TWEBX vs. SSGLX
Compare and contrast key facts about Tweedy, Browne Value Fund (TWEBX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
TWEBX is managed by Tweedy, Browne. It was launched on Dec 7, 1993. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
TWEBX vs. SSGLX - Performance Comparison
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TWEBX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, TWEBX achieves a 3.60% return, which is significantly higher than SSGLX's 1.29% return. Over the past 10 years, TWEBX has underperformed SSGLX with an annualized return of 8.29%, while SSGLX has yielded a comparatively higher 8.79% 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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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TWEBX vs. SSGLX - Expense Ratio Comparison
TWEBX has a 1.40% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
TWEBX vs. SSGLX — Risk / Return Rank
TWEBX
SSGLX
TWEBX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.76 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.98 | 2.37 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.35 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.19 | 9.17 | -2.99 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.76 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.49 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.38 | +0.18 |
Correlation
The correlation between TWEBX and SSGLX is 0.81, 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. SSGLX - Dividend Comparison
TWEBX's dividend yield for the trailing twelve months is around 3.69%, less than SSGLX's 4.36% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
TWEBX vs. SSGLX - Drawdown Comparison
The maximum TWEBX drawdown since its inception was -45.77%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for TWEBX and SSGLX.
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Drawdown Indicators
| TWEBX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.77% | -35.88% | -9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -11.22% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -30.08% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | -35.88% | +3.00% |
Current DrawdownCurrent decline from peak | -6.89% | -9.15% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -8.32% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.87% | -0.21% |
Volatility
TWEBX vs. SSGLX - Volatility Comparison
The current volatility for Tweedy, Browne Value Fund (TWEBX) is 4.65%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWEBX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.71% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 10.18% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 15.57% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 14.51% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 16.15% | -2.32% |