TIBIX vs. SGIIX
Compare and contrast key facts about Thornburg Investment Income Builder Fund Class I (TIBIX) and First Eagle Global Fund Class I (SGIIX).
TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002. SGIIX is managed by First Eagle.
Performance
TIBIX vs. SGIIX - Performance Comparison
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TIBIX vs. SGIIX - 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% |
SGIIX First Eagle Global Fund Class I | 1.79% | 31.94% | 12.03% | 13.04% | -6.23% | 12.49% | 8.63% | 20.47% | -8.20% | 13.78% |
Returns By Period
In the year-to-date period, TIBIX achieves a 9.82% return, which is significantly higher than SGIIX's 1.79% return. Over the past 10 years, TIBIX has outperformed SGIIX with an annualized return of 12.18%, while SGIIX has yielded a comparatively lower 10.18% 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%
SGIIX
- 1D
- 2.23%
- 1M
- -7.72%
- YTD
- 1.79%
- 6M
- 7.16%
- 1Y
- 25.36%
- 3Y*
- 17.07%
- 5Y*
- 11.22%
- 10Y*
- 10.18%
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TIBIX vs. SGIIX - Expense Ratio Comparison
TIBIX has a 0.93% expense ratio, which is higher than SGIIX's 0.86% expense ratio.
Return for Risk
TIBIX vs. SGIIX — Risk / Return Rank
TIBIX
SGIIX
TIBIX vs. SGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund Class I (TIBIX) and First Eagle Global Fund Class I (SGIIX). 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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 1.89 | +1.67 |
Sortino ratioReturn per unit of downside risk | 4.54 | 2.55 | +1.99 |
Omega ratioGain probability vs. loss probability | 1.79 | 1.38 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 4.43 | 2.44 | +1.99 |
Martin ratioReturn relative to average drawdown | 21.79 | 10.05 | +11.74 |
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 | SGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 1.89 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | 0.95 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.82 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.91 | -0.16 |
Correlation
The correlation between TIBIX and SGIIX is 0.81, 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. SGIIX - Dividend Comparison
TIBIX's dividend yield for the trailing twelve months is around 5.40%, less than SGIIX's 9.44% 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% |
SGIIX First Eagle Global Fund Class I | 9.44% | 9.61% | 5.68% | 3.74% | 4.41% | 6.49% | 2.61% | 5.72% | 6.66% | 4.50% | 4.96% | 1.43% |
Drawdowns
TIBIX vs. SGIIX - Drawdown Comparison
The maximum TIBIX drawdown since its inception was -48.88%, which is greater than SGIIX's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for TIBIX and SGIIX.
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Drawdown Indicators
| TIBIX | SGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -37.03% | -11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -10.52% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -19.42% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -27.64% | -7.21% |
Current DrawdownCurrent decline from peak | -3.47% | -8.39% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -3.71% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.56% | -0.81% |
Volatility
TIBIX vs. SGIIX - Volatility Comparison
The current volatility for Thornburg Investment Income Builder Fund Class I (TIBIX) is 3.68%, while First Eagle Global Fund Class I (SGIIX) has a volatility of 5.42%. This indicates that TIBIX experiences smaller price fluctuations and is considered to be less risky than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIBIX | SGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 5.42% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.57% | 9.10% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 13.54% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 11.90% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.48% | 12.46% | +1.02% |