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TSSIX vs. TBWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSSIX vs. TBWIX - Performance Comparison

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

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TSSIX vs. TBWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSSIX
Thornburg Strategic Municipal Income Fund
-0.52%5.62%3.77%5.51%-8.30%1.50%4.03%5.99%1.04%4.21%
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, TSSIX achieves a -0.52% return, which is significantly higher than TBWIX's -5.82% return. Over the past 10 years, TSSIX has underperformed TBWIX with an annualized return of 2.04%, while TBWIX has yielded a comparatively higher 9.71% annualized return.


TSSIX

1D
0.14%
1M
-2.32%
YTD
-0.52%
6M
0.57%
1Y
3.66%
3Y*
4.01%
5Y*
1.35%
10Y*
2.04%

TBWIX

1D
-0.38%
1M
-9.68%
YTD
-5.82%
6M
-1.98%
1Y
11.95%
3Y*
9.44%
5Y*
5.10%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSSIX vs. TBWIX - Expense Ratio Comparison

TSSIX has a 0.59% expense ratio, which is lower than TBWIX's 1.21% expense ratio.


Return for Risk

TSSIX vs. TBWIX — Risk / Return Rank

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

TSSIX
TSSIX Risk / Return Rank: 4747
Overall Rank
TSSIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TSSIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
TSSIX Omega Ratio Rank: 7777
Omega Ratio Rank
TSSIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TSSIX Martin Ratio Rank: 4040
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.

TSSIX vs. TBWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Municipal Income Fund (TSSIX) 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.


TSSIXTBWIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.72

+0.15

Sortino ratio

Return per unit of downside risk

1.24

1.08

+0.16

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

1.01

0.86

+0.15

Martin ratio

Return relative to average drawdown

4.17

3.48

+0.69

TSSIX vs. TBWIX - Sharpe Ratio Comparison

The current TSSIX Sharpe Ratio is 0.88, which is comparable to the TBWIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TSSIX 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


TSSIXTBWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.72

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.29

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.58

+0.72

Correlation

The correlation between TSSIX and TBWIX is 0.05, 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

TSSIX vs. TBWIX - Dividend Comparison

TSSIX's dividend yield for the trailing twelve months is around 4.11%, more than TBWIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
TSSIX
Thornburg Strategic Municipal Income Fund
4.11%5.27%4.42%2.86%2.48%2.08%2.61%2.95%2.76%2.65%2.40%2.63%
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

TSSIX vs. TBWIX - Drawdown Comparison

The maximum TSSIX drawdown since its inception was -12.64%, smaller than the maximum TBWIX drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for TSSIX and TBWIX.


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Drawdown Indicators


TSSIXTBWIXDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-40.11%

+27.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-12.01%

+7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-40.11%

+27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-40.11%

+27.47%

Current Drawdown

Current decline from peak

-2.32%

-12.01%

+9.69%

Average Drawdown

Average peak-to-trough decline

-1.99%

-10.32%

+8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.96%

-1.83%

Volatility

TSSIX vs. TBWIX - Volatility Comparison

The current volatility for Thornburg Strategic Municipal Income Fund (TSSIX) is 0.85%, while Thornburg Better World International Fund (TBWIX) has a volatility of 5.33%. This indicates that TSSIX 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


TSSIXTBWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

5.33%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

9.50%

-7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

15.40%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

17.55%

-13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

16.77%

-13.31%