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Thornburg Core Plus Bond Fund Class A THCAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THCAX | Replication |
|---|---|---|
| Annualized growth | 4.9% | 4.6% |
| Annualized volatility | 5.4% | 5.2% |
| Sharpe ratio | 0.91 | 0.88 |
| Maximum drawdown | 4.6% | 4.5% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model THCAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |