PortfoliosLab logo
Brandes Small Cap Value Fund (BSCMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1052624715

Issuer

Brandes

Inception Date

Jan 2, 2018

Min. Investment

$100,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

BSCMX has an expense ratio of 0.91%, placing it in the medium range.


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.


Performance

Performance Chart

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.


60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
78.33%
110.10%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

Brandes Small Cap Value Fund (BSCMX) returned -4.06% year-to-date (YTD) and 6.84% over the past 12 months.


BSCMX

YTD

-4.06%

1M

17.45%

6M

-6.11%

1Y

6.84%

5Y*

17.56%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of BSCMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.94%-1.43%-7.84%-3.78%6.61%-4.06%
2024-1.22%6.18%7.41%-5.62%5.34%-2.91%7.36%0.00%1.04%-3.12%13.63%-5.61%22.58%
20238.50%1.33%-0.90%-2.04%-0.64%6.53%3.57%-0.07%-2.42%-5.26%5.56%5.47%20.32%
2022-0.53%-0.08%0.61%-6.39%0.41%-4.96%8.38%-4.14%-12.45%10.55%3.10%-0.56%-7.93%
20213.26%7.03%5.37%0.16%6.07%0.57%-0.67%2.64%-1.93%0.83%-3.35%1.30%22.80%
2020-4.64%-6.76%-13.74%12.39%6.54%1.81%2.48%3.81%-4.78%3.50%16.91%5.03%20.38%
20197.10%2.40%-2.67%1.38%-7.27%5.29%2.45%-5.92%4.83%2.09%0.23%3.29%12.82%
20180.90%-6.24%1.23%-1.15%3.28%3.12%3.08%1.93%-2.68%-6.43%-0.42%-14.56%-17.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BSCMX is 45, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BSCMX is 4545
Overall Rank
The Sharpe Ratio Rank of BSCMX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCMX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BSCMX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BSCMX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of BSCMX is 4444
Martin 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 Small Cap Value Fund (BSCMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Brandes Small Cap Value Fund Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.31
  • 5-Year: 0.88
  • All Time: 0.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Brandes Small Cap Value Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.31
0.48
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brandes Small Cap Value Fund provided a 0.40% dividend yield over the last twelve months, with an annual payout of $0.07 per share.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.07$0.08$0.22$0.34$0.07$0.19$0.10$0.05

Dividend yield

0.40%0.45%1.57%2.88%0.53%1.76%1.11%0.55%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.01$0.00$0.00$0.02$0.08
2023$0.00$0.00$0.09$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.11$0.22
2022$0.00$0.00$0.15$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.16$0.34
2021$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.04$0.07
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$0.19
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$0.10
2018$0.01$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.01$0.05

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.14%
-7.82%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brandes Small Cap Value 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 Small Cap Value Fund was 42.71%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.

The current Brandes Small Cap Value Fund drawdown is 10.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.71%Aug 22, 2018395Mar 18, 2020175Nov 24, 2020570
-23.49%Dec 3, 202486Apr 8, 2025
-23.42%Nov 12, 2021222Sep 30, 2022198Jul 18, 2023420
-9.96%Aug 9, 202357Oct 27, 202336Dec 19, 202393
-8.93%Jan 29, 201823Mar 1, 201888Jul 6, 2018111

Volatility

Volatility Chart

The current Brandes Small Cap Value Fund volatility is 10.22%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.22%
11.21%
BSCMX (Brandes Small Cap Value Fund)
Benchmark (^GSPC)