Summary
TXUG
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 6.33% Volatility 19.33% Sharpe -0.07
Official loaded data — not a live quote.

THORNBURG INTERNATIONAL GROWTH ETF

Symbol: TXUG

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Growth

Inception date: 22/01/2025

Latest date: 21/07/2026

Current price: $27.21

Expense ratio: 0.70%

Assets under management
$4.4M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.40%

Ann. -44.50% (Sharpe / Sortino numerator)

Volatility

29.73%

Sharpe ratio

-1.619

VaR 95%

-2.90%

CVaR 95%: -3.21%
Max drawdown: -8.67%
Sortino ratio: -2.925
Calmar ratio: -5.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.78%

Ann. -12.98% (Sharpe / Sortino numerator)

Volatility

22.50%

Sharpe ratio

-0.739

VaR 95%

-2.29%

CVaR 95%: -2.79%
Max drawdown: -12.70%
Sortino ratio: -1.216
Calmar ratio: -1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.81%

Ann. -14.23% (Sharpe / Sortino numerator)

Volatility

18.43%

Sharpe ratio

-0.969

VaR 95%

-2.06%

CVaR 95%: -2.55%
Max drawdown: -12.70%
Sortino ratio: -1.459
Calmar ratio: -1.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.33%

Ann. 2.34% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

-0.067

VaR 95%

-1.64%

CVaR 95%: -2.66%
Max drawdown: -12.93%
Sortino ratio: -0.095
Calmar ratio: 0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

4.354%

08/04/2026
Worst day

-3.414%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $27.21 $27.21 $27.21 $27.21 100
20/07/2026 $26.65 $26.65 $26.65 $26.65 100
17/07/2026 $26.71 $26.71 $26.71 $26.71 100
16/07/2026 $27.01 $27.01 $27.01 $27.01 100
15/07/2026 $27.31 $27.31 $27.31 $27.31 100
14/07/2026 $27.40 $27.40 $27.40 $27.40 100
13/07/2026 $27.16 $27.16 $27.16 $27.16 100
10/07/2026 $27.50 $27.50 $27.50 $27.50 100
09/07/2026 $27.40 $27.40 $27.40 $27.40 100
08/07/2026 $27.14 $27.14 $27.14 $27.14 100