Brandes Small Cap Value Fund (BSCMX)
The investment seeks long term capital appreciation. Under normal market conditions, the fund invests at least 80% of its net assets measured at the time of purchase in equity securities of companies with small market capitalizations. The fund may invest up to 10% of its total assets, measured at the time of purchase, in securities of companies located outside of the United States.
Fund Info
| ISIN | US1052624715 |
|---|---|
| Issuer | Brandes |
| Inception Date | Jan 2, 2018 |
| Category | Small Cap Value Equities |
| Minimum Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Value |
Expense Ratio
The Brandes Small Cap Value Fund has a high expense ratio of 0.91%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in Brandes Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Brandes Small Cap Value Fund had a return of 14.07% year-to-date (YTD) and 29.35% in the last 12 months. Over the past 10 years, Brandes Small Cap Value Fund had an annualized return of 8.71%, while the S&P 500 benchmark had an annualized return of 8.43%, indicating that Brandes Small Cap Value Fund performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.42% | -4.87% |
| 6 months | 4.70% | 4.35% |
| Year-To-Date | 14.07% | 11.68% |
| 1 year | 29.35% | 19.59% |
| 5 years (annualized) | 9.62% | 7.97% |
| 10 years (annualized) | 8.71% | 8.43% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.91% | -2.04% | -0.64% | 5.96% | 4.12% | -0.07% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 1.63 | ||||
^GSPC S&P 500 | 0.89 |
Dividend History
Brandes Small Cap Value Fund granted a 2.08% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.34 | $0.57 | $0.19 | $0.10 | $0.74 |
Dividend yield | 2.08% | 2.95% | 4.54% | 1.91% | 1.23% | 10.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Brandes Small Cap Value 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | ||||
| 2022 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.17 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.54 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 |
| 2018 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.70 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Brandes Small Cap Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Brandes Small Cap Value Fund is 38.12%, recorded on Mar 18, 2020. It took 164 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.12% | Aug 22, 2018 | 395 | Mar 18, 2020 | 164 | Nov 9, 2020 | 559 |
| -21.8% | Jan 18, 2022 | 178 | Sep 30, 2022 | 172 | Jun 8, 2023 | 350 |
| -8.93% | Jan 29, 2018 | 23 | Mar 1, 2018 | 88 | Jul 6, 2018 | 111 |
| -8.02% | Nov 12, 2021 | 13 | Dec 1, 2021 | 23 | Jan 4, 2022 | 36 |
| -6.65% | Jun 16, 2021 | 23 | Jul 19, 2021 | 76 | Nov 3, 2021 | 99 |
Volatility Chart
The current Brandes Small Cap Value Fund volatility is 2.50%, 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.