PortfoliosLab logoPortfoliosLab logo
ISIN
US1052627940
CUSIP
105262794
Issuer
Brandes
Inception Date
Oct 5, 2008
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

BGVIX Performance Chart

Brandes Global Equity Fund (BGVIX) is up 4.3% since the beginning of the year. BGVIX is currently trading at $36 per share. Investors who bought $1,000 worth of BGVIX shares 5 years ago would now be looking at an investment worth $1,790.


Loading charts...

S&P 500 Index

Returns By Period

Brandes Global Equity Fund (BGVIX) has returned 4.26% so far this year and 24.73% over the past 12 months. Over the last ten years, BGVIX has returned 11.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Brandes Global Equity Fund

1D
-0.06%
1M
1.78%
YTD
4.26%
6M
6.81%
1Y
24.73%
3Y*
21.69%
5Y*
12.35%
10Y*
11.43%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGVIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 6, 2008, BGVIX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -18.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BGVIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.83%2.54%-6.51%3.88%0.11%0.73%4.26%
20254.81%3.83%-0.85%-0.89%3.73%5.15%-0.83%4.95%2.94%1.64%2.22%2.99%33.72%
20240.00%3.48%6.03%-3.21%3.32%-1.70%4.29%1.85%1.40%-2.54%3.21%-3.69%12.53%
20238.50%-1.67%-1.24%1.88%-4.19%6.40%4.52%-2.36%-2.25%-2.68%8.42%5.66%21.71%
20221.46%-2.94%-1.69%-5.22%4.32%-8.65%3.11%-4.11%-9.08%11.62%10.02%-2.58%-5.97%
20211.02%5.40%5.37%2.56%4.70%-1.64%-1.02%2.14%-2.91%3.85%-5.43%6.11%21.20%

Benchmark Metrics

Brandes Global Equity Fund has an annualized alpha of -0.99%, beta of 0.89, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since October 07, 2008.

  • This fund participated in 99.21% of S&P 500 Index downside but only 88.59% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.89 and R2 of 0.80, 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
-0.99%
Beta
0.89
0.80
Upside Capture
88.59%
Downside Capture
99.21%

Expense Ratio

BGVIX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BGVIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BGVIX Risk / Return Rank: 5050
Overall Rank
BGVIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BGVIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BGVIX Omega Ratio Rank: 4848
Omega Ratio Rank
BGVIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BGVIX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) and compare them to S&P 500 Index.


BGVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

2.78

2.93

-0.14

Martin ratioReturn relative to average drawdown

9.86

13.52

-3.66

Dividends

Dividend History

Brandes Global Equity Fund provided a 11.90% dividend yield over the last twelve months, with an annual payout of $4.28 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.28$4.28$2.66$1.35$0.80$1.61$0.70$0.59$1.46$1.00$0.46$1.79

Dividend yield

11.90%12.41%9.13%4.80%3.31%6.00%2.98%2.46%6.99%4.02%2.07%8.51%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.12$0.00$0.00$3.82$4.28
2024$0.00$0.00$0.09$0.00$0.00$0.23$0.00$0.00$0.12$0.00$0.00$2.22$2.66
2023$0.00$0.00$0.11$0.00$0.00$0.22$0.00$0.00$0.12$0.00$0.00$0.90$1.35
2022$0.00$0.00$0.07$0.00$0.00$0.22$0.00$0.00$0.14$0.00$0.00$0.37$0.80
2021$0.00$0.00$0.18$0.00$0.00$0.21$0.00$0.00$0.12$0.00$0.00$1.09$1.61

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Brandes Global 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 Brandes Global Equity Fund was 41.16%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current Brandes Global Equity Fund drawdown is 2.18%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.16%Mar 2020
2y 1mo9mo 18d
2y 11moJan 2018 - Jan 2021
Financial crisis2007–2009
-35.35%Mar 2009
5mo 3d4mo 27d
10moOct 2008 - Aug 2009
Bear market2022
-25.37%Sep 2022
8mo 17d9mo 19d
1y 6moJan 2022 - Jul 2023
2016 bear market2016
-22.09%Feb 2016
8mo 25d1y 5d
1y 9moMay 2015 - Feb 2017
2011 bear market2011
-21.52%Sep 2011
4mo 26d1y 4mo
1y 8moApr 2011 - Jan 2013

Drawdown Indicators


BGVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.16%

-56.78%

+15.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-9.10%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.22%

-18.90%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-25.43%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-33.92%

-7.24%

Current Drawdown

Current decline from peak

-2.18%

-0.74%

-1.44%

Average Drawdown

Average peak-to-trough decline

-6.32%

-10.72%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.97%

+0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BGVIX

Add Brandes Global Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BGVIX