PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Brandes International Equity Fund (BIIEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1052627031
CUSIP105262703
IssuerBrandes
Inception DateJan 1, 1997
CategoryForeign Large Cap Equities
Min. Investment$100,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

BIIEX has a high expense ratio of 0.85%, indicating higher-than-average management fees.


Expense ratio chart for BIIEX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


Loading data...

Compare to other instruments

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


Brandes International Equity Fund

Popular comparisons: BIIEX vs. ARTKX, BIIEX vs. GSINX

Performance

Performance Chart

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


350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
401.81%
530.84%
BIIEX (Brandes International Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brandes International Equity Fund had a return of 4.24% year-to-date (YTD) and 20.77% in the last 12 months. Over the past 10 years, Brandes International Equity Fund had an annualized return of 4.78%, while the S&P 500 had an annualized return of 10.41%, indicating that Brandes International Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.24%6.17%
1 month0.48%-2.72%
6 months16.09%17.29%
1 year20.77%23.80%
5 years (annualized)7.75%11.47%
10 years (annualized)4.78%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.53%1.50%4.99%-1.74%
2023-3.00%9.34%4.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BIIEX is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BIIEX is 8787
Brandes International Equity Fund(BIIEX)
The Sharpe Ratio Rank of BIIEX is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of BIIEX is 8484Sortino Ratio Rank
The Omega Ratio Rank of BIIEX is 8484Omega Ratio Rank
The Calmar Ratio Rank of BIIEX is 9696Calmar Ratio Rank
The Martin Ratio Rank of BIIEX is 8888Martin 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 International Equity Fund (BIIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BIIEX
Sharpe ratio
The chart of Sharpe ratio for BIIEX, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for BIIEX, currently valued at 2.59, compared to the broader market-2.000.002.004.006.008.0010.002.59
Omega ratio
The chart of Omega ratio for BIIEX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for BIIEX, currently valued at 2.58, compared to the broader market0.002.004.006.008.0010.0012.002.58
Martin ratio
The chart of Martin ratio for BIIEX, currently valued at 8.50, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Brandes International Equity Fund Sharpe ratio is 1.82. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Brandes International Equity 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.82
1.97
BIIEX (Brandes International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brandes International Equity Fund granted a 2.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.51$0.51$0.57$0.69$0.31$0.65$0.44$0.32$0.57$0.38$0.36$0.37

Dividend yield

2.40%2.50%3.57%3.81%1.86%3.76%2.83%1.80%3.58%2.53%2.30%2.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.04$0.00$0.00$0.12
2022$0.00$0.00$0.04$0.00$0.00$0.36$0.00$0.00$0.10$0.00$0.00$0.07
2021$0.00$0.00$0.11$0.00$0.00$0.28$0.00$0.00$0.08$0.00$0.00$0.22
2020$0.00$0.00$0.08$0.00$0.00$0.17$0.00$0.00$0.03$0.00$0.00$0.03
2019$0.00$0.00$0.11$0.00$0.00$0.28$0.00$0.00$0.15$0.00$0.00$0.12
2018$0.00$0.00$0.01$0.00$0.00$0.23$0.00$0.00$0.09$0.00$0.00$0.12
2017$0.00$0.00$0.07$0.00$0.00$0.18$0.00$0.00$0.07$0.00$0.00$0.00
2016$0.00$0.00$0.05$0.00$0.00$0.19$0.00$0.00$0.08$0.00$0.00$0.25
2015$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.09$0.00$0.00$0.07
2014$0.00$0.00$0.09$0.00$0.00$0.20$0.00$0.00$0.06$0.00$0.00$0.01
2013$0.28$0.00$0.00$0.07$0.00$0.00$0.02

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.66%
-3.62%
BIIEX (Brandes International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brandes International 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 International Equity Fund was 58.76%, occurring on Mar 9, 2009. Recovery took 1321 trading sessions.

The current Brandes International Equity Fund drawdown is 0.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.76%Dec 7, 2007313Mar 9, 20091321Jun 9, 20141634
-50.71%Jul 13, 2000665Mar 12, 2003422Nov 12, 20041087
-42.67%Jan 29, 2018541Mar 23, 2020233Feb 24, 2021774
-29.73%Feb 17, 2022153Sep 27, 2022179Jun 14, 2023332
-25.48%Jul 21, 199855Oct 5, 1998139Apr 16, 1999194

Volatility

Volatility Chart

The current Brandes International Equity Fund volatility is 3.98%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.98%
4.05%
BIIEX (Brandes International Equity Fund)
Benchmark (^GSPC)