TSIIX vs. THOIX
Compare and contrast key facts about Thornburg Strategic Income Fund (TSIIX) and Thornburg Global Opportunities Fund (THOIX).
TSIIX is managed by Thornburg. It was launched on Dec 18, 2007. THOIX is managed by Thornburg. It was launched on Jul 28, 2006.
Performance
TSIIX vs. THOIX - Performance Comparison
Loading graphics...
TSIIX vs. THOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, TSIIX achieves a -0.55% return, which is significantly lower than THOIX's 1.01% return. Over the past 10 years, TSIIX has underperformed THOIX with an annualized return of 4.41%, while THOIX has yielded a comparatively higher 12.13% 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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSIIX vs. THOIX - Expense Ratio Comparison
TSIIX has a 0.60% expense ratio, which is lower than THOIX's 0.99% expense ratio.
Return for Risk
TSIIX vs. THOIX — Risk / Return Rank
TSIIX
THOIX
TSIIX vs. THOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) 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.
| TSIIX | THOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 2.27 | -0.67 |
Sortino ratioReturn per unit of downside risk | 2.42 | 2.95 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.62 | -0.12 |
Martin ratioReturn relative to average drawdown | 8.95 | 12.75 | -3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TSIIX | THOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.27 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.77 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | 0.70 | +0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 0.53 | +0.86 |
Correlation
The correlation between TSIIX and THOIX is 0.28, 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. THOIX - Dividend Comparison
TSIIX's dividend yield for the trailing twelve months is around 4.52%, less than THOIX's 6.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
TSIIX vs. THOIX - Drawdown Comparison
The maximum TSIIX drawdown since its inception was -21.98%, smaller than the maximum THOIX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for TSIIX and THOIX.
Loading graphics...
Drawdown Indicators
| TSIIX | THOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.98% | -64.58% | +42.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.14% | -11.47% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -9.40% | -30.18% | +20.78% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -35.22% | +25.64% |
Current DrawdownCurrent decline from peak | -1.89% | -8.62% | +6.73% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -11.56% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 2.38% | -1.78% |
Volatility
TSIIX vs. THOIX - Volatility Comparison
The current volatility for Thornburg Strategic Income Fund (TSIIX) is 1.01%, while Thornburg Global Opportunities Fund (THOIX) has a volatility of 3.66%. This indicates that TSIIX 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.
Loading graphics...
Volatility by Period
| TSIIX | THOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 3.66% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.83% | 8.43% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 14.22% | -11.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 16.38% | -13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.93% | 17.50% | -14.57% |