IIIIX vs. TBGVX
Compare and contrast key facts about Voya International Index Portfolio (IIIIX) and Tweedy, Browne International Value Fund (TBGVX).
IIIIX is managed by Voya. It was launched on Mar 10, 2008. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
IIIIX vs. TBGVX - Performance Comparison
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IIIIX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIIIX Voya International Index Portfolio | -2.04% | 30.88% | 3.03% | 17.70% | -14.60% | 10.83% | 7.87% | 21.37% | -13.73% | 24.91% |
TBGVX Tweedy, Browne International Value Fund | 1.63% | 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, IIIIX achieves a -2.04% return, which is significantly lower than TBGVX's 1.63% return. Over the past 10 years, IIIIX has outperformed TBGVX with an annualized return of 8.11%, while TBGVX has yielded a comparatively lower 7.51% annualized return.
IIIIX
- 1D
- 0.43%
- 1M
- -11.07%
- YTD
- -2.04%
- 6M
- 2.36%
- 1Y
- 18.70%
- 3Y*
- 12.75%
- 5Y*
- 7.32%
- 10Y*
- 8.11%
TBGVX
- 1D
- 0.42%
- 1M
- -9.08%
- YTD
- 1.63%
- 6M
- 5.97%
- 1Y
- 17.25%
- 3Y*
- 10.81%
- 5Y*
- 7.68%
- 10Y*
- 7.51%
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IIIIX vs. TBGVX - Expense Ratio Comparison
IIIIX has a 0.45% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
IIIIX vs. TBGVX — Risk / Return Rank
IIIIX
TBGVX
IIIIX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International Index Portfolio (IIIIX) 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.
| IIIIX | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.33 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.80 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.45 | -0.23 |
Martin ratioReturn relative to average drawdown | 5.09 | 5.70 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IIIIX | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.33 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.70 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.60 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.73 | -0.50 |
Correlation
The correlation between IIIIX 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.
Dividends
IIIIX vs. TBGVX - Dividend Comparison
IIIIX's dividend yield for the trailing twelve months is around 2.27%, less than TBGVX's 11.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIIIX Voya International Index Portfolio | 2.27% | 2.22% | 2.94% | 4.82% | 3.64% | 2.02% | 2.43% | 2.90% | 3.21% | 2.21% | 3.12% | 3.29% |
TBGVX Tweedy, Browne International Value Fund | 11.92% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Drawdowns
IIIIX vs. TBGVX - Drawdown Comparison
The maximum IIIIX drawdown since its inception was -58.10%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for IIIIX and TBGVX.
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Drawdown Indicators
| IIIIX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.10% | -50.97% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -9.56% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.79% | -17.71% | -12.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.34% | -31.18% | -3.16% |
Current DrawdownCurrent decline from peak | -11.07% | -9.08% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -6.09% | -6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.69% | +0.58% |
Volatility
IIIIX vs. TBGVX - Volatility Comparison
Voya International Index Portfolio (IIIIX) has a higher volatility of 7.26% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.15%. This indicates that IIIIX'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
| IIIIX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 4.15% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 7.19% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 12.26% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 11.01% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 12.64% | +4.28% |