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TBCUX vs. TBHDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBCUX vs. TBHDX - 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 Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBCUX achieves a 10.42% return, which is significantly higher than TBHDX's 5.12% return. Over the past 10 years, TBCUX has outperformed TBHDX with an annualized return of 7.07%, while TBHDX has yielded a comparatively lower 6.22% annualized return.


TBCUX

1D
0.33%
1M
4.02%
YTD
10.42%
6M
12.99%
1Y
18.09%
3Y*
13.20%
5Y*
6.88%
10Y*
7.07%

TBHDX

1D
0.63%
1M
3.41%
YTD
5.12%
6M
7.52%
1Y
11.52%
3Y*
11.51%
5Y*
5.02%
10Y*
6.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBCUX vs. TBHDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBCUX
Tweedy, Browne International Value Fund II - Currency Unhedged
10.42%26.69%-2.49%12.70%-8.18%10.77%-0.02%13.68%-9.00%21.61%
TBHDX
Tweedy, Browne Worldwide High Dividend Yield Value Fund
5.12%21.81%0.20%12.36%-12.11%11.65%-4.40%18.60%-5.83%17.26%

Correlation

The correlation between TBCUX and TBHDX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2010

0.95

The correlation between TBCUX and TBHDX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

TBCUX vs. TBHDX — Risk / Return Rank

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

TBCUX
TBCUX Risk / Return Rank: 2323
Overall Rank
TBCUX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TBCUX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TBCUX Omega Ratio Rank: 2626
Omega Ratio Rank
TBCUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TBCUX Martin Ratio Rank: 1818
Martin Ratio Rank

TBHDX
TBHDX Risk / Return Rank: 1111
Overall Rank
TBHDX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TBHDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TBHDX Omega Ratio Rank: 1313
Omega Ratio Rank
TBHDX Calmar Ratio Rank: 99
Calmar Ratio Rank
TBHDX Martin Ratio Rank: 1010
Martin Ratio Rank
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. TBHDX - 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 Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX). 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.


TBCUXTBHDXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

1.52

0.92

+0.61

Martin ratioReturn relative to average drawdown

4.80

2.77

+2.03

TBCUX vs. TBHDX - Sharpe Ratio Comparison

The current TBCUX Sharpe Ratio is 1.47, which is higher than the TBHDX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TBCUX and TBHDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TBCUXTBHDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.94

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.40

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.45

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.30

+0.18

Drawdowns

TBCUX vs. TBHDX - Drawdown Comparison

The maximum TBCUX drawdown since its inception was -35.99%, smaller than the maximum TBHDX drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for TBCUX and TBHDX.


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Drawdown Indicators


TBCUXTBHDXDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-47.42%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.07%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-11.89%

-12.37%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-26.94%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

-33.57%

-2.42%

Current Drawdown

Current decline from peak

-2.48%

-3.92%

+1.44%

Average Drawdown

Average peak-to-trough decline

-6.08%

-8.46%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.98%

-0.35%

Volatility

TBCUX vs. TBHDX - Volatility Comparison

Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) and Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) have volatilities of 3.45% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBCUXTBHDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.49%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

9.48%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

11.76%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

12.52%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

13.88%

+0.01%

TBCUX vs. TBHDX - Expense Ratio Comparison

TBCUX has a 1.39% expense ratio, which is higher than TBHDX's 1.38% expense ratio.


Dividends

TBCUX vs. TBHDX - Dividend Comparison

TBCUX's dividend yield for the trailing twelve months is around 7.39%, less than TBHDX's 7.94% yield.


PositionTTM20252024202320222021202020192018201720162015
TBCUX
Tweedy, Browne International Value Fund II - Currency Unhedged
7.39%8.16%18.90%1.76%1.69%1.03%0.92%2.17%1.38%1.23%1.54%1.48%
TBHDX
Tweedy, Browne Worldwide High Dividend Yield Value Fund
7.94%8.35%6.54%3.73%9.81%23.53%8.39%11.76%22.82%0.94%4.35%12.96%

Frequently Asked Questions


With a correlation of 0.94, TBCUX and TBHDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TBHDX has higher volatility (3.49%) compared to TBCUX (3.45%). In terms of maximum drawdown, TBCUX dropped -35.99% vs TBHDX's -47.42%.

TBCUX currently has the higher Sharpe Ratio (1.47 vs 0.94), 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.

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