TIBIX vs. VT
Compare and contrast key facts about Thornburg Investment Income Builder Fund Class I (TIBIX) and Vanguard Total World Stock ETF (VT).
TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
TIBIX vs. VT - Performance Comparison
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TIBIX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIBIX Thornburg Investment Income Builder Fund Class I | 8.00% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, TIBIX achieves a 8.00% return, which is significantly higher than VT's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with TIBIX having a 11.99% annualized return and VT not far behind at 11.53%.
TIBIX
- 1D
- 0.34%
- 1M
- -4.84%
- YTD
- 8.00%
- 6M
- 15.48%
- 1Y
- 36.10%
- 3Y*
- 23.52%
- 5Y*
- 15.26%
- 10Y*
- 11.99%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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TIBIX vs. VT - Expense Ratio Comparison
TIBIX has a 0.93% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
TIBIX vs. VT — Risk / Return Rank
TIBIX
VT
TIBIX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Investment Income Builder Fund Class I (TIBIX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.35 | 1.25 | +2.10 |
Sortino ratioReturn per unit of downside risk | 4.27 | 1.84 | +2.43 |
Omega ratioGain probability vs. loss probability | 1.74 | 1.27 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 4.14 | 1.83 | +2.31 |
Martin ratioReturn relative to average drawdown | 20.50 | 8.51 | +11.99 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.35 | 1.25 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.58 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.67 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.40 | +0.34 |
Correlation
The correlation between TIBIX and VT is 0.84, 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. VT - Dividend Comparison
TIBIX's dividend yield for the trailing twelve months is around 5.49%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIBIX Thornburg Investment Income Builder Fund Class I | 5.49% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
TIBIX vs. VT - Drawdown Comparison
The maximum TIBIX drawdown since its inception was -48.88%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TIBIX and VT.
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Drawdown Indicators
| TIBIX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -50.27% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -11.84% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -26.38% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -34.24% | -0.61% |
Current DrawdownCurrent decline from peak | -5.07% | -6.89% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -7.08% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.55% | -0.82% |
Volatility
TIBIX vs. VT - Volatility Comparison
The current volatility for Thornburg Investment Income Builder Fund Class I (TIBIX) is 3.22%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that TIBIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIBIX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 6.33% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 9.95% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 17.24% | -6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.09% | 15.98% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 17.20% | -3.73% |