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TSIIX vs. RFXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSIIX vs. RFXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Strategic Income Fund (TSIIX) and Rational Special Situations Income Fund (RFXIX). The values are adjusted to include any dividend payments, if applicable.

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TSIIX vs. RFXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSIIX
Thornburg Strategic Income Fund
-0.55%7.58%4.85%7.63%-6.44%2.80%8.27%2.39%
RFXIX
Rational Special Situations Income Fund
1.01%4.73%8.95%4.08%-0.85%5.30%2.84%1.91%

Returns By Period

In the year-to-date period, TSIIX achieves a -0.55% return, which is significantly lower than RFXIX's 1.01% return.


TSIIX

1D
0.26%
1M
-1.89%
YTD
-0.55%
6M
0.63%
1Y
4.50%
3Y*
5.52%
5Y*
2.97%
10Y*
4.41%

RFXIX

1D
0.12%
1M
-0.27%
YTD
1.01%
6M
2.55%
1Y
4.36%
3Y*
5.84%
5Y*
4.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSIIX vs. RFXIX - Expense Ratio Comparison

TSIIX has a 0.60% expense ratio, which is lower than RFXIX's 1.76% expense ratio.


Return for Risk

TSIIX vs. RFXIX — Risk / Return Rank

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

TSIIX
TSIIX Risk / Return Rank: 8585
Overall Rank
TSIIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TSIIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TSIIX Omega Ratio Rank: 7979
Omega Ratio Rank
TSIIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TSIIX Martin Ratio Rank: 8686
Martin Ratio Rank

RFXIX
RFXIX Risk / Return Rank: 9797
Overall Rank
RFXIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RFXIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RFXIX Omega Ratio Rank: 9797
Omega Ratio Rank
RFXIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RFXIX Martin Ratio Rank: 9797
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.

TSIIX vs. RFXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) and Rational Special Situations Income Fund (RFXIX). 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.


TSIIXRFXIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.77

-1.16

Sortino ratio

Return per unit of downside risk

2.42

3.92

-1.50

Omega ratio

Gain probability vs. loss probability

1.30

1.73

-0.43

Calmar ratio

Return relative to maximum drawdown

2.50

4.22

-1.72

Martin ratio

Return relative to average drawdown

8.95

15.72

-6.77

TSIIX vs. RFXIX - Sharpe Ratio Comparison

The current TSIIX Sharpe Ratio is 1.60, which is lower than the RFXIX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of TSIIX and RFXIX, 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


TSIIXRFXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.77

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

2.20

-1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

1.39

-0.01

Correlation

The correlation between TSIIX and RFXIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSIIX vs. RFXIX - Dividend Comparison

TSIIX's dividend yield for the trailing twelve months is around 4.52%, less than RFXIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
TSIIX
Thornburg Strategic Income Fund
4.52%4.99%5.10%4.50%3.49%4.17%3.70%3.82%3.40%3.59%3.43%4.51%
RFXIX
Rational Special Situations Income Fund
5.57%5.02%6.69%7.85%6.08%5.04%4.99%1.39%0.00%0.00%0.00%0.00%

Drawdowns

TSIIX vs. RFXIX - Drawdown Comparison

The maximum TSIIX drawdown since its inception was -21.98%, which is greater than RFXIX's maximum drawdown of -12.91%. Use the drawdown chart below to compare losses from any high point for TSIIX and RFXIX.


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Drawdown Indicators


TSIIXRFXIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.98%

-12.91%

-9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-0.94%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-9.40%

-4.93%

-4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-9.58%

Current Drawdown

Current decline from peak

-1.89%

-0.27%

-1.62%

Average Drawdown

Average peak-to-trough decline

-1.65%

-0.89%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.28%

+0.32%

Volatility

TSIIX vs. RFXIX - Volatility Comparison

Thornburg Strategic Income Fund (TSIIX) has a higher volatility of 1.01% compared to Rational Special Situations Income Fund (RFXIX) at 0.37%. This indicates that TSIIX's price experiences larger fluctuations and is considered to be riskier than RFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSIIXRFXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.37%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

0.88%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

1.56%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

1.95%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

2.98%

-0.05%