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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

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


0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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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.


50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
54.94%
257.44%
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 -0.09% year-to-date (YTD) and 4.89% in the last 12 months. Over the past 10 years, Brandes Core Plus Fixed Income Fund had an annualized return of 1.80%, while the S&P 500 had an annualized return of 10.96%, indicating that Brandes Core Plus Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.09%10.04%
1 month1.52%3.53%
6 months7.16%22.79%
1 year4.89%32.16%
5 years (annualized)1.20%13.15%
10 years (annualized)1.80%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.27%-0.65%
2023-0.42%-2.02%-1.31%4.27%3.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Brandes Core Plus Fixed Income Fund (BCPIX) and compares them with a selected benchmark (^GSPC). These performance indicators 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
0.81
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Brandes Core Plus Fixed Income Fund Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.81
2.76
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brandes Core Plus Fixed Income Fund granted a 3.62% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


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

Dividend yield

3.62%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.03$0.03
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
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

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.05%
0
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 5.05%.


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, 2015177Dec 29, 201563Mar 31, 2016240

Volatility

Volatility Chart

The current Brandes Core Plus Fixed Income Fund volatility is 1.13%, 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%OctoberNovemberDecember2024FebruaryMarch
1.13%
2.82%
BCPIX (Brandes Core Plus Fixed Income Fund)
Benchmark (^GSPC)