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BBNIX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBNIX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Income Fund (BBNIX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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BBNIX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBNIX
BBH Income Fund
-0.55%7.86%3.87%9.07%-14.89%1.36%11.24%6.59%0.00%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%0.40%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BBNIX at -0.55% and BCPIX at -0.55%.


BBNIX

1D
0.45%
1M
-2.42%
YTD
-0.55%
6M
0.40%
1Y
4.30%
3Y*
5.42%
5Y*
1.37%
10Y*

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBNIX vs. BCPIX - Expense Ratio Comparison

BBNIX has a 0.47% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

BBNIX vs. BCPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBNIX
BBNIX Risk / Return Rank: 6060
Overall Rank
BBNIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BBNIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBNIX Omega Ratio Rank: 4949
Omega Ratio Rank
BBNIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBNIX Martin Ratio Rank: 5353
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
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.

BBNIX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Income Fund (BBNIX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


BBNIXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.99

+0.11

Sortino ratio

Return per unit of downside risk

1.63

1.44

+0.19

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.70

1.71

-0.01

Martin ratio

Return relative to average drawdown

5.21

5.12

+0.09

BBNIX vs. BCPIX - Sharpe Ratio Comparison

The current BBNIX Sharpe Ratio is 1.10, which is comparable to the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BBNIX and BCPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBNIXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.99

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.18

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.33

+0.23

Correlation

The correlation between BBNIX and BCPIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBNIX vs. BCPIX - Dividend Comparison

BBNIX's dividend yield for the trailing twelve months is around 4.81%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
BBNIX
BBH Income Fund
4.81%5.28%5.76%5.23%2.93%2.87%7.07%4.60%0.00%0.00%0.00%0.00%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Drawdowns

BBNIX vs. BCPIX - Drawdown Comparison

The maximum BBNIX drawdown since its inception was -18.96%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for BBNIX and BCPIX.


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Drawdown Indicators


BBNIXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-22.43%

+3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.58%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-15.19%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.19%

Current Drawdown

Current decline from peak

-2.42%

-2.11%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.28%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.86%

+0.09%

Volatility

BBNIX vs. BCPIX - Volatility Comparison

BBH Income Fund (BBNIX) and Brandes Core Plus Fixed Income Fund (BCPIX) have volatilities of 1.46% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBNIXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.42%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.36%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

3.97%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.06%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

4.16%

+0.94%