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TIBAX vs. MFWTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIBAX and MFWTX is 0.82, 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.


-0.50.00.51.00.8

Performance

TIBAX vs. MFWTX - Performance Comparison

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

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
601.69%
264.33%
TIBAX
MFWTX

Key characteristics

Sharpe Ratio

TIBAX:

1.52

MFWTX:

-0.19

Sortino Ratio

TIBAX:

2.12

MFWTX:

-0.16

Omega Ratio

TIBAX:

1.28

MFWTX:

0.97

Calmar Ratio

TIBAX:

2.45

MFWTX:

-0.12

Martin Ratio

TIBAX:

7.34

MFWTX:

-0.93

Ulcer Index

TIBAX:

1.77%

MFWTX:

2.18%

Daily Std Dev

TIBAX:

8.58%

MFWTX:

10.37%

Max Drawdown

TIBAX:

-46.73%

MFWTX:

-31.49%

Current Drawdown

TIBAX:

-5.31%

MFWTX:

-17.09%

Returns By Period

In the year-to-date period, TIBAX achieves a 10.06% return, which is significantly higher than MFWTX's -3.63% return. Over the past 10 years, TIBAX has outperformed MFWTX with an annualized return of 6.81%, while MFWTX has yielded a comparatively lower 1.46% annualized return.


TIBAX

YTD

10.06%

1M

-1.32%

6M

2.52%

1Y

12.48%

5Y*

7.68%

10Y*

6.81%

MFWTX

YTD

-3.63%

1M

-9.67%

6M

-5.90%

1Y

-2.54%

5Y*

-1.29%

10Y*

1.46%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIBAX vs. MFWTX - Expense Ratio Comparison

TIBAX has a 1.14% expense ratio, which is higher than MFWTX's 1.09% expense ratio.


TIBAX
Thornburg Investment Income Builder Fund
Expense ratio chart for TIBAX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for MFWTX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

TIBAX vs. MFWTX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TIBAX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.52-0.19
The chart of Sortino ratio for TIBAX, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.12-0.16
The chart of Omega ratio for TIBAX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.280.97
The chart of Calmar ratio for TIBAX, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45-0.12
The chart of Martin ratio for TIBAX, currently valued at 7.34, compared to the broader market0.0020.0040.0060.007.34-0.93
TIBAX
MFWTX

The current TIBAX Sharpe Ratio is 1.52, which is higher than the MFWTX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of TIBAX and MFWTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.52
-0.19
TIBAX
MFWTX

Dividends

TIBAX vs. MFWTX - Dividend Comparison

TIBAX's dividend yield for the trailing twelve months is around 5.37%, more than MFWTX's 1.14% yield.


TTM20232022202120202019201820172016201520142013
TIBAX
Thornburg Investment Income Builder Fund
5.37%4.67%5.62%5.10%4.11%4.23%4.49%4.22%3.83%4.31%5.20%4.61%
MFWTX
MFS Global Total Return Fund
1.14%1.78%0.00%1.49%1.73%1.65%1.64%1.18%1.13%4.58%4.09%2.64%

Drawdowns

TIBAX vs. MFWTX - Drawdown Comparison

The maximum TIBAX drawdown since its inception was -46.73%, which is greater than MFWTX's maximum drawdown of -31.49%. Use the drawdown chart below to compare losses from any high point for TIBAX and MFWTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.31%
-17.09%
TIBAX
MFWTX

Volatility

TIBAX vs. MFWTX - Volatility Comparison

The current volatility for Thornburg Investment Income Builder Fund (TIBAX) is 2.91%, while MFS Global Total Return Fund (MFWTX) has a volatility of 7.97%. This indicates that TIBAX experiences smaller price fluctuations and is considered to be less risky than MFWTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.91%
7.97%
TIBAX
MFWTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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