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TSSIX vs. TVAFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSSIX vs. TVAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Strategic Municipal Income Fund (TSSIX) and Thornburg Small/Mid Cap Core Fund (TVAFX). The values are adjusted to include any dividend payments, if applicable.

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TSSIX vs. TVAFX - 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%
TVAFX
Thornburg Small/Mid Cap Core Fund
0.18%-0.93%19.41%13.14%-19.55%13.45%11.84%28.88%-9.70%23.33%

Returns By Period

In the year-to-date period, TSSIX achieves a -0.52% return, which is significantly lower than TVAFX's 0.18% return. Over the past 10 years, TSSIX has underperformed TVAFX with an annualized return of 2.04%, while TVAFX has yielded a comparatively higher 7.89% 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%

TVAFX

1D
-1.30%
1M
-8.01%
YTD
0.18%
6M
-0.87%
1Y
12.11%
3Y*
10.12%
5Y*
2.82%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSSIX vs. TVAFX - Expense Ratio Comparison

TSSIX has a 0.59% expense ratio, which is lower than TVAFX's 1.31% expense ratio.


Return for Risk

TSSIX vs. TVAFX — 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

TVAFX
TVAFX Risk / Return Rank: 2222
Overall Rank
TVAFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TVAFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
TVAFX Omega Ratio Rank: 2222
Omega Ratio Rank
TVAFX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TVAFX Martin Ratio Rank: 2424
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. TVAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Municipal Income Fund (TSSIX) and Thornburg Small/Mid Cap Core Fund (TVAFX). 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.


TSSIXTVAFXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.54

+0.34

Sortino ratio

Return per unit of downside risk

1.24

0.91

+0.32

Omega ratio

Gain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratio

Return relative to maximum drawdown

1.01

0.68

+0.33

Martin ratio

Return relative to average drawdown

4.17

2.61

+1.56

TSSIX vs. TVAFX - Sharpe Ratio Comparison

The current TSSIX Sharpe Ratio is 0.88, which is higher than the TVAFX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TSSIX and TVAFX, 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


TSSIXTVAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.54

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.10

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.32

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.40

+0.90

Correlation

The correlation between TSSIX and TVAFX is -0.11. 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

TSSIX vs. TVAFX - Dividend Comparison

TSSIX's dividend yield for the trailing twelve months is around 4.11%, while TVAFX has not paid dividends to shareholders.


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%
TVAFX
Thornburg Small/Mid Cap Core Fund
0.00%0.00%0.00%0.00%0.05%36.39%0.00%0.35%0.47%0.53%0.34%0.00%

Drawdowns

TSSIX vs. TVAFX - Drawdown Comparison

The maximum TSSIX drawdown since its inception was -12.64%, smaller than the maximum TVAFX drawdown of -59.41%. Use the drawdown chart below to compare losses from any high point for TSSIX and TVAFX.


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Drawdown Indicators


TSSIXTVAFXDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-59.41%

+46.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-14.64%

+9.97%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-46.05%

+33.41%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-46.05%

+33.41%

Current Drawdown

Current decline from peak

-2.32%

-22.81%

+20.49%

Average Drawdown

Average peak-to-trough decline

-1.99%

-13.66%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.79%

-2.66%

Volatility

TSSIX vs. TVAFX - Volatility Comparison

The current volatility for Thornburg Strategic Municipal Income Fund (TSSIX) is 0.85%, while Thornburg Small/Mid Cap Core Fund (TVAFX) has a volatility of 6.11%. This indicates that TSSIX experiences smaller price fluctuations and is considered to be less risky than TVAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSSIXTVAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

6.11%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

12.76%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

22.76%

-17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

29.01%

-25.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

24.61%

-21.15%