TWEBX vs. TBHDX
TWEBX (Tweedy, Browne Value Fund) and TBHDX (Tweedy, Browne Worldwide High Dividend Yield Value Fund) are both Global Equities funds from Tweedy, Browne. Over the past 10 years, TWEBX returned 8.73%/yr vs 6.81%/yr for TBHDX. Their correlation of 0.86 means they have usually moved in the same direction. TWEBX charges 1.40%/yr vs 1.38%/yr for TBHDX.
Performance
TWEBX vs. TBHDX - Performance Comparison
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Returns By Period
In the year-to-date period, TWEBX achieves a 15.33% return, which is significantly higher than TBHDX's 11.23% return. Over the past 10 years, TWEBX has outperformed TBHDX with an annualized return of 8.73%, while TBHDX has yielded a comparatively lower 6.81% annualized return.
TWEBX
- 1D
- 0.75%
- 1M
- 2.11%
- 6M
- 8.29%
- YTD
- 15.33%
- 1Y
- 27.57%
- 3Y*
- 13.98%
- 5Y*
- 9.49%
- 10Y*
- 8.73%
- ALL TIME*
- 8.02%
TBHDX
- 1D
- 0.61%
- 1M
- 4.24%
- 6M
- 5.00%
- YTD
- 11.23%
- 1Y
- 18.07%
- 3Y*
- 12.37%
- 5Y*
- 6.48%
- 10Y*
- 6.81%
- ALL TIME*
- 4.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TWEBX vs. TBHDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWEBX Tweedy, Browne Value Fund | 15.33% | 21.59% | 1.30% | 15.21% | -5.65% | 16.20% | -2.00% | 16.09% | -6.43% | 15.54% |
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 11.23% | 21.81% | 0.20% | 12.36% | -12.11% | 11.65% | -4.40% | 18.60% | -5.83% | 17.26% |
Correlation
The correlation between TWEBX and TBHDX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.86 |
The correlation between TWEBX and TBHDX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
TWEBX vs. TBHDX — Risk / Return Rank
TWEBX
TBHDX
TWEBX vs. TBHDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) and Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TWEBX | TBHDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.29 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.54 | +1.55 |
| Martin ratioReturn relative to average drawdown | 11.05 | 4.54 | +6.51 |
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Drawdowns
TWEBX vs. TBHDX - Drawdown Comparison
The maximum TWEBX drawdown since its inception was -45.77%, roughly equal to the maximum TBHDX drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for TWEBX and TBHDX.
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Drawdown Indicators
| TWEBX | TBHDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.77% | -47.42% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -12.07% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -12.49% | -12.37% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.03% | -26.94% | +7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.88% | -33.57% | +0.69% |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -8.41% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.09% | -1.53% |
Volatility
TWEBX vs. TBHDX - Volatility Comparison
The current volatility for Tweedy, Browne Value Fund (TWEBX) is 2.72%, while Tweedy, Browne Worldwide High Dividend Yield Value Fund (TBHDX) has a volatility of 3.53%. This indicates that TWEBX experiences smaller price fluctuations and is considered to be less risky than TBHDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWEBX | TBHDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.53% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 10.13% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.86% | 11.89% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 12.57% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 13.70% | +0.07% |
TWEBX vs. TBHDX - Expense Ratio Comparison
TWEBX has a 1.40% expense ratio, which is higher than TBHDX's 1.38% expense ratio.
Dividends
TWEBX vs. TBHDX - Dividend Comparison
TWEBX's dividend yield for the trailing twelve months is around 3.32%, less than TBHDX's 7.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBHDX Tweedy, Browne Worldwide High Dividend Yield Value Fund | 7.58% | 8.35% | 6.54% | 3.73% | 9.81% | 23.53% | 8.39% | 11.76% | 22.82% | 0.94% | 4.35% | 12.96% |
TWEBX Tweedy, Browne Value Fund | 3.32% | 3.83% | 11.81% | 7.47% | 6.52% | 12.18% | 2.02% | 5.49% | 24.34% | 0.78% | 4.42% | 4.36% |
Frequently Asked Questions
TWEBX and TBHDX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TBHDX has higher volatility (3.53%) compared to TWEBX (2.72%). In terms of maximum drawdown, TWEBX dropped -45.77% vs TBHDX's -47.42%.
TWEBX currently has the higher Sharpe Ratio (2.88 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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