TBHDX vs. MVGIX
Compare and contrast key facts about Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) and MFS Low Volatility Global Equity Fund (MVGIX).
TBHDX is managed by Tweedy, Browne. It was launched on Sep 4, 2007. MVGIX is managed by MFS. It was launched on Dec 4, 2013.
Performance
TBHDX vs. MVGIX - Performance Comparison
Loading graphics...
TBHDX vs. MVGIX - 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% |
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
Returns By Period
In the year-to-date period, TBHDX achieves a -3.47% return, which is significantly lower than MVGIX's -1.45% return. Over the past 10 years, TBHDX has underperformed MVGIX with an annualized return of 5.75%, while MVGIX has yielded a comparatively higher 8.97% 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%
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TBHDX vs. MVGIX - Expense Ratio Comparison
TBHDX has a 1.38% expense ratio, which is higher than MVGIX's 0.74% expense ratio.
Return for Risk
TBHDX vs. MVGIX — Risk / Return Rank
TBHDX
MVGIX
TBHDX vs. MVGIX - 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 Low Volatility Global Equity Fund (MVGIX). 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 | MVGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.06 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.48 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.20 | -0.53 |
Martin ratioReturn relative to average drawdown | 2.44 | 5.19 | -2.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TBHDX | MVGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.06 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.86 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.73 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.72 | -0.45 |
Correlation
The correlation between TBHDX and MVGIX is 0.72, 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. MVGIX - Dividend Comparison
TBHDX's dividend yield for the trailing twelve months is around 8.65%, less than MVGIX's 11.10% 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% |
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
Drawdowns
TBHDX vs. MVGIX - Drawdown Comparison
The maximum TBHDX drawdown since its inception was -47.42%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for TBHDX and MVGIX.
Loading graphics...
Drawdown Indicators
| TBHDX | MVGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -30.19% | -17.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -8.65% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -18.01% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -30.19% | -3.38% |
Current DrawdownCurrent decline from peak | -11.76% | -8.44% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -2.89% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 1.99% | +1.28% |
Volatility
TBHDX vs. MVGIX - Volatility Comparison
Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) has a higher volatility of 4.74% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that TBHDX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TBHDX | MVGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.22% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 5.74% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 10.51% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 10.51% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.80% | 12.38% | +1.42% |