TWEBX vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Tweedy, Browne Value Fund (TWEBX) and S&P 500 Index (^GSPC).

TWEBX is managed by Tweedy, Browne. It was launched on Dec 7, 1993.

Performance

TWEBX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne Value Fund (TWEBX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TWEBX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWEBX Tweedy, Browne Value Fund	4.52%	21.59%	1.30%	15.21%	-5.65%	16.20%	-2.00%	16.09%	-6.43%	15.54%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TWEBX achieves a 4.52% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, TWEBX has underperformed ^GSPC with an annualized return of 8.38%, while ^GSPC has yielded a comparatively higher 12.29% annualized return.

TWEBX

• 1D: 0.88%
• 1M: -3.11%
• YTD: 4.52%
• 6M: 9.01%
• 1Y: 19.55%
• 3Y*: 12.07%
• 5Y*: 8.43%
• 10Y*: 8.38%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWEBX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TWEBX

TWEBX Risk / Return Rank: 70
TWEBX Sharpe Ratio Rank: 75
TWEBX Sortino Ratio Rank: 75
TWEBX Omega Ratio Rank: 79
TWEBX Calmar Ratio Rank: 63
TWEBX Martin Ratio Rank: 60

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TWEBX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and S&P 500 Index (^GSPC). 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.

	TWEBX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.51	0.88	+0.63
Sortino ratio Return per unit of downside risk	2.10	1.37	+0.73
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	1.82	1.39	+0.43
Martin ratio Return relative to average drawdown	7.19	6.43	+0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWEBX vs. ^GSPC - Sharpe Ratio Comparison

The current TWEBX Sharpe Ratio is 1.51, which is higher than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TWEBX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TWEBX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.88	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.62	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.68	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.46	+0.11

Correlation

The correlation between TWEBX and ^GSPC 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.

Drawdowns

TWEBX vs. ^GSPC - Drawdown Comparison

The maximum TWEBX drawdown since its inception was -45.77%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TWEBX and ^GSPC.

Drawdown Indicators

	TWEBX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-45.77%	-56.78%	+11.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-9.10%	-0.07%
Max Drawdown (5Y) Largest decline over 5 years	-19.03%	-25.43%	+6.40%
Max Drawdown (10Y) Largest decline over 10 years	-32.88%	-33.92%	+1.04%
Current Drawdown Current decline from peak	-6.07%	-5.67%	-0.40%
Average Drawdown Average peak-to-trough decline	-5.70%	-10.75%	+5.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.62%	-0.01%

Volatility

TWEBX vs. ^GSPC - Volatility Comparison

The current volatility for Tweedy, Browne Value Fund (TWEBX) is 4.20%, while S&P 500 Index (^GSPC) has a volatility of 5.29%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWEBX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	5.29%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	7.48%	9.55%	-2.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.21%	18.33%	-5.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.02%	16.90%	-4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.83%	18.04%	-4.21%