TBCUX vs. DSEFX

Last updated Jun 3, 2026

TBCUX (Tweedy, Browne International Value Fund II - Currency Unhedged) and DSEFX (Domini Impact Equity Fund) are both mutual funds - TBCUX is a Foreign Large Cap Equities fund managed by Tweedy, Browne, while DSEFX is a Large Cap Growth Equities fund managed by Domini. Over the past 10 years, TBCUX returned 7.04%/yr vs 13.19%/yr for DSEFX. A 0.58 correlation means they provide meaningful diversification when combined. TBCUX charges 1.39%/yr vs 1.09%/yr for DSEFX.

Performance

TBCUX vs. DSEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) and Domini Impact Equity Fund (DSEFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TBCUX achieves a 10.05% return, which is significantly lower than DSEFX's 11.79% return. Over the past 10 years, TBCUX has underperformed DSEFX with an annualized return of 7.04%, while DSEFX has yielded a comparatively higher 13.19% annualized return.

TBCUX

• 1D: -0.77%
• 1M: 3.14%
• YTD: 10.05%
• 6M: 13.27%
• 1Y: 16.93%
• 3Y*: 13.07%
• 5Y*: 6.72%
• 10Y*: 7.04%

DSEFX

• 1D: 0.41%
• 1M: 6.42%
• YTD: 11.79%
• 6M: 12.18%
• 1Y: 25.89%
• 3Y*: 19.16%
• 5Y*: 10.61%
• 10Y*: 13.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TBCUX vs. DSEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TBCUX Tweedy, Browne International Value Fund II - Currency Unhedged	10.05%	26.69%	-2.49%	12.70%	-8.18%	10.77%	-0.02%	13.68%	-9.00%	21.61%
DSEFX Domini Impact Equity Fund	11.79%	11.51%	21.68%	28.43%	-25.70%	21.44%	30.06%	31.66%	-9.25%	15.44%

Correlation

The correlation between TBCUX and DSEFX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.58

The correlation between TBCUX and DSEFX shifts across timeframes, from 0.48 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TBCUX vs. DSEFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TBCUX

TBCUX Risk / Return Rank: 24
TBCUX Sharpe Ratio Rank: 28
TBCUX Sortino Ratio Rank: 28
TBCUX Omega Ratio Rank: 28
TBCUX Calmar Ratio Rank: 19
TBCUX Martin Ratio Rank: 19

DSEFX

DSEFX Risk / Return Rank: 49
DSEFX Sharpe Ratio Rank: 53
DSEFX Sortino Ratio Rank: 49
DSEFX Omega Ratio Rank: 47
DSEFX Calmar Ratio Rank: 43
DSEFX Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TBCUX vs. DSEFX - Risk-Adjusted Trends 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.

	TBCUX	DSEFX	Difference
Sharpe ratio Return per unit of total volatility	1.51	2.15	-0.64
Sortino ratio Return per unit of downside risk	2.20	2.95	-0.75
Omega ratio Gain probability vs. loss probability	1.28	1.38	-0.10
Calmar ratio Return relative to maximum drawdown	1.63	2.50	-0.88
Martin ratio Return relative to average drawdown	5.14	11.19	-6.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TBCUX vs. DSEFX - Sharpe Ratio Comparison

The current TBCUX Sharpe Ratio is 1.51, which is comparable to the DSEFX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TBCUX and DSEFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TBCUX	DSEFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	2.15	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.59	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.71	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.50	-0.02

Drawdowns

TBCUX vs. DSEFX - Drawdown Comparison

The maximum TBCUX drawdown since its inception was -35.99%, smaller than the maximum DSEFX drawdown of -57.66%. Use the drawdown chart below to compare losses from any high point for TBCUX and DSEFX.

Drawdown Indicators

	TBCUX	DSEFX	Difference
Max Drawdown Largest peak-to-trough decline	-35.99%	-57.66%	+21.67%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-10.49%	-0.97%
Max Drawdown (3Y) Largest decline over 3 years	-11.89%	-20.32%	+8.43%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-30.86%	+6.81%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-31.09%	-4.90%
Current Drawdown Current decline from peak	-2.80%	0.00%	-2.80%
Average Drawdown Average peak-to-trough decline	-6.08%	-10.92%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	2.35%	+1.27%

Volatility

TBCUX vs. DSEFX - Volatility Comparison

Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) has a higher volatility of 3.45% compared to Domini Impact Equity Fund (DSEFX) at 3.09%. This indicates that TBCUX's price experiences larger fluctuations and is considered to be riskier than DSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TBCUX	DSEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.09%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	9.49%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	11.92%	12.30%	-0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.81%	18.01%	-5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.89%	18.64%	-4.75%

TBCUX vs. DSEFX - Expense Ratio Comparison

TBCUX has a 1.39% expense ratio, which is higher than DSEFX's 1.09% expense ratio.

Dividends

TBCUX vs. DSEFX - Dividend Comparison

TBCUX's dividend yield for the trailing twelve months is around 7.41%, less than DSEFX's 10.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSEFX Domini Impact Equity Fund	10.00%	11.18%	5.18%	1.01%	1.83%	6.00%	2.29%	2.42%	14.44%	5.31%	2.67%	6.44%
TBCUX Tweedy, Browne International Value Fund II - Currency Unhedged	7.41%	8.16%	18.90%	1.76%	1.69%	1.03%	0.92%	2.17%	1.38%	1.23%	1.54%	1.48%

Frequently Asked Questions

Can I hold both TBCUX and DSEFX in my portfolio?

TBCUX and DSEFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TBCUX or DSEFX?

TBCUX has higher volatility (3.45%) compared to DSEFX (3.09%). In terms of maximum drawdown, TBCUX dropped -35.99% vs DSEFX's -57.66%.

Which has better risk-adjusted returns?

DSEFX currently has the higher Sharpe Ratio (2.15 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.