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TSIIX vs. TBWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSIIX vs. TBWIX - Performance Comparison

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

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TSIIX vs. TBWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSIIX
Thornburg Strategic Income Fund
-0.55%7.58%4.85%7.63%-6.44%2.80%8.27%7.92%0.70%6.48%
TBWIX
Thornburg Better World International Fund
-5.82%24.25%7.10%12.72%-18.02%20.88%26.67%24.57%-13.61%22.88%

Returns By Period

In the year-to-date period, TSIIX achieves a -0.55% return, which is significantly higher than TBWIX's -5.82% return. Over the past 10 years, TSIIX has underperformed TBWIX with an annualized return of 4.41%, while TBWIX has yielded a comparatively higher 9.71% annualized 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%

TBWIX

1D
-0.38%
1M
-12.01%
YTD
-5.82%
6M
-1.71%
1Y
12.25%
3Y*
9.44%
5Y*
5.10%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSIIX vs. TBWIX - Expense Ratio Comparison

TSIIX has a 0.60% expense ratio, which is lower than TBWIX's 1.21% expense ratio.


Return for Risk

TSIIX vs. TBWIX — 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

TBWIX
TBWIX Risk / Return Rank: 3131
Overall Rank
TBWIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TBWIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TBWIX Omega Ratio Rank: 3030
Omega Ratio Rank
TBWIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TBWIX Martin Ratio Rank: 3232
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. TBWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) and Thornburg Better World International Fund (TBWIX). 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.


TSIIXTBWIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.72

+0.88

Sortino ratio

Return per unit of downside risk

2.42

1.08

+1.35

Omega ratio

Gain probability vs. loss probability

1.30

1.15

+0.15

Calmar ratio

Return relative to maximum drawdown

2.50

0.86

+1.64

Martin ratio

Return relative to average drawdown

8.95

3.48

+5.48

TSIIX vs. TBWIX - Sharpe Ratio Comparison

The current TSIIX Sharpe Ratio is 1.60, which is higher than the TBWIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TSIIX and TBWIX, 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


TSIIXTBWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.72

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.29

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.58

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.58

+0.81

Correlation

The correlation between TSIIX and TBWIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSIIX vs. TBWIX - Dividend Comparison

TSIIX's dividend yield for the trailing twelve months is around 4.52%, more than TBWIX's 1.62% 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%
TBWIX
Thornburg Better World International Fund
1.62%1.53%1.40%1.55%0.87%15.10%0.40%1.17%10.14%3.53%5.99%0.00%

Drawdowns

TSIIX vs. TBWIX - Drawdown Comparison

The maximum TSIIX drawdown since its inception was -21.98%, smaller than the maximum TBWIX drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for TSIIX and TBWIX.


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Drawdown Indicators


TSIIXTBWIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.98%

-40.11%

+18.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-12.01%

+9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-9.40%

-40.11%

+30.71%

Max Drawdown (10Y)

Largest decline over 10 years

-9.58%

-40.11%

+30.53%

Current Drawdown

Current decline from peak

-1.89%

-12.01%

+10.12%

Average Drawdown

Average peak-to-trough decline

-1.65%

-10.32%

+8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

2.96%

-2.36%

Volatility

TSIIX vs. TBWIX - Volatility Comparison

The current volatility for Thornburg Strategic Income Fund (TSIIX) is 1.01%, while Thornburg Better World International Fund (TBWIX) has a volatility of 5.33%. This indicates that TSIIX experiences smaller price fluctuations and is considered to be less risky than TBWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSIIXTBWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

5.33%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

9.50%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

15.40%

-12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

17.55%

-14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

16.77%

-13.84%