PortfoliosLab logoPortfoliosLab logo
ISIN
US9011652099
CUSIP
901165209
Inception Date
Dec 7, 1993
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

TWEBX Performance Chart

Tweedy, Browne Value Fund (TWEBX) is up 10.6% since the beginning of the year. TWEBX is currently trading at $22 per share. Investors who bought $1,000 worth of TWEBX shares 5 years ago would now be looking at an investment worth $1,530.


Loading charts...

S&P 500 Index

Returns By Period

Tweedy, Browne Value Fund (TWEBX) has returned 10.61% so far this year and 22.68% over the past 12 months. Over the last ten years, TWEBX has returned 8.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Tweedy, Browne Value Fund

1D
0.23%
1M
0.69%
YTD
10.61%
6M
10.50%
1Y
22.68%
3Y*
12.78%
5Y*
8.88%
10Y*
8.60%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWEBX Monthly Returns History

Based on dividend-adjusted daily data since Dec 8, 1993, TWEBX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Aug 1998 at -14.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TWEBX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.92%6.05%-6.89%3.38%3.41%-0.14%10.61%
20254.58%1.65%0.00%-0.56%3.93%1.68%-1.12%2.37%2.57%0.46%2.65%1.65%21.59%
20240.27%1.13%4.05%-1.69%3.12%-2.17%2.99%0.85%-1.04%-3.06%0.26%-3.10%1.30%
20236.18%-1.36%0.61%2.52%-3.21%4.14%3.34%-1.54%-2.76%-3.00%5.97%4.03%15.21%
2022-0.15%-2.72%0.58%-3.66%1.74%-6.14%2.79%-3.77%-6.16%6.50%7.94%-1.62%-5.65%
2021-1.00%3.79%4.84%3.78%2.36%-0.65%-0.19%0.88%-3.32%4.01%-4.91%6.16%16.20%

Benchmark Metrics

Tweedy, Browne Value Fund has an annualized alpha of 1.82%, beta of 0.65, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 08, 1993.

  • This fund participated in 73.59% of S&P 500 Index downside but only 71.85% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.65 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.82%
Beta
0.65
0.78
Upside Capture
71.85%
Downside Capture
73.59%

Expense Ratio

TWEBX has a high expense ratio of 1.40%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TWEBX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TWEBX Risk / Return Rank: 6161
Overall Rank
TWEBX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TWEBX Sortino Ratio Rank: 7474
Sortino Ratio Rank
TWEBX Omega Ratio Rank: 7171
Omega Ratio Rank
TWEBX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TWEBX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TWEBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

2.45

2.78

-0.33

Martin ratioReturn relative to average drawdown

8.49

12.44

-3.95

Dividends

Dividend History

Tweedy, Browne Value Fund provided a 3.46% dividend yield over the last twelve months, with an annual payout of $0.75 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.75$0.75$1.99$1.38$1.13$2.38$0.38$1.08$4.36$0.19$0.92$0.86

Dividend yield

3.46%3.83%11.81%7.47%6.52%12.18%2.02%5.49%24.34%0.78%4.42%4.36%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.99$1.99
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38$1.38
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.38$2.38

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Tweedy, Browne Value Fund. 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 Value Fund was 45.77%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.

The current Tweedy, Browne Value Fund drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-45.77%Mar 2009
1y 7mo1y 10mo
3y 6moJul 2007 - Jan 2011
COVID crash2020
-32.88%Mar 2020
2mo 2d10mo 23d
1y 20dJan 2020 - Feb 2021
Dot-com crash2000–2002
-29.19%Oct 2002
1y 3mo1y 2mo
2y 6moJul 2001 - Jan 2004
1998 bear market1998
-23.33%Oct 1998
2mo 20d7mo 1d
9mo 21dJul 1998 - May 1999
Dot-com crash2000–2002
-22.48%Mar 2000
7mo 23d9mo 2d
1y 4moJul 1999 - Dec 2000

Drawdown Indicators


TWEBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.77%

-56.78%

+11.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-9.10%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-18.90%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-25.43%

+6.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.88%

-33.92%

+1.04%

Current Drawdown

Current decline from peak

-0.59%

-1.80%

+1.21%

Average Drawdown

Average peak-to-trough decline

-5.68%

-10.71%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.03%

+0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with TWEBX

Add Tweedy, Browne Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TWEBX