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TBGVX vs. CIOVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBGVX vs. CIOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne International Value Fund (TBGVX) and Causeway International Opps Fd (CIOVX). The values are adjusted to include any dividend payments, if applicable.

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TBGVX vs. CIOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CIOVX
Causeway International Opps Fd
-2.23%36.68%8.35%24.39%-11.28%6.38%5.21%21.40%-18.62%29.39%

Returns By Period

In the year-to-date period, TBGVX achieves a 3.44% return, which is significantly higher than CIOVX's -2.23% return. Over the past 10 years, TBGVX has underperformed CIOVX with an annualized return of 7.70%, while CIOVX has yielded a comparatively higher 9.23% annualized return.


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%

CIOVX

1D
2.27%
1M
-9.83%
YTD
-2.23%
6M
3.25%
1Y
23.68%
3Y*
17.25%
5Y*
9.49%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBGVX vs. CIOVX - Expense Ratio Comparison

TBGVX has a 1.40% expense ratio, which is higher than CIOVX's 1.20% expense ratio.


Return for Risk

TBGVX vs. CIOVX — Risk / Return Rank

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

TBGVX
TBGVX Risk / Return Rank: 7777
Overall Rank
TBGVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TBGVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TBGVX Omega Ratio Rank: 8282
Omega Ratio Rank
TBGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TBGVX Martin Ratio Rank: 6767
Martin Ratio Rank

CIOVX
CIOVX Risk / Return Rank: 6262
Overall Rank
CIOVX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CIOVX Sortino Ratio Rank: 6969
Sortino Ratio Rank
CIOVX Omega Ratio Rank: 7070
Omega Ratio Rank
CIOVX Calmar Ratio Rank: 5050
Calmar Ratio Rank
CIOVX Martin Ratio Rank: 4949
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.

TBGVX vs. CIOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Value Fund (TBGVX) and Causeway International Opps Fd (CIOVX). 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.


TBGVXCIOVXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.38

+0.20

Sortino ratio

Return per unit of downside risk

2.13

1.87

+0.26

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.05

Calmar ratio

Return relative to maximum drawdown

1.74

1.43

+0.31

Martin ratio

Return relative to average drawdown

6.58

5.51

+1.07

TBGVX vs. CIOVX - Sharpe Ratio Comparison

The current TBGVX Sharpe Ratio is 1.58, which is comparable to the CIOVX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TBGVX and CIOVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TBGVXCIOVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.38

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.57

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.51

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.39

+0.34

Correlation

The correlation between TBGVX and CIOVX is 0.83, 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

TBGVX vs. CIOVX - Dividend Comparison

TBGVX's dividend yield for the trailing twelve months is around 11.71%, more than CIOVX's 8.92% yield.


TTM20252024202320222021202020192018201720162015
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%
CIOVX
Causeway International Opps Fd
8.92%8.72%9.86%2.51%2.52%1.38%1.20%2.34%2.53%1.33%3.74%1.44%

Drawdowns

TBGVX vs. CIOVX - Drawdown Comparison

The maximum TBGVX drawdown since its inception was -50.97%, which is greater than CIOVX's maximum drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for TBGVX and CIOVX.


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Drawdown Indicators


TBGVXCIOVXDifference

Max Drawdown

Largest peak-to-trough decline

-50.97%

-43.70%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-14.92%

+5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-30.18%

+12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

-43.70%

+12.52%

Current Drawdown

Current decline from peak

-7.46%

-12.47%

+5.01%

Average Drawdown

Average peak-to-trough decline

-6.09%

-8.65%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.86%

-1.20%

Volatility

TBGVX vs. CIOVX - Volatility Comparison

The current volatility for Tweedy, Browne International Value Fund (TBGVX) is 4.70%, while Causeway International Opps Fd (CIOVX) has a volatility of 7.82%. This indicates that TBGVX experiences smaller price fluctuations and is considered to be less risky than CIOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBGVXCIOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

7.82%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

11.62%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

17.59%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

16.90%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

18.31%

-5.67%