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TINGX vs. THOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TINGX vs. THOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg International Growth Fund (TINGX) and Thornburg Global Opportunities Fund (THOIX). The values are adjusted to include any dividend payments, if applicable.

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TINGX vs. THOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
THOIX
Thornburg Global Opportunities Fund
1.01%41.04%13.08%16.26%-10.12%14.72%22.50%28.74%-20.72%22.03%

Returns By Period

In the year-to-date period, TINGX achieves a -6.59% return, which is significantly lower than THOIX's 1.01% return. Over the past 10 years, TINGX has underperformed THOIX with an annualized return of 5.28%, while THOIX has yielded a comparatively higher 12.13% 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%

THOIX

1D
-0.39%
1M
-8.12%
YTD
1.01%
6M
7.53%
1Y
32.87%
3Y*
21.58%
5Y*
12.57%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TINGX vs. THOIX - Expense Ratio Comparison

Both TINGX and THOIX have an expense ratio of 0.99%.


Return for Risk

TINGX vs. THOIX — Risk / Return Rank

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

TINGX
TINGX Risk / Return Rank: 99
Overall Rank
TINGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TINGX Sortino Ratio Rank: 99
Sortino Ratio Rank
TINGX Omega Ratio Rank: 99
Omega Ratio Rank
TINGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TINGX Martin Ratio Rank: 1010
Martin Ratio Rank

THOIX
THOIX Risk / Return Rank: 9494
Overall Rank
THOIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
THOIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
THOIX Omega Ratio Rank: 9494
Omega Ratio Rank
THOIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
THOIX Martin Ratio Rank: 9595
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.

TINGX vs. THOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Growth Fund (TINGX) and Thornburg Global Opportunities Fund (THOIX). 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.


TINGXTHOIXDifference

Sharpe ratio

Return per unit of total volatility

0.20

2.27

-2.08

Sortino ratio

Return per unit of downside risk

0.39

2.95

-2.56

Omega ratio

Gain probability vs. loss probability

1.05

1.47

-0.42

Calmar ratio

Return relative to maximum drawdown

0.20

2.62

-2.41

Martin ratio

Return relative to average drawdown

0.64

12.75

-12.11

TINGX vs. THOIX - Sharpe Ratio Comparison

The current TINGX Sharpe Ratio is 0.20, which is lower than the THOIX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TINGX and THOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TINGXTHOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.27

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.77

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.70

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.53

-0.20

Correlation

The correlation between TINGX and THOIX is 0.80, 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. THOIX - Dividend Comparison

TINGX's dividend yield for the trailing twelve months is around 1.15%, less than THOIX's 6.36% yield.


TTM20252024202320222021202020192018201720162015
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%
THOIX
Thornburg Global Opportunities Fund
6.36%6.42%5.70%5.70%4.00%14.39%6.70%1.47%2.65%0.67%0.82%0.59%

Drawdowns

TINGX vs. THOIX - Drawdown Comparison

The maximum TINGX drawdown since its inception was -62.73%, roughly equal to the maximum THOIX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for TINGX and THOIX.


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Drawdown Indicators


TINGXTHOIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.73%

-64.58%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.47%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-43.27%

-30.18%

-13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-43.27%

-35.22%

-8.05%

Current Drawdown

Current decline from peak

-17.41%

-8.62%

-8.79%

Average Drawdown

Average peak-to-trough decline

-13.64%

-11.56%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.38%

+1.40%

Volatility

TINGX vs. THOIX - Volatility Comparison

Thornburg International Growth Fund (TINGX) has a higher volatility of 5.52% compared to Thornburg Global Opportunities Fund (THOIX) at 3.66%. This indicates that TINGX's price experiences larger fluctuations and is considered to be riskier than THOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TINGXTHOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

3.66%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

8.43%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

14.22%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

16.38%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

17.50%

-0.54%