TBGVX vs. GTMIX
Compare and contrast key facts about Tweedy, Browne International Value Fund (TBGVX) and GMO Tax-Managed International Equities Fund (GTMIX).
TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
TBGVX vs. GTMIX - Performance Comparison
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TBGVX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, TBGVX achieves a 3.44% return, which is significantly lower than GTMIX's 8.42% return. Over the past 10 years, TBGVX has underperformed GTMIX with an annualized return of 7.70%, while GTMIX has yielded a comparatively higher 9.87% 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%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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TBGVX vs. GTMIX - Expense Ratio Comparison
TBGVX has a 1.40% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
TBGVX vs. GTMIX — Risk / Return Rank
TBGVX
GTMIX
TBGVX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Value Fund (TBGVX) and GMO Tax-Managed International Equities Fund (GTMIX). 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.
| TBGVX | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 2.67 | -1.08 |
Sortino ratioReturn per unit of downside risk | 2.13 | 3.40 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.52 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.54 | -1.81 |
Martin ratioReturn relative to average drawdown | 6.58 | 16.76 | -10.18 |
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
| TBGVX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.67 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.40 | +0.33 |
Correlation
The correlation between TBGVX and GTMIX is 0.74, 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. GTMIX - Dividend Comparison
TBGVX's dividend yield for the trailing twelve months is around 11.71%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
TBGVX vs. GTMIX - Drawdown Comparison
The maximum TBGVX drawdown since its inception was -50.97%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for TBGVX and GTMIX.
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Drawdown Indicators
| TBGVX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.97% | -58.31% | +7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -11.24% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.71% | -28.81% | +11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -40.32% | +9.14% |
Current DrawdownCurrent decline from peak | -7.46% | -4.51% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -12.75% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.38% | +0.28% |
Volatility
TBGVX vs. GTMIX - Volatility Comparison
The current volatility for Tweedy, Browne International Value Fund (TBGVX) is 4.70%, while GMO Tax-Managed International Equities Fund (GTMIX) has a volatility of 5.97%. This indicates that TBGVX experiences smaller price fluctuations and is considered to be less risky than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBGVX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.97% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 9.56% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 15.56% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 14.91% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.64% | 16.06% | -3.42% |