TIVRX: THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS R5 (MUTUAL FUND)
Basic Info 27.93 0.13(0.46%) May 22
Asset Class: | Foreign Large Growth |
MyPlanIQ Rating: | (94%) |
Start Date: | 02/03/2005 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 2.42% |
Expenses | 1.16% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/04/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | 11.8 | 16.6 | 1.8 | 9.6 | 6.7 | 7.5 | 5.9 | 16.0 | -16.8 | 7.6 | 22.6 | 29.0 | -19.9 | 25.4 | -2.5 | 6.8 | -5.6 | 15.6 | 15.7 | -13.1 | 14.1 | 31.9 | -42.7 | 16.8 | 21.4 | 17.0 |
Sharpe Ratio | NA | 3.73 | 1.41 | 0.0 | 0.44 | 0.36 | NA | 0.28 | 1.03 | -0.87 | 0.63 | 0.77 | 2.73 | -1.39 | 2.98 | -0.18 | 0.47 | -0.53 | 1.36 | 1.2 | -0.56 | 0.85 | 1.36 | -1.27 | 0.8 | 1.49 | 2.05 |
Draw Down(%) | NA | 3.7 | 10.7 | 33.7 | 33.7 | 33.7 | NA | 60.4 | 10.7 | 31.1 | 8.1 | 31.0 | 6.7 | 28.0 | 2.8 | 13.6 | 14.7 | 10.4 | 11.2 | 14.4 | 26.7 | 14.1 | 23.8 | 50.0 | 15.0 | 14.7 | 5.8 |
Standard Deviation(%) | NA | 8.5 | 10.4 | 15.1 | 18.1 | 15.8 | NA | 17.5 | 11.5 | 21.0 | 12.0 | 29.0 | 10.1 | 15.2 | 8.4 | 15.5 | 14.6 | 10.7 | 11.5 | 13.2 | 23.2 | 16.5 | 23.4 | 34.2 | 17.4 | 12.2 | 8.1 |
Treynor Ratio | NA | 0.75 | 0.3 | 0.0 | 0.13 | 0.08 | NA | 0.07 | 0.23 | -0.34 | 0.24 | 0.26 | 0.48 | -0.29 | 0.36 | -0.03 | 0.08 | -0.08 | 0.21 | 0.22 | -0.17 | 0.2 | 0.41 | -0.59 | 0.2 | 0.26 | 0.29 |
Alpha | NA | 0.07 | 0.04 | 0.01 | 0.01 | 0.0 | NA | 0.0 | 0.02 | -0.01 | 0.01 | -0.08 | 0.04 | -0.05 | -0.01 | -0.02 | 0.03 | -0.01 | 0.0 | 0.01 | -0.01 | 0.01 | 0.0 | -0.05 | 0.02 | 0.01 | 0.03 |
Beta | NA | 0.42 | 0.49 | 0.54 | 0.63 | 0.67 | NA | 0.71 | 0.51 | 0.54 | 0.31 | 0.86 | 0.58 | 0.72 | 0.69 | 0.78 | 0.82 | 0.74 | 0.75 | 0.72 | 0.77 | 0.71 | 0.77 | 0.74 | 0.7 | 0.7 | 0.57 |
RSquared | NA | 0.6 | 0.6 | 0.71 | 0.73 | 0.74 | NA | 0.8 | 0.61 | 0.76 | 0.41 | 0.85 | 0.68 | 0.77 | 0.56 | 0.79 | 0.82 | 0.75 | 0.77 | 0.88 | 0.9 | 0.88 | 0.92 | 0.91 | 0.62 | 0.73 | 0.55 |
Yield(%) | N/A | 0.0 | 2.4 | 5.1 | 6.3 | 6.5 | 6.8 | N/A | 2.6 | 1.6 | 13.3 | 3.6 | 7.8 | 1.3 | 18.1 | 1.9 | 16.6 | 9.2 | 1.2 | 1.3 | 1.2 | 1.0 | 1.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 33.7 | 77.3 | -42.2 | N/A | N/A | N/A | 33.7 | -88.5 | 343.2 | -43.8 | 354.8 | -92.1 | 854.8 | -90.2 | 57.0 | 714.8 | 8.2 | -7.0 | 35.5 | 12.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/04/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Growth Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Growth
Best Mutual Funds
- PRITX (T. ROWE PRICE INTERNATIONAL STOCK FUND T. ROWE PRICE INTERNATIONAL STOCK FUND) (100%)
- AIGIX (ALGER INTERNATIONAL GROWTH FUND ALGER INTERNATIONAL GROWTH FUND CLASS I) (97%)
- JIGFX (JANUS OVERSEAS FUND CLASS I) (97%)
- JAIGX (OVERSEAS PORTFOLIO INSTITUTIONAL SHARES) (96%)
- TGVIX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS I) (94%)
- AIEVX (INVESCO INTERNATIONAL GROWTH FUND CLASS R5) (93%)
- OIGYX (Oppenheimer International Growth Y) (92%)
- MQGIX (MFS INTERNATIONAL GROWTH FUND I) (92%)
- CIGIX (CALAMOS INTERNATIONAL GROWTH FUND CLASS I) (91%)
- MIEDX (MASSMUTUAL PREMIER INTERNATIONAL EQUITY FUND CLASS R5) (90%)
Best ETFs
- DNL (WisdomTree Global ex-U.S. Quality Dividend Growth Fund) 0.70% (99%)
- EFG (iShares MSCI EAFE Growth ETF) 0.86% (99%)
- PIZ (Invesco DWA Developed Markets Momentum ETF) 0.71% (98%)
- AADR (AdvisorShares Dorsey Wright ADR ETF) 2.39% (24%)