PortfoliosLab logoPortfoliosLab logo
TIBIX vs. OCMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBIX vs. OCMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Investment Income Builder Fund Class I (TIBIX) and OCM Gold Fund (OCMGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIBIX vs. OCMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OCMGX
OCM Gold Fund
6.52%167.05%23.15%4.21%-17.71%-9.67%44.28%56.74%-13.84%9.70%

Returns By Period

In the year-to-date period, TIBIX achieves a 9.82% return, which is significantly higher than OCMGX's 6.52% return. Over the past 10 years, TIBIX has underperformed OCMGX with an annualized return of 12.18%, while OCMGX has yielded a comparatively higher 19.58% annualized return.


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%

OCMGX

1D
6.24%
1M
-18.77%
YTD
6.52%
6M
25.30%
1Y
106.44%
3Y*
48.36%
5Y*
24.55%
10Y*
19.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TIBIX vs. OCMGX - Expense Ratio Comparison

TIBIX has a 0.93% expense ratio, which is lower than OCMGX's 2.32% expense ratio.


Return for Risk

TIBIX vs. OCMGX — Risk / Return Rank

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

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

OCMGX
OCMGX Risk / Return Rank: 9595
Overall Rank
OCMGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
OCMGX Sortino Ratio Rank: 9393
Sortino Ratio Rank
OCMGX Omega Ratio Rank: 9191
Omega Ratio Rank
OCMGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
OCMGX Martin Ratio Rank: 9696
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.

TIBIX vs. OCMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund Class I (TIBIX) and OCM Gold Fund (OCMGX). 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.


TIBIXOCMGXDifference

Sharpe ratio

Return per unit of total volatility

3.57

2.74

+0.83

Sortino ratio

Return per unit of downside risk

4.54

2.90

+1.64

Omega ratio

Gain probability vs. loss probability

1.79

1.43

+0.36

Calmar ratio

Return relative to maximum drawdown

4.43

3.97

+0.46

Martin ratio

Return relative to average drawdown

21.79

14.53

+7.26

TIBIX vs. OCMGX - Sharpe Ratio Comparison

The current TIBIX Sharpe Ratio is 3.57, which is higher than the OCMGX Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of TIBIX and OCMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TIBIXOCMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

2.74

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

0.73

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.58

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.12

+0.62

Correlation

The correlation between TIBIX and OCMGX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TIBIX vs. OCMGX - Dividend Comparison

TIBIX's dividend yield for the trailing twelve months is around 5.40%, less than OCMGX's 6.10% yield.


TTM20252024202320222021202020192018201720162015
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%
OCMGX
OCM Gold Fund
6.10%6.50%2.88%0.00%0.05%1.07%0.98%6.33%26.98%7.19%19.53%0.05%

Drawdowns

TIBIX vs. OCMGX - Drawdown Comparison

The maximum TIBIX drawdown since its inception was -48.88%, smaller than the maximum OCMGX drawdown of -84.47%. Use the drawdown chart below to compare losses from any high point for TIBIX and OCMGX.


Loading graphics...

Drawdown Indicators


TIBIXOCMGXDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-84.47%

+35.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-27.33%

+18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-45.55%

+24.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-45.55%

+10.70%

Current Drawdown

Current decline from peak

-3.47%

-18.77%

+15.30%

Average Drawdown

Average peak-to-trough decline

-6.00%

-41.28%

+35.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

7.48%

-5.73%

Volatility

TIBIX vs. OCMGX - Volatility Comparison

The current volatility for Thornburg Investment Income Builder Fund Class I (TIBIX) is 3.68%, while OCM Gold Fund (OCMGX) has a volatility of 15.59%. This indicates that TIBIX experiences smaller price fluctuations and is considered to be less risky than OCMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIBIXOCMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

15.59%

-11.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.57%

31.48%

-24.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

39.36%

-28.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

33.93%

-22.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

33.91%

-20.43%