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Thornburg Investment Grade Bond Managed Account Fund Class SMA TIGMX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

TIGMX compared with its replication portfolio
MeasureTIGMXReplication
Annualized growth2.4%2.8%
Annualized volatility1.6%1.6%
Sharpe ratio1.501.77
Maximum drawdown0.9%1.0%
Replication fit (R²)0.54 · Tracking error 1.1%

Replication portfolio

The published portfolio below is the investable basket used to model TIGMX’s historical return behavior.

TIGMX replication basket weights
TickerBuilding blockWeight
VGSHFI · Short Gov56.1%
STIPFI · Short TIPS22.1%
VCSHFI · Short Corp16.5%
SPTLFI · Long Gov2.8%
USMVFactor · Min Vol2.5%