TBHDX vs. MFWIX
Compare and contrast key facts about Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) and MFS Global Total Return Fund Class I (MFWIX).
TBHDX is managed by Tweedy, Browne. It was launched on Sep 4, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
TBHDX vs. MFWIX - Performance Comparison
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TBHDX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | -3.47% | 21.81% | 0.20% | 12.36% | -12.11% | 11.65% | -4.40% | 18.60% | -5.83% | 17.26% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, TBHDX achieves a -3.47% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, TBHDX has underperformed MFWIX with an annualized return of 5.75%, while MFWIX has yielded a comparatively higher 6.19% annualized return.
TBHDX
- 1D
- 0.00%
- 1M
- -11.76%
- YTD
- -3.47%
- 6M
- -1.10%
- 1Y
- 9.66%
- 3Y*
- 8.00%
- 5Y*
- 4.29%
- 10Y*
- 5.75%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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TBHDX vs. MFWIX - Expense Ratio Comparison
TBHDX has a 1.38% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
TBHDX vs. MFWIX — Risk / Return Rank
TBHDX
MFWIX
TBHDX vs. MFWIX - 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 MFS Global Total Return Fund Class I (MFWIX). 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.
| TBHDX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.29 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.77 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.59 | -0.93 |
Martin ratioReturn relative to average drawdown | 2.44 | 6.26 | -3.82 |
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
| TBHDX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.29 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.52 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.65 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.71 | -0.43 |
Correlation
The correlation between TBHDX and MFWIX is 0.80, 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
TBHDX vs. MFWIX - Dividend Comparison
TBHDX's dividend yield for the trailing twelve months is around 8.65%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 8.65% | 8.35% | 6.54% | 3.73% | 9.81% | 23.53% | 8.39% | 11.76% | 22.82% | 0.94% | 4.35% | 12.96% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
TBHDX vs. MFWIX - Drawdown Comparison
The maximum TBHDX drawdown since its inception was -47.42%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for TBHDX and MFWIX.
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Drawdown Indicators
| TBHDX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -33.01% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -6.85% | -5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -20.22% | -6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -23.36% | -10.21% |
Current DrawdownCurrent decline from peak | -11.76% | -6.50% | -5.26% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -3.83% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 1.74% | +1.53% |
Volatility
TBHDX vs. MFWIX - Volatility Comparison
Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) has a higher volatility of 4.74% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that TBHDX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBHDX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.04% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 5.25% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 8.85% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 9.09% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.80% | 9.60% | +4.20% |