TBHDX vs. SSGLX
Compare and contrast key facts about Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
TBHDX is managed by Tweedy, Browne. It was launched on Sep 4, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
TBHDX vs. SSGLX - Performance Comparison
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TBHDX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | -1.65% | 21.81% | 0.20% | 12.36% | -12.11% | 11.65% | -4.40% | 18.60% | -5.83% | 17.26% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, TBHDX achieves a -1.65% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, TBHDX has underperformed SSGLX with an annualized return of 5.94%, while SSGLX has yielded a comparatively higher 8.79% annualized return.
TBHDX
- 1D
- 1.88%
- 1M
- -8.45%
- YTD
- -1.65%
- 6M
- 0.76%
- 1Y
- 11.53%
- 3Y*
- 8.67%
- 5Y*
- 4.60%
- 10Y*
- 5.94%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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TBHDX vs. SSGLX - Expense Ratio Comparison
TBHDX has a 1.38% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
TBHDX vs. SSGLX — Risk / Return Rank
TBHDX
SSGLX
TBHDX vs. SSGLX - 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 State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.76 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.37 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.35 | -1.52 |
Martin ratioReturn relative to average drawdown | 3.04 | 9.17 | -6.13 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.76 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.49 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.55 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.38 | -0.10 |
Correlation
The correlation between TBHDX and SSGLX 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
TBHDX vs. SSGLX - Dividend Comparison
TBHDX's dividend yield for the trailing twelve months is around 8.49%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 8.49% | 8.35% | 6.54% | 3.73% | 9.81% | 23.53% | 8.39% | 11.76% | 22.82% | 0.94% | 4.35% | 12.96% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
TBHDX vs. SSGLX - Drawdown Comparison
The maximum TBHDX drawdown since its inception was -47.42%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for TBHDX and SSGLX.
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Drawdown Indicators
| TBHDX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -35.88% | -11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.22% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -30.08% | +3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -35.88% | +2.31% |
Current DrawdownCurrent decline from peak | -10.11% | -9.15% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -8.32% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.87% | +0.42% |
Volatility
TBHDX vs. SSGLX - Volatility Comparison
The current volatility for Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) is 5.15%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that TBHDX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBHDX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 6.71% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 10.18% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 15.57% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 14.51% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.80% | 16.15% | -2.35% |