- ISIN
- US92046L6433
- CUSIP
- 92046L643
- Issuer
- BFS
- Inception Date
- Nov 8, 2013
- Category
- Large Cap Blend Equities
- Min. Investment
- $1,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BFSAX Performance Chart
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Returns By Period
BFS Equity Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BFSAX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.01% | -3.53% | 2.52% | 1.78% | -0.60% | 5.79% | 3.49% | -1.11% | -4.33% | -1.86% | 3.80% | 8.75% | |
| 2022 | -8.01% | -2.34% | 1.32% | -7.04% | 0.16% | -5.83% | 5.96% | -3.03% | -6.64% | 6.28% | 3.82% | -3.56% | -18.53% |
| 2021 | -2.13% | 1.65% | 4.54% | 5.84% | 0.80% | 1.03% | 3.43% | 3.67% | -5.01% | 6.73% | -0.72% | 3.28% | 24.95% |
Benchmark Metrics
BFS Equity Fund has an annualized alpha of -0.60%, beta of 0.93, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since November 08, 2013.
- This fund participated in 96.28% of S&P 500 Index downside but only 90.75% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.96, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.60%
- Beta
- 0.93
- R²
- 0.96
- Upside Capture
- 90.75%
- Downside Capture
- 96.28%
Expense Ratio
BFSAX has a high expense ratio of 1.25%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BFS Equity Fund (BFSAX) and compare them to S&P 500 Index.
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.
| BFSAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
BFS Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.20 | $2.10 | $0.29 | $0.30 | $0.49 | $0.05 | $0.05 | $0.03 |
Dividend yield | 0.00% | 1.14% | 9.63% | 1.50% | 1.69% | 3.63% | 0.32% | 0.45% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for BFS Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.10 | $2.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BFS Equity 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 BFS Equity Fund was 34.35%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.35%Mar 2020 | 1mo 9d | 5mo 6d | 6mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -23.86%Sep 2022 | 10mo 15d | — | 4y 7moNov 2021 - now |
Rate-hike selloffLate 2018 | -20.02%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
2016 correction2016 | -13.94%Feb 2016 | 3mo 9d | 5mo 10d | 8mo 19dNov 2015 - Jul 2016 |
2015 correction2015 | -11.10%Aug 2015 | 14d | 2mo 10d | 2mo 24dAug 2015 - Nov 2015 |
Drawdown Indicators
| BFSAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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