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DODWX vs. TBGVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DODWX and TBGVX is 0.77, 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.


-0.50.00.51.00.8

Performance

DODWX vs. TBGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dodge & Cox Global Stock Fund Class I (DODWX) and Tweedy, Browne International Value Fund (TBGVX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
74.21%
109.87%
DODWX
TBGVX

Key characteristics

Sharpe Ratio

DODWX:

-0.44

TBGVX:

-0.50

Sortino Ratio

DODWX:

-0.39

TBGVX:

-0.51

Omega Ratio

DODWX:

0.91

TBGVX:

0.90

Calmar Ratio

DODWX:

-0.39

TBGVX:

-0.42

Martin Ratio

DODWX:

-2.04

TBGVX:

-1.64

Ulcer Index

DODWX:

3.86%

TBGVX:

3.97%

Daily Std Dev

DODWX:

18.09%

TBGVX:

12.96%

Max Drawdown

DODWX:

-62.73%

TBGVX:

-50.97%

Current Drawdown

DODWX:

-18.92%

TBGVX:

-14.78%

Returns By Period

In the year-to-date period, DODWX achieves a -7.51% return, which is significantly lower than TBGVX's -6.62% return. Over the past 10 years, DODWX has underperformed TBGVX with an annualized return of 2.98%, while TBGVX has yielded a comparatively higher 3.65% annualized return.


DODWX

YTD

-7.51%

1M

-16.31%

6M

-12.16%

1Y

-7.69%

5Y*

2.87%

10Y*

2.98%

TBGVX

YTD

-6.62%

1M

-10.04%

6M

-11.68%

1Y

-6.68%

5Y*

2.04%

10Y*

3.65%

*Annualized

Compare stocks, funds, or ETFs

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


DODWX vs. TBGVX - Expense Ratio Comparison

DODWX has a 0.62% expense ratio, which is lower than TBGVX's 1.40% expense ratio.


TBGVX
Tweedy, Browne International Value Fund
Expense ratio chart for TBGVX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%
Expense ratio chart for DODWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DODWX, currently valued at -0.44, compared to the broader market-1.000.001.002.003.00-0.44-0.50
The chart of Sortino ratio for DODWX, currently valued at -0.39, compared to the broader market-2.000.002.004.006.008.00-0.39-0.51
The chart of Omega ratio for DODWX, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.910.90
The chart of Calmar ratio for DODWX, currently valued at -0.39, compared to the broader market0.002.004.006.008.0010.0012.00-0.39-0.42
The chart of Martin ratio for DODWX, currently valued at -2.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-2.04-1.64
DODWX
TBGVX

The current DODWX Sharpe Ratio is -0.44, which is comparable to the TBGVX Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of DODWX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
-0.50
DODWX
TBGVX

Dividends

DODWX vs. TBGVX - Dividend Comparison

Neither DODWX nor TBGVX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DODWX
Dodge & Cox Global Stock Fund Class I
0.00%1.62%1.69%1.89%1.31%2.67%2.30%0.96%1.18%1.78%1.30%1.42%
TBGVX
Tweedy, Browne International Value Fund
0.00%1.69%1.56%1.41%0.94%1.59%1.57%1.10%1.17%0.86%1.27%1.20%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.92%
-14.78%
DODWX
TBGVX

Volatility

DODWX vs. TBGVX - Volatility Comparison

Dodge & Cox Global Stock Fund Class I (DODWX) has a higher volatility of 15.87% compared to Tweedy, Browne International Value Fund (TBGVX) at 9.88%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.87%
9.88%
DODWX
TBGVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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