Probably depends on which body you are using. In mine it both flashes a tiny LED and does an extra little buzz-buzz buzz-buzz signal with the ultrasonics when you turn it on (or off, can't recall which) when the head has 'expired'. Continues to work fine, though.

You might be interested in this YouTube video from Applied Science with electron micrographs of 'new' and 'worn' toothbrush bristles - there is a very marked invisible change that happens: https://www.youtube.com/watch?v=cwN983PnJoA