TBCUX vs. DSEFX
Compare and contrast key facts about Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) and Domini Impact Equity Fund (DSEFX).
TBCUX is managed by Tweedy, Browne. It was launched on Oct 25, 2009. DSEFX is managed by Domini. It was launched on Jun 3, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBCUX or DSEFX.
Key characteristics
| TBCUX | DSEFX | |
|---|---|---|
| YTD Return | 2.65% | 18.92% |
| 1Y Return | 10.71% | 31.92% |
| 3Y Return (Ann) | 1.95% | 4.05% |
| 5Y Return (Ann) | 3.78% | 13.55% |
| 10Y Return (Ann) | 3.54% | 10.00% |
| Sharpe Ratio | 1.21 | 2.39 |
| Sortino Ratio | 1.69 | 3.21 |
| Omega Ratio | 1.21 | 1.44 |
| Calmar Ratio | 1.74 | 2.13 |
| Martin Ratio | 5.65 | 14.43 |
| Ulcer Index | 2.21% | 2.23% |
| Daily Std Dev | 10.24% | 13.44% |
| Max Drawdown | -35.99% | -77.28% |
| Current Drawdown | -5.98% | -1.36% |
Correlation
The correlation between TBCUX and DSEFX is 0.60, 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.
Performance
TBCUX vs. DSEFX - Performance Comparison
In the year-to-date period, TBCUX achieves a 2.65% return, which is significantly lower than DSEFX's 18.92% return. Over the past 10 years, TBCUX has underperformed DSEFX with an annualized return of 3.54%, while DSEFX has yielded a comparatively higher 10.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TBCUX vs. DSEFX - Expense Ratio Comparison
TBCUX has a 1.39% expense ratio, which is higher than DSEFX's 1.09% expense ratio.
Risk-Adjusted Performance
TBCUX vs. DSEFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) and Domini Impact Equity Fund (DSEFX). 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.
Dividends
TBCUX vs. DSEFX - Dividend Comparison
TBCUX's dividend yield for the trailing twelve months is around 1.71%, more than DSEFX's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBCUX Tweedy, Browne International Value Fund II - Currency Unhedged | 1.71% | 1.76% | 1.69% | 1.03% | 0.92% | 2.17% | 1.38% | 1.23% | 1.54% | 1.48% | 1.34% | 1.01% |
DSEFX Domini Impact Equity Fund | 0.82% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% | 8.80% | 0.54% |
Drawdowns
TBCUX vs. DSEFX - Drawdown Comparison
The maximum TBCUX drawdown since its inception was -35.99%, smaller than the maximum DSEFX drawdown of -77.28%. Use the drawdown chart below to compare losses from any high point for TBCUX and DSEFX. For additional features, visit the drawdowns tool.
Volatility
TBCUX vs. DSEFX - Volatility Comparison
The current volatility for Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) is 2.23%, while Domini Impact Equity Fund (DSEFX) has a volatility of 3.36%. This indicates that TBCUX experiences smaller price fluctuations and is considered to be less risky than DSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.