PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) Sharpe Ratio: 1.29

Mutual Fund · Currency in USD · Last updated Jul 17, 2026

The fund invests primarily in foreign equity securities that the adviser believes are undervalued but may invest in U.S. securities to a limited extent. The Adviser seeks to construct a diversified portfolio of stocks from a variety of industries and countries. The fund invests primarily in equity securities of foreign issuers, but also invests on a more limited basis in U.S. equity securities when opportunities appear attractive.

TBCUX's Sharpe Ratio of 1.29 indicates that for each unit of volatility, it generates 1.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

TBCUX Sharpe Ratio Rank

TBCUX Sharpe Ratio Rank: 30.731
Below Average

TBCUX ranks above 30.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

TBCUX Sharpe Ratio Market Positioning

The chart shows TBCUX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.03
  • Green zone (top 25%): 2.03 or higher
  • Top 1%: 3.94+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Tweedy, Browne International Value Fund II - Currency Unhedged's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how TBCUX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GTMIXGMO Tax-Managed International Equities Fund3.08
SAHMXSA International Value Fund3.04
SWRLXTouchstone International Equity Fund2.95
PTSIXPIMCO RAE PLUS International Fund2.76
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.66
GTCIXGlenmede Quantitative International Equity Portfolio2.64
THOIXThornburg Global Opportunities Fund2.63
GIOTXGMO International Developed Equity Allocation Fund2.61
SIDNXHartford Schroders International Multi-Cap Value Fund2.58
DFVIXDFA International Value III Portfolio2.54
TBCUXTweedy, Browne International Value Fund II - Currency Unhedged1.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TBCUX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TBCUX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does TBCUX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio