TWEBX vs. MFWIX
Compare and contrast key facts about Tweedy, Browne Value Fund (TWEBX) and MFS Global Total Return Fund Class I (MFWIX).
TWEBX is managed by Tweedy, Browne. It was launched on Dec 7, 1993. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
TWEBX vs. MFWIX - Performance Comparison
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TWEBX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 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, TWEBX achieves a 3.60% return, which is significantly higher than MFWIX's 0.94% return. Over the past 10 years, TWEBX has outperformed MFWIX with an annualized return of 8.29%, while MFWIX has yielded a comparatively lower 6.34% 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%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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TWEBX vs. MFWIX - Expense Ratio Comparison
TWEBX has a 1.40% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
TWEBX vs. MFWIX — Risk / Return Rank
TWEBX
MFWIX
TWEBX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) 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.
| TWEBX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.44 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.99 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.89 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.19 | 7.31 | -1.12 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.44 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.54 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.71 | -0.15 |
Correlation
The correlation between TWEBX and MFWIX is 0.77, 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. MFWIX - Dividend Comparison
TWEBX's dividend yield for the trailing twelve months is around 3.69%, less than MFWIX's 8.68% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
TWEBX vs. MFWIX - Drawdown Comparison
The maximum TWEBX drawdown since its inception was -45.77%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for TWEBX and MFWIX.
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Drawdown Indicators
| TWEBX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.77% | -33.01% | -12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -6.85% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -20.22% | +1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | -23.36% | -9.52% |
Current DrawdownCurrent decline from peak | -6.89% | -5.18% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -3.83% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.77% | +0.89% |
Volatility
TWEBX vs. MFWIX - Volatility Comparison
Tweedy, Browne Value Fund (TWEBX) has a higher volatility of 4.65% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that TWEBX'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
| TWEBX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.44% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 5.43% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 8.94% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 9.11% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 9.61% | +4.22% |