TWEBX vs. RSPN
Compare and contrast key facts about Tweedy, Browne Value Fund (TWEBX) and Invesco S&P 500® Equal Weight Industrials ETF (RSPN).
TWEBX is managed by Tweedy, Browne. It was launched on Dec 7, 1993. RSPN is a passively managed fund by Invesco that tracks the performance of the S&P 500® Equal Weight Industrials Index. It was launched on Jan 11, 2006.
Performance
TWEBX vs. RSPN - Performance Comparison
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TWEBX vs. RSPN - 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% |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 3.02% | 13.84% | 17.63% | 22.32% | -8.79% | 26.07% | 18.07% | 33.17% | -13.23% | 23.22% |
Returns By Period
In the year-to-date period, TWEBX achieves a 3.60% return, which is significantly higher than RSPN's 3.02% return. Over the past 10 years, TWEBX has underperformed RSPN with an annualized return of 8.29%, while RSPN has yielded a comparatively higher 14.02% 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%
RSPN
- 1D
- 1.11%
- 1M
- -8.74%
- YTD
- 3.02%
- 6M
- 4.40%
- 1Y
- 19.42%
- 3Y*
- 16.93%
- 5Y*
- 11.35%
- 10Y*
- 14.02%
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TWEBX vs. RSPN - Expense Ratio Comparison
TWEBX has a 1.40% expense ratio, which is higher than RSPN's 0.40% expense ratio.
Return for Risk
TWEBX vs. RSPN — Risk / Return Rank
TWEBX
RSPN
TWEBX vs. RSPN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and Invesco S&P 500® Equal Weight Industrials ETF (RSPN). 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 | RSPN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.97 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.49 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.56 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.19 | 5.99 | +0.19 |
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 | RSPN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.97 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.63 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.69 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.52 | +0.05 |
Correlation
The correlation between TWEBX and RSPN is 0.74, 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. RSPN - Dividend Comparison
TWEBX's dividend yield for the trailing twelve months is around 3.69%, more than RSPN's 0.85% 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% |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 0.85% | 0.86% | 0.98% | 1.06% | 1.09% | 0.70% | 0.96% | 1.33% | 1.49% | 1.12% | 1.31% | 1.51% |
Drawdowns
TWEBX vs. RSPN - Drawdown Comparison
The maximum TWEBX drawdown since its inception was -45.77%, smaller than the maximum RSPN drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for TWEBX and RSPN.
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Drawdown Indicators
| TWEBX | RSPN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.77% | -59.61% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -12.85% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -21.88% | +2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | -42.02% | +9.14% |
Current DrawdownCurrent decline from peak | -6.89% | -8.74% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -7.69% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.35% | -0.69% |
Volatility
TWEBX vs. RSPN - Volatility Comparison
The current volatility for Tweedy, Browne Value Fund (TWEBX) is 4.65%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 6.07%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than RSPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWEBX | RSPN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.07% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 11.59% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 20.12% | -6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 18.09% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 20.30% | -6.47% |