIBAX and MFWTX.
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Drawdown Indicators
| TIBAX | MFWTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.12% | -33.22% | -15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -6.86% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.94% | -20.36% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -23.37% | -11.48% |
Current DrawdownCurrent decline from peak | -3.52% | -5.15% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -3.56% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.77% | -0.02% |
Volatility
TIBAX vs. MFWTX - Volatility Comparison
Thornburg Investment Income Builder Fund (TIBAX) and MFS Global Total Return Fund (MFWTX) have volatilities of 3.65% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIBAX | MFWTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.49% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 5.44% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 8.93% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.07% | 9.10% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 9.60% | +3.84% |