Correlation
The correlation between DODWX and TBGVX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DODWX vs. TBGVX
Compare and contrast key facts about Dodge & Cox Global Stock Fund Class I (DODWX) and Tweedy, Browne International Value Fund (TBGVX).
DODWX is a passively managed fund by Dodge & Cox that tracks the performance of the MSCI All Country World Index. It was launched on May 1, 2008. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DODWX or TBGVX.
Performance
DODWX vs. TBGVX - Performance Comparison
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Key characteristics
DODWX:
-0.13
TBGVX:
0.72
DODWX:
-0.07
TBGVX:
0.97
DODWX:
0.99
TBGVX:
1.14
DODWX:
-0.14
TBGVX:
0.73
DODWX:
-0.34
TBGVX:
2.27
DODWX:
9.58%
TBGVX:
3.70%
DODWX:
20.05%
TBGVX:
12.70%
DODWX:
-62.73%
TBGVX:
-50.97%
DODWX:
-9.30%
TBGVX:
0.00%
Returns By Period
In the year-to-date period, DODWX achieves a 10.58% return, which is significantly lower than TBGVX's 14.05% return. Over the past 10 years, DODWX has outperformed TBGVX with an annualized return of 7.32%, while TBGVX has yielded a comparatively lower 5.55% annualized return.
DODWX
10.58%
4.84%
-6.56%
-3.70%
5.16%
13.42%
7.32%
TBGVX
14.05%
4.78%
12.24%
7.77%
8.56%
10.36%
5.55%
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DODWX vs. TBGVX - Expense Ratio Comparison
DODWX has a 0.62% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Risk-Adjusted Performance
DODWX vs. TBGVX — Risk-Adjusted Performance Rank
DODWX
TBGVX
DODWX vs. TBGVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Global Stock Fund Class I (DODWX) 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.
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Dividends
DODWX vs. TBGVX - Dividend Comparison
DODWX's dividend yield for the trailing twelve months is around 1.89%, less than TBGVX's 8.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODWX Dodge & Cox Global Stock Fund Class I | 1.89% | 2.09% | 1.62% | 7.73% | 10.76% | 1.31% | 7.41% | 9.78% | 4.37% | 2.86% | 3.95% | 3.80% |
TBGVX Tweedy, Browne International Value Fund | 8.72% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.45% | 3.16% | 4.94% | 3.79% |
Drawdowns
DODWX vs. TBGVX - Drawdown Comparison
The maximum DODWX drawdown since its inception was -62.73%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for DODWX and TBGVX.
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Volatility
DODWX vs. TBGVX - Volatility Comparison
Dodge & Cox Global Stock Fund Class I (DODWX) has a higher volatility of 3.46% compared to Tweedy, Browne International Value Fund (TBGVX) at 2.07%. This indicates that DODWX'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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