PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Brandes Core Plus Fixed Income Fund (BCPIX)

Mutual Fund · Currency in USD · Last updated Dec 2, 2023

The investment seeks to maximize long-term total return, consisting of both current income and capital appreciation. The fund invests at least 80% of its net assets measured at the time of purchase in fixed income securities. These include, but are not limited to, debt securities issued by U.S. and foreign companies, debt obligations issued or guaranteed by the U.S. government and foreign governments and their agencies and instrumentalities, and U.S. and foreign mortgage-backed securities, collateralized mortgage obligations and asset-backed debt securities.

Summary

Fund Info

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

Expense Ratio

The Brandes Core Plus Fixed Income Fund has a high expense ratio of 0.30%, indicating higher-than-average management fees.


0.30%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
50.25%
210.63%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BCPIX

Brandes Core Plus Fixed Income Fund

Return

Brandes Core Plus Fixed Income Fund had a return of 4.04% year-to-date (YTD) and 2.83% in the last 12 months. Over the past 10 years, Brandes Core Plus Fixed Income Fund had an annualized return of 1.60%, while the S&P 500 had an annualized return of 9.87%, indicating that Brandes Core Plus Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.04%19.67%
1 month3.79%8.42%
6 months1.06%7.29%
1 year2.83%12.71%
5 years (annualized)1.38%10.75%
10 years (annualized)1.60%9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.25%-0.07%0.18%-0.42%-2.02%-1.31%3.95%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Brandes Core Plus Fixed Income Fund (BCPIX) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCPIX
Brandes Core Plus Fixed Income Fund
0.60
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Brandes Core Plus Fixed Income Fund Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.60
0.91
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

Dividend History

Brandes Core Plus Fixed Income Fund granted a 3.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.27$0.25$0.21$0.25$0.25$0.26$0.23$0.26$0.22$0.28$0.33$0.53

Dividend yield

3.25%3.03%2.27%2.58%2.77%2.91%2.49%2.84%2.47%3.05%3.55%5.65%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.03$0.02$0.03$0.00
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
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
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
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
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
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
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
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
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
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
2012$0.04$0.04$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.17

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.93%
-4.21%
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.


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 Chart

The current Brandes Core Plus Fixed Income Fund volatility is 1.82%, 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%JulyAugustSeptemberOctoberNovemberDecember
1.82%
2.79%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)