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Brandes Small Cap Value Fund (BSCMX)

Mutual Fund · Currency in USD · Last updated Sep 30, 2023

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.

Summary

Fund Info

ISINUS1052624715
IssuerBrandes
Inception DateJan 2, 2018
CategorySmall Cap Value Equities
Minimum Investment$100,000
Asset ClassEquity

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.


0.91%
0.00%2.15%

Share Price Chart


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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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
3.56%
3.96%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BSCMX

Brandes Small Cap Value Fund

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.


PeriodReturnBenchmark
1 month-2.42%-4.87%
6 months4.70%4.35%
Year-To-Date14.07%11.68%
1 year29.35%19.59%
5 years (annualized)9.62%7.97%
10 years (annualized)8.71%8.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BSCMX
Brandes Small Cap Value Fund
1.63
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Brandes Small Cap Value Fund Sharpe ratio is 1.63. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.63
0.89
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-3.97%
-10.60%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

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, 2018395Mar 18, 2020164Nov 9, 2020559
-21.8%Jan 18, 2022178Sep 30, 2022172Jun 8, 2023350
-8.93%Jan 29, 201823Mar 1, 201888Jul 6, 2018111
-8.02%Nov 12, 202113Dec 1, 202123Jan 4, 202236
-6.65%Jun 16, 202123Jul 19, 202176Nov 3, 202199

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptember
2.50%
3.17%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)