TIBIX vs. BIAHX
Compare and contrast key facts about Thornburg Investment Income Builder Fund Class I (TIBIX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX).
TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002. BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013.
Performance
TIBIX vs. BIAHX - Performance Comparison
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TIBIX vs. BIAHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIBIX Thornburg Investment Income Builder Fund Class I | 9.82% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -2.69% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
Returns By Period
In the year-to-date period, TIBIX achieves a 9.82% return, which is significantly higher than BIAHX's -2.69% return. Both investments have delivered pretty close results over the past 10 years, with TIBIX having a 12.18% annualized return and BIAHX not far behind at 11.69%.
TIBIX
- 1D
- 1.69%
- 1M
- -2.43%
- YTD
- 9.82%
- 6M
- 16.92%
- 1Y
- 38.14%
- 3Y*
- 24.21%
- 5Y*
- 15.48%
- 10Y*
- 12.18%
BIAHX
- 1D
- 2.78%
- 1M
- -6.61%
- YTD
- -2.69%
- 6M
- 0.89%
- 1Y
- 23.54%
- 3Y*
- 19.59%
- 5Y*
- 12.97%
- 10Y*
- 11.69%
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TIBIX vs. BIAHX - Expense Ratio Comparison
TIBIX has a 0.93% expense ratio, which is lower than BIAHX's 1.19% expense ratio.
Return for Risk
TIBIX vs. BIAHX — Risk / Return Rank
TIBIX
BIAHX
TIBIX vs. BIAHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund Class I (TIBIX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). 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.
| TIBIX | BIAHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 1.58 | +1.98 |
Sortino ratioReturn per unit of downside risk | 4.54 | 2.09 | +2.45 |
Omega ratioGain probability vs. loss probability | 1.79 | 1.31 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 4.43 | 1.74 | +2.70 |
Martin ratioReturn relative to average drawdown | 21.79 | 6.91 | +14.87 |
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
| TIBIX | BIAHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 1.58 | +1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | 0.81 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.68 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.57 | +0.18 |
Correlation
The correlation between TIBIX and BIAHX 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
TIBIX vs. BIAHX - Dividend Comparison
TIBIX's dividend yield for the trailing twelve months is around 5.40%, less than BIAHX's 7.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIBIX Thornburg Investment Income Builder Fund Class I | 5.40% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.81% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
Drawdowns
TIBIX vs. BIAHX - Drawdown Comparison
The maximum TIBIX drawdown since its inception was -48.88%, which is greater than BIAHX's maximum drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for TIBIX and BIAHX.
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Drawdown Indicators
| TIBIX | BIAHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -34.90% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -13.18% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -30.95% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -34.90% | +0.05% |
Current DrawdownCurrent decline from peak | -3.47% | -10.18% | +6.71% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -6.02% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 3.31% | -1.56% |
Volatility
TIBIX vs. BIAHX - Volatility Comparison
The current volatility for Thornburg Investment Income Builder Fund Class I (TIBIX) is 3.68%, while Brown Advisory - WMC Strategic European Equity Fund (BIAHX) has a volatility of 6.71%. This indicates that TIBIX experiences smaller price fluctuations and is considered to be less risky than BIAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIBIX | BIAHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 6.71% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.57% | 9.78% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 15.19% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 16.17% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.48% | 17.19% | -3.71% |