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BUFIX vs. TBGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFIX vs. TBGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo International Fund (BUFIX) and Tweedy, Browne International Value Fund (TBGVX). The values are adjusted to include any dividend payments, if applicable.

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BUFIX vs. TBGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFIX
Buffalo International Fund
-1.97%17.09%-1.90%18.33%-21.80%18.20%19.10%28.01%-8.85%29.33%
TBGVX
Tweedy, Browne International Value Fund
3.44%23.86%2.47%12.48%-7.52%15.62%-1.00%14.64%-6.72%15.03%

Returns By Period

In the year-to-date period, BUFIX achieves a -1.97% return, which is significantly lower than TBGVX's 3.44% return. Over the past 10 years, BUFIX has outperformed TBGVX with an annualized return of 8.48%, while TBGVX has yielded a comparatively lower 7.70% annualized return.


BUFIX

1D
2.99%
1M
-8.69%
YTD
-1.97%
6M
-1.97%
1Y
9.22%
3Y*
5.80%
5Y*
3.44%
10Y*
8.48%

TBGVX

1D
1.78%
1M
-6.84%
YTD
3.44%
6M
7.64%
1Y
19.21%
3Y*
11.46%
5Y*
7.94%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFIX vs. TBGVX - Expense Ratio Comparison

BUFIX has a 1.03% expense ratio, which is lower than TBGVX's 1.40% expense ratio.


Return for Risk

BUFIX vs. TBGVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFIX
BUFIX Risk / Return Rank: 1717
Overall Rank
BUFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BUFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BUFIX Omega Ratio Rank: 1616
Omega Ratio Rank
BUFIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BUFIX Martin Ratio Rank: 1919
Martin Ratio Rank

TBGVX
TBGVX Risk / Return Rank: 7777
Overall Rank
TBGVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TBGVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TBGVX Omega Ratio Rank: 8282
Omega Ratio Rank
TBGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TBGVX Martin Ratio Rank: 6767
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.

BUFIX vs. TBGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo International Fund (BUFIX) and Tweedy, Browne International Value Fund (TBGVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BUFIXTBGVXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.58

-1.07

Sortino ratio

Return per unit of downside risk

0.83

2.13

-1.30

Omega ratio

Gain probability vs. loss probability

1.11

1.34

-0.22

Calmar ratio

Return relative to maximum drawdown

0.62

1.74

-1.12

Martin ratio

Return relative to average drawdown

2.20

6.58

-4.38

BUFIX vs. TBGVX - Sharpe Ratio Comparison

The current BUFIX Sharpe Ratio is 0.51, which is lower than the TBGVX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BUFIX and TBGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUFIXTBGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.58

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.72

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.61

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.73

-0.45

Correlation

The correlation between BUFIX and TBGVX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUFIX vs. TBGVX - Dividend Comparison

BUFIX's dividend yield for the trailing twelve months is around 0.87%, less than TBGVX's 11.71% yield.


TTM20252024202320222021202020192018201720162015
BUFIX
Buffalo International Fund
0.87%0.85%0.84%0.59%1.85%1.20%0.28%0.57%2.42%0.36%0.00%0.51%
TBGVX
Tweedy, Browne International Value Fund
11.71%12.11%9.95%4.55%5.68%8.89%0.94%1.88%6.74%1.10%3.16%4.94%

Drawdowns

BUFIX vs. TBGVX - Drawdown Comparison

The maximum BUFIX drawdown since its inception was -55.09%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for BUFIX and TBGVX.


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Drawdown Indicators


BUFIXTBGVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.09%

-50.97%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-9.56%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.93%

-17.71%

-17.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-31.18%

-3.75%

Current Drawdown

Current decline from peak

-10.16%

-7.46%

-2.70%

Average Drawdown

Average peak-to-trough decline

-9.24%

-6.09%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.66%

+0.94%

Volatility

BUFIX vs. TBGVX - Volatility Comparison

Buffalo International Fund (BUFIX) has a higher volatility of 8.50% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that BUFIX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFIXTBGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

4.70%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

7.39%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

12.36%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

11.03%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

12.64%

+4.66%