TWEBX vs. RSPN

In the year-to-date period, TWEBX achieves a 9.86% return, which is significantly higher than RSPN's 4.38% return. Over the past 10 years, TWEBX has underperformed RSPN with an annualized return of 5.88%, while RSPN has yielded a comparatively higher 11.74% annualized return.

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TWEBX has a 1.40% expense ratio, which is higher than RSPN's 0.40% expense ratio.

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.

The current TWEBX Sharpe Ratio is 0.43, which is lower than the RSPN Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TWEBX and RSPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TWEBX's dividend yield for the trailing twelve months is around 10.75%, more than RSPN's 0.94% yield.

The maximum TWEBX drawdown since its inception was -45.77%, smaller than the maximum RSPN drawdown of -61.64%. Use the drawdown chart below to compare losses from any high point for TWEBX and RSPN.

The current volatility for Tweedy, Browne Value Fund (TWEBX) is 2.85%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 5.59%. 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.