MSILX vs. TBGVX
Compare and contrast key facts about iMGP International Fund (MSILX) and Tweedy, Browne International Value Fund (TBGVX).
MSILX is managed by iM Global Partner Fund Management. It was launched on Dec 1, 1997. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
MSILX vs. TBGVX - Performance Comparison
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MSILX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSILX iMGP International Fund | -4.64% | 30.20% | -0.58% | 17.41% | -21.57% | 11.82% | 5.03% | 29.53% | -20.24% | 23.62% |
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, MSILX achieves a -4.64% return, which is significantly lower than TBGVX's 3.44% return. Over the past 10 years, MSILX has underperformed TBGVX with an annualized return of 5.53%, while TBGVX has yielded a comparatively higher 7.70% annualized return.
MSILX
- 1D
- 2.37%
- 1M
- -7.52%
- YTD
- -4.64%
- 6M
- -1.41%
- 1Y
- 18.48%
- 3Y*
- 8.84%
- 5Y*
- 3.51%
- 10Y*
- 5.53%
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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MSILX vs. TBGVX - Expense Ratio Comparison
MSILX has a 1.05% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
MSILX vs. TBGVX — Risk / Return Rank
MSILX
TBGVX
MSILX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP International Fund (MSILX) 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.
| MSILX | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.58 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.13 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.74 | -0.52 |
Martin ratioReturn relative to average drawdown | 4.76 | 6.58 | -1.82 |
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
| MSILX | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.58 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.72 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.61 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.73 | -0.38 |
Correlation
The correlation between MSILX 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
MSILX vs. TBGVX - Dividend Comparison
MSILX's dividend yield for the trailing twelve months is around 1.63%, less than TBGVX's 11.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSILX iMGP International Fund | 1.63% | 1.55% | 1.24% | 1.01% | 0.88% | 3.70% | 2.23% | 2.99% | 0.74% | 2.94% | 4.15% | 1.68% |
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
MSILX vs. TBGVX - Drawdown Comparison
The maximum MSILX drawdown since its inception was -60.45%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for MSILX and TBGVX.
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Drawdown Indicators
| MSILX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.45% | -50.97% | -9.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -9.56% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.92% | -17.71% | -17.21% |
Max Drawdown (10Y)Largest decline over 10 years | -45.23% | -31.18% | -14.05% |
Current DrawdownCurrent decline from peak | -10.45% | -7.46% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -15.87% | -6.09% | -9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.66% | +0.58% |
Volatility
MSILX vs. TBGVX - Volatility Comparison
iMGP International Fund (MSILX) has a higher volatility of 6.63% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that MSILX'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
| MSILX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 4.70% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 7.39% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 12.36% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 11.03% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 12.64% | +6.67% |