TINGX vs. PZRIX
Compare and contrast key facts about Thornburg International Growth Fund (TINGX) and PIMCO RAE Global ex-US Fund (PZRIX).
TINGX is managed by Thornburg. It was launched on Jan 31, 2007. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
TINGX vs. PZRIX - Performance Comparison
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TINGX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TINGX Thornburg International Growth Fund | -6.59% | 10.63% | 2.46% | 18.41% | -26.05% | -4.22% | 34.34% | 26.27% | -16.75% | 34.94% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, TINGX achieves a -6.59% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, TINGX has underperformed PZRIX with an annualized return of 5.28%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
TINGX
- 1D
- -0.74%
- 1M
- -10.23%
- YTD
- -6.59%
- 6M
- -8.11%
- 1Y
- 4.57%
- 3Y*
- 3.86%
- 5Y*
- -1.70%
- 10Y*
- 5.28%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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TINGX vs. PZRIX - Expense Ratio Comparison
TINGX has a 0.99% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
TINGX vs. PZRIX — Risk / Return Rank
TINGX
PZRIX
TINGX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Growth Fund (TINGX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| TINGX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 2.41 | -2.22 |
Sortino ratioReturn per unit of downside risk | 0.39 | 3.09 | -2.70 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.47 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 2.70 | -2.49 |
Martin ratioReturn relative to average drawdown | 0.64 | 12.87 | -12.22 |
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
| TINGX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 2.41 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.67 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.59 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.58 | -0.25 |
Correlation
The correlation between TINGX and PZRIX is 0.72, 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
TINGX vs. PZRIX - Dividend Comparison
TINGX's dividend yield for the trailing twelve months is around 1.15%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TINGX Thornburg International Growth Fund | 1.15% | 1.08% | 8.40% | 0.58% | 0.72% | 6.86% | 1.17% | 0.72% | 4.39% | 3.60% | 0.36% | 0.29% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
TINGX vs. PZRIX - Drawdown Comparison
The maximum TINGX drawdown since its inception was -62.73%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for TINGX and PZRIX.
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Drawdown Indicators
| TINGX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.73% | -43.53% | -19.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -10.68% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -43.27% | -30.85% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -43.27% | -43.53% | +0.26% |
Current DrawdownCurrent decline from peak | -17.41% | -6.96% | -10.45% |
Average DrawdownAverage peak-to-trough decline | -13.64% | -9.00% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.53% | +1.25% |
Volatility
TINGX vs. PZRIX - Volatility Comparison
Thornburg International Growth Fund (TINGX) has a higher volatility of 5.52% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that TINGX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TINGX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.02% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 8.77% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 14.09% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.83% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 17.01% | -0.05% |