TWEBX vs. GAOAX
Compare and contrast key facts about Tweedy, Browne Value Fund (TWEBX) and JPMorgan Global Allocation Fund A (GAOAX).
TWEBX is managed by Tweedy, Browne. It was launched on Dec 7, 1993. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
TWEBX vs. GAOAX - Performance Comparison
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TWEBX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWEBX Tweedy, Browne Value Fund | 3.60% | 21.59% | 1.30% | 15.21% | -5.65% | 16.20% | -2.00% | 16.09% | -6.43% | 15.54% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, TWEBX achieves a 3.60% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, TWEBX has outperformed GAOAX with an annualized return of 8.29%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
TWEBX
- 1D
- 2.20%
- 1M
- -6.29%
- YTD
- 3.60%
- 6M
- 8.55%
- 1Y
- 18.70%
- 3Y*
- 11.74%
- 5Y*
- 8.24%
- 10Y*
- 8.29%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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TWEBX vs. GAOAX - Expense Ratio Comparison
TWEBX has a 1.40% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
TWEBX vs. GAOAX — Risk / Return Rank
TWEBX
GAOAX
TWEBX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and JPMorgan Global Allocation Fund A (GAOAX). 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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.86 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.24 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.10 | +0.42 |
Martin ratioReturn relative to average drawdown | 6.19 | 4.47 | +1.72 |
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
| TWEBX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.86 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.17 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.54 | +0.02 |
Correlation
The correlation between TWEBX and GAOAX is 0.82, 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
TWEBX vs. GAOAX - Dividend Comparison
TWEBX's dividend yield for the trailing twelve months is around 3.69%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWEBX Tweedy, Browne Value Fund | 3.69% | 3.83% | 11.81% | 7.47% | 6.52% | 12.18% | 2.02% | 5.49% | 24.34% | 0.78% | 4.42% | 4.36% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
TWEBX vs. GAOAX - Drawdown Comparison
The maximum TWEBX drawdown since its inception was -45.77%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for TWEBX and GAOAX.
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Drawdown Indicators
| TWEBX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.77% | -29.02% | -16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -8.95% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -29.02% | +9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | -29.02% | -3.86% |
Current DrawdownCurrent decline from peak | -6.89% | -7.61% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -6.01% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.20% | +0.46% |
Volatility
TWEBX vs. GAOAX - Volatility Comparison
The current volatility for Tweedy, Browne Value Fund (TWEBX) is 4.65%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.98%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWEBX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.98% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 7.55% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 11.53% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 11.03% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 10.81% | +3.02% |