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Tweedy, Browne International Value Fund II - Curre...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9011654079

CUSIP

901165407

Issuer

Tweedy, Browne

Inception Date

Oct 25, 2009

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TBCUX vs. DSEFX
Popular comparisons:
TBCUX vs. DSEFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tweedy, Browne International Value Fund II - Currency Unhedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-5.89%
12.32%
TBCUX (Tweedy, Browne International Value Fund II - Currency Unhedged)
Benchmark (^GSPC)

Returns By Period

Tweedy, Browne International Value Fund II - Currency Unhedged had a return of -0.41% year-to-date (YTD) and 4.11% in the last 12 months. Over the past 10 years, Tweedy, Browne International Value Fund II - Currency Unhedged had an annualized return of 3.04%, while the S&P 500 had an annualized return of 11.13%, indicating that Tweedy, Browne International Value Fund II - Currency Unhedged did not perform as well as the benchmark.


TBCUX

YTD

-0.41%

1M

-4.99%

6M

-6.62%

1Y

4.11%

5Y (annualized)

3.31%

10Y (annualized)

3.04%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of TBCUX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.24%1.00%2.86%-1.36%4.14%-2.93%3.41%1.71%-0.38%-5.43%-0.41%
20237.03%-2.74%2.25%2.38%-5.25%3.84%3.76%-2.69%-3.49%-3.18%7.14%3.97%12.70%
2022-0.88%-2.96%-0.37%-4.41%1.73%-7.00%2.10%-4.45%-7.37%5.55%10.87%0.18%-8.18%
2021-0.77%2.86%2.84%3.68%2.78%-1.61%-0.70%0.77%-3.68%3.64%-6.44%7.71%10.77%
2020-3.57%-8.40%-15.67%7.02%1.68%2.68%1.69%3.92%-3.55%-3.16%16.30%4.65%-0.02%
20195.18%1.89%-0.07%3.91%-5.74%6.29%-3.37%-2.50%2.43%2.24%0.39%2.95%13.68%
20184.77%-2.85%-2.38%3.33%-3.04%-0.83%2.26%-0.50%0.76%-7.11%1.08%-4.24%-9.00%
20172.22%2.24%3.15%1.49%4.12%-0.60%2.57%-1.32%2.07%1.11%1.68%1.12%21.61%
2016-5.24%-0.89%5.66%2.41%-0.30%-1.29%1.46%0.46%1.21%-2.32%-1.76%3.37%2.33%
2015-1.15%3.42%-1.48%4.21%-1.51%-2.57%0.93%-4.59%-3.56%4.84%-1.76%-1.78%-5.38%
2014-3.66%4.71%0.07%1.81%1.32%0.26%-2.20%0.86%-3.02%-2.71%0.98%-2.65%-4.50%
20134.25%-0.08%1.46%2.88%-0.88%-2.53%4.58%-1.10%4.87%2.96%0.61%1.37%19.66%

Expense Ratio

TBCUX has a high expense ratio of 1.39%, indicating higher-than-average management fees.


Expense ratio chart for TBCUX: current value at 1.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TBCUX is 7, indicating that it is in the bottom 7% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TBCUX is 77
Combined Rank
The Sharpe Ratio Rank of TBCUX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TBCUX is 44
Sortino Ratio Rank
The Omega Ratio Rank of TBCUX is 44
Omega Ratio Rank
The Calmar Ratio Rank of TBCUX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TBCUX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TBCUX, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.005.000.402.46
The chart of Sortino ratio for TBCUX, currently valued at 0.61, compared to the broader market0.005.0010.000.613.31
The chart of Omega ratio for TBCUX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.46
The chart of Calmar ratio for TBCUX, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.0025.000.473.55
The chart of Martin ratio for TBCUX, currently valued at 1.53, compared to the broader market0.0020.0040.0060.0080.00100.001.5315.76
TBCUX
^GSPC

The current Tweedy, Browne International Value Fund II - Currency Unhedged Sharpe ratio is 0.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Tweedy, Browne International Value Fund II - Currency Unhedged with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.40
2.46
TBCUX (Tweedy, Browne International Value Fund II - Currency Unhedged)
Benchmark (^GSPC)

Dividends

Dividend History

Tweedy, Browne International Value Fund II - Currency Unhedged provided a 1.77% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 3 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.30$0.26$0.18$0.10$0.23$0.19$0.19$0.20$0.19$0.19$0.15

Dividend yield

1.77%1.76%1.69%1.03%0.67%1.48%1.38%1.23%1.54%1.48%1.34%1.01%

Monthly Dividends

The table displays the monthly dividend distributions for Tweedy, Browne International Value Fund II - Currency Unhedged. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2013$0.15$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.78%
-1.40%
TBCUX (Tweedy, Browne International Value Fund II - Currency Unhedged)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Tweedy, Browne International Value Fund II - Currency Unhedged. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Tweedy, Browne International Value Fund II - Currency Unhedged was 35.99%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current Tweedy, Browne International Value Fund II - Currency Unhedged drawdown is 8.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.99%Jan 26, 2018542Mar 23, 2020201Jan 7, 2021743
-24.06%Jan 18, 2022174Sep 26, 2022314Dec 26, 2023488
-22.53%Jul 7, 2014405Feb 11, 2016324May 25, 2017729
-17.05%May 3, 2011100Sep 22, 2011245Sep 13, 2012345
-11.58%Apr 16, 201028May 25, 201081Sep 20, 2010109

Volatility

Volatility Chart

The current Tweedy, Browne International Value Fund II - Currency Unhedged volatility is 3.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
4.07%
TBCUX (Tweedy, Browne International Value Fund II - Currency Unhedged)
Benchmark (^GSPC)