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Brandes Core Plus Fixed Income Fund (BCPIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1052628690
CUSIP105262869
IssuerBrandes
Inception DateDec 28, 2007
CategoryIntermediate Core-Plus Bond
Min. Investment$100,000
Asset ClassBond

Expense Ratio

BCPIX features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for BCPIX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Brandes Core Plus Fixed Income Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brandes Core Plus Fixed Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugust
4.10%
9.95%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brandes Core Plus Fixed Income Fund had a return of 3.51% year-to-date (YTD) and 8.16% in the last 12 months. Over the past 10 years, Brandes Core Plus Fixed Income Fund had an annualized return of 1.94%, while the S&P 500 had an annualized return of 10.95%, indicating that Brandes Core Plus Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.51%18.42%
1 month0.83%2.28%
6 months4.10%9.95%
1 year8.16%25.31%
5 years (annualized)1.17%14.08%
10 years (annualized)1.94%10.95%

Monthly Returns

The table below presents the monthly returns of BCPIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.27%-0.65%1.05%-2.20%1.58%0.92%2.27%3.51%
20232.88%-1.89%2.51%0.89%-1.25%-0.07%0.18%-0.42%-2.02%-1.31%4.27%3.64%7.39%
2022-1.95%-0.69%-2.43%-3.07%0.35%-2.23%3.49%-2.65%-3.33%-0.33%2.53%-0.32%-10.35%
2021-0.21%-0.86%-0.57%0.84%-0.00%0.90%0.74%0.26%-0.77%-0.53%0.27%-0.03%0.04%
20201.53%1.09%-0.51%1.55%0.76%0.22%1.31%-0.12%0.09%-0.54%0.81%0.30%6.65%
20191.39%0.24%1.46%-0.08%1.21%0.77%-0.09%1.88%-0.52%0.11%-0.31%0.45%6.66%
2018-0.75%-0.68%0.57%-0.54%0.58%0.24%-0.20%0.70%-0.55%-0.64%-0.09%0.94%-0.44%
20170.43%0.51%0.10%0.84%0.64%-0.34%0.54%0.64%-0.44%0.00%-0.33%0.11%2.72%
20161.12%0.55%1.57%1.23%0.22%1.49%0.83%0.08%0.29%-0.49%-1.97%0.27%5.27%
20151.80%-0.69%0.40%-0.10%0.06%-0.79%0.08%-0.47%0.62%-0.46%-0.85%-0.80%-1.21%
20141.39%0.44%-0.10%0.57%1.08%-0.01%-0.31%0.85%-0.66%0.75%0.51%-0.36%4.22%
20130.21%0.60%0.39%0.91%-1.09%-1.99%0.26%-0.30%0.91%1.18%0.15%-0.46%0.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCPIX is 40, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BCPIX is 4040
BCPIX (Brandes Core Plus Fixed Income Fund)
The Sharpe Ratio Rank of BCPIX is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of BCPIX is 4444Sortino Ratio Rank
The Omega Ratio Rank of BCPIX is 3838Omega Ratio Rank
The Calmar Ratio Rank of BCPIX is 3333Calmar Ratio Rank
The Martin Ratio Rank of BCPIX is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brandes Core Plus Fixed Income Fund (BCPIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BCPIX
Sharpe ratio
The chart of Sharpe ratio for BCPIX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for BCPIX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.0012.002.22
Omega ratio
The chart of Omega ratio for BCPIX, currently valued at 1.26, compared to the broader market1.001.502.002.503.003.501.27
Calmar ratio
The chart of Calmar ratio for BCPIX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.67
Martin ratio
The chart of Martin ratio for BCPIX, currently valued at 6.07, compared to the broader market0.0020.0040.0060.0080.006.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.02
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.002.503.003.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.33, compared to the broader market0.0020.0040.0060.0080.009.33

Sharpe Ratio

The current Brandes Core Plus Fixed Income Fund Sharpe ratio is 1.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Brandes Core Plus Fixed Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugust
1.51
2.02
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brandes Core Plus Fixed Income Fund granted a 3.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.29$0.30$0.25$0.21$0.25$0.26$0.26$0.23$0.26$0.22$0.28$0.33

Dividend yield

3.41%3.52%3.03%2.27%2.58%2.78%2.91%2.48%2.84%2.47%3.05%3.56%

Monthly Dividends

The table displays the monthly dividend distributions for Brandes Core Plus Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.19
2023$0.02$0.02$0.02$0.02$0.03$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.30
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2020$0.02$0.02$0.02$0.01$0.02$0.01$0.00$0.02$0.02$0.02$0.02$0.06$0.25
2019$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.04$0.26
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.26
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.22
2014$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.06$0.28
2013$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.03$0.02$0.05$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugust
-1.63%
-0.33%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brandes Core Plus Fixed Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Brandes Core Plus Fixed Income Fund was 18.28%, occurring on Nov 24, 2008. Recovery took 281 trading sessions.

The current Brandes Core Plus Fixed Income Fund drawdown is 1.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.28%May 21, 2008130Nov 24, 2008281Jan 7, 2010411
-14.63%Aug 5, 2021309Oct 24, 2022
-5.34%Mar 10, 20207Mar 18, 202050May 29, 202057
-3.97%May 3, 201378Aug 22, 2013113Feb 3, 2014191
-3.31%Apr 20, 2015174Dec 23, 201566Mar 31, 2016240

Volatility

Volatility Chart

The current Brandes Core Plus Fixed Income Fund volatility is 1.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugust
1.58%
5.56%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)