TBHDX vs. GCCHX
TBHDX (Tweedy, Browne Worldwide High Dividend Yield Value Fund) and GCCHX (GMO Climate Change Fund) are both Global Equities funds. Over the past 5 years, TBHDX returned 6.48%/yr vs 1.06%/yr for GCCHX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. TBHDX charges 1.38%/yr vs 0.77%/yr for GCCHX.
Performance
TBHDX vs. GCCHX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TBHDX having a 11.23% return and GCCHX slightly higher at 11.62%.
TBHDX
- 1D
- 0.61%
- 1M
- 4.24%
- 6M
- 5.00%
- YTD
- 11.23%
- 1Y
- 18.07%
- 3Y*
- 12.37%
- 5Y*
- 6.48%
- 10Y*
- 6.81%
- ALL TIME*
- 4.61%
GCCHX
- 1D
- 1.53%
- 1M
- -2.27%
- 6M
- 0.24%
- YTD
- 11.62%
- 1Y
- 41.31%
- 3Y*
- 1.11%
- 5Y*
- 1.06%
- 10Y*
- —
- ALL TIME*
- 9.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TBHDX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 11.23% | 21.81% | 0.20% | 12.36% | -12.11% | 11.65% | -4.40% | 18.60% | -5.83% | 10.55% |
GCCHX GMO Climate Change Fund | 11.62% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Correlation
The correlation between TBHDX and GCCHX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.63 |
The correlation between TBHDX and GCCHX shifts across timeframes, from 0.49 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TBHDX vs. GCCHX — Risk / Return Rank
TBHDX
GCCHX
TBHDX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) and GMO Climate Change Fund (GCCHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TBHDX | GCCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.49 | -0.94 |
| Martin ratioReturn relative to average drawdown | 4.54 | 7.39 | -2.85 |
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Drawdowns
TBHDX vs. GCCHX - Drawdown Comparison
The maximum TBHDX drawdown since its inception was -47.42%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for TBHDX and GCCHX.
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Drawdown Indicators
| TBHDX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -54.32% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -17.06% | +4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -12.37% | -48.16% | +35.79% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -54.32% | +27.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -13.36% | +12.91% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -13.85% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 5.73% | -1.64% |
Volatility
TBHDX vs. GCCHX - Volatility Comparison
The current volatility for Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) is 3.53%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.62%. This indicates that TBHDX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBHDX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 6.62% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 18.21% | -8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 24.02% | -12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.57% | 27.21% | -14.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 25.19% | -11.49% |
TBHDX vs. GCCHX - Expense Ratio Comparison
TBHDX has a 1.38% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Dividends
TBHDX vs. GCCHX - Dividend Comparison
TBHDX's dividend yield for the trailing twelve months is around 7.58%, more than GCCHX's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 2.10% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 7.58% | 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
TBHDX and GCCHX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.62%) compared to TBHDX (3.53%). In terms of maximum drawdown, TBHDX dropped -47.42% vs GCCHX's -54.32%.
GCCHX currently has the higher Sharpe Ratio (1.77 vs 1.57), 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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