TWEBX vs. TBCIX

In the year-to-date period, TWEBX achieves a 9.86% return, which is significantly higher than TBCIX's 1.50% return.

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TWEBX has a 1.40% expense ratio, which is higher than TBCIX's 0.56% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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 0.39, which is lower than the TBCIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TWEBX and TBCIX, 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 TBCIX's 9.00% yield.

The maximum TWEBX drawdown since its inception was -45.77%, which is greater than TBCIX's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for TWEBX and TBCIX.

The current volatility for Tweedy, Browne Value Fund (TWEBX) is 2.83%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 5.76%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.