LMGEX vs. TBGVX
Compare and contrast key facts about Franklin International Equity Fund (LMGEX) and Tweedy, Browne International Value Fund (TBGVX).
LMGEX is managed by Legg Mason. It was launched on Feb 17, 1995. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
LMGEX vs. TBGVX - Performance Comparison
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LMGEX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMGEX Franklin International Equity Fund | 0.68% | 32.05% | 3.42% | 18.48% | -13.55% | 12.87% | 2.74% | 17.61% | -16.67% | 23.58% |
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, LMGEX achieves a 0.68% return, which is significantly lower than TBGVX's 3.44% return. Both investments have delivered pretty close results over the past 10 years, with LMGEX having a 7.53% annualized return and TBGVX not far ahead at 7.70%.
LMGEX
- 1D
- 3.05%
- 1M
- -6.57%
- YTD
- 0.68%
- 6M
- 3.98%
- 1Y
- 21.32%
- 3Y*
- 14.87%
- 5Y*
- 8.25%
- 10Y*
- 7.53%
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%
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LMGEX vs. TBGVX - Expense Ratio Comparison
LMGEX has a 2.05% expense ratio, which is higher than TBGVX's 1.40% expense ratio.
Return for Risk
LMGEX vs. TBGVX — Risk / Return Rank
LMGEX
TBGVX
LMGEX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Fund (LMGEX) 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.
| LMGEX | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.58 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.13 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.74 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.81 | 6.58 | +0.23 |
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
| LMGEX | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.58 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.72 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.73 | -0.47 |
Correlation
The correlation between LMGEX 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
LMGEX vs. TBGVX - Dividend Comparison
LMGEX's dividend yield for the trailing twelve months is around 8.22%, less than TBGVX's 11.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMGEX Franklin International Equity Fund | 8.22% | 8.28% | 5.68% | 1.51% | 2.88% | 5.10% | 0.58% | 0.49% | 1.62% | 1.60% | 1.30% | 0.91% |
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
LMGEX vs. TBGVX - Drawdown Comparison
The maximum LMGEX drawdown since its inception was -63.37%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for LMGEX and TBGVX.
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Drawdown Indicators
| LMGEX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -50.97% | -12.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -9.56% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -17.71% | -11.27% |
Max Drawdown (10Y)Largest decline over 10 years | -39.79% | -31.18% | -8.61% |
Current DrawdownCurrent decline from peak | -8.40% | -7.46% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -6.09% | -12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.66% | +0.35% |
Volatility
LMGEX vs. TBGVX - Volatility Comparison
Franklin International Equity Fund (LMGEX) has a higher volatility of 7.71% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that LMGEX'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
| LMGEX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 4.70% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 7.39% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 12.36% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 11.03% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 12.64% | +3.46% |