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TLDIX vs. THOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLDIX vs. THOIX - Performance Comparison

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

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TLDIX vs. THOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLDIX
Thornburg Ultra Short Income Fund
0.72%4.84%5.81%4.92%-0.00%0.32%3.26%3.87%1.90%1.39%
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, TLDIX achieves a 0.72% return, which is significantly lower than THOIX's 1.01% return. Over the past 10 years, TLDIX has underperformed THOIX with an annualized return of 2.78%, while THOIX has yielded a comparatively higher 12.13% annualized return.


TLDIX

1D
0.00%
1M
0.08%
YTD
0.72%
6M
1.81%
1Y
4.33%
3Y*
4.97%
5Y*
3.28%
10Y*
2.78%

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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TLDIX vs. THOIX - Expense Ratio Comparison

TLDIX has a 0.76% expense ratio, which is lower than THOIX's 0.99% expense ratio.


Return for Risk

TLDIX vs. THOIX — Risk / Return Rank

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

TLDIX
TLDIX Risk / Return Rank: 100100
Overall Rank
TLDIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TLDIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
TLDIX Omega Ratio Rank: 100100
Omega Ratio Rank
TLDIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
TLDIX Martin Ratio Rank: 100100
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.

TLDIX vs. THOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Ultra Short Income Fund (TLDIX) 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.


TLDIXTHOIXDifference

Sharpe ratio

Return per unit of total volatility

3.49

2.27

+1.22

Sortino ratio

Return per unit of downside risk

15.85

2.95

+12.90

Omega ratio

Gain probability vs. loss probability

5.39

1.47

+3.92

Calmar ratio

Return relative to maximum drawdown

19.45

2.62

+16.83

Martin ratio

Return relative to average drawdown

86.69

12.75

+73.95

TLDIX vs. THOIX - Sharpe Ratio Comparison

The current TLDIX Sharpe Ratio is 3.49, which is higher than the THOIX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TLDIX 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


TLDIXTHOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.49

2.27

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.52

0.77

+1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.20

0.70

+1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.53

+1.53

Correlation

The correlation between TLDIX and THOIX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TLDIX vs. THOIX - Dividend Comparison

TLDIX's dividend yield for the trailing twelve months is around 4.23%, less than THOIX's 6.36% yield.


TTM20252024202320222021202020192018201720162015
TLDIX
Thornburg Ultra Short Income Fund
4.23%4.89%5.64%4.12%2.12%1.53%2.32%2.82%2.37%1.62%1.24%0.89%
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

TLDIX vs. THOIX - Drawdown Comparison

The maximum TLDIX drawdown since its inception was -3.43%, smaller than the maximum THOIX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for TLDIX and THOIX.


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Drawdown Indicators


TLDIXTHOIXDifference

Max Drawdown

Largest peak-to-trough decline

-3.43%

-64.58%

+61.15%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-11.47%

+11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-1.39%

-30.18%

+28.79%

Max Drawdown (10Y)

Largest decline over 10 years

-3.43%

-35.22%

+31.79%

Current Drawdown

Current decline from peak

0.00%

-8.62%

+8.62%

Average Drawdown

Average peak-to-trough decline

-0.17%

-11.56%

+11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.38%

-2.32%

Volatility

TLDIX vs. THOIX - Volatility Comparison

The current volatility for Thornburg Ultra Short Income Fund (TLDIX) is 0.19%, while Thornburg Global Opportunities Fund (THOIX) has a volatility of 3.66%. This indicates that TLDIX experiences smaller price fluctuations and is considered to be less risky 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


TLDIXTHOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

3.66%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

8.43%

-7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

14.22%

-12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.31%

16.38%

-15.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

17.50%

-16.23%