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BEMIX vs. BGVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEMIX vs. BGVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Emerging Markets Fund (BEMIX) and Brandes Global Equity Fund (BGVIX). The values are adjusted to include any dividend payments, if applicable.

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BEMIX vs. BGVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEMIX
Brandes Emerging Markets Fund
2.96%47.83%4.01%22.53%-15.91%1.68%-6.17%18.60%-15.56%26.00%
BGVIX
Brandes Global Equity Fund
-2.73%33.72%12.53%21.71%-5.97%21.20%1.97%17.38%-10.39%16.23%

Returns By Period

In the year-to-date period, BEMIX achieves a 2.96% return, which is significantly higher than BGVIX's -2.73% return. Over the past 10 years, BEMIX has underperformed BGVIX with an annualized return of 8.04%, while BGVIX has yielded a comparatively higher 10.88% annualized return.


BEMIX

1D
-0.79%
1M
-11.64%
YTD
2.96%
6M
11.40%
1Y
45.15%
3Y*
21.23%
5Y*
9.84%
10Y*
8.04%

BGVIX

1D
0.33%
1M
-8.64%
YTD
-2.73%
6M
4.09%
1Y
20.55%
3Y*
19.13%
5Y*
12.59%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEMIX vs. BGVIX - Expense Ratio Comparison

BEMIX has a 1.12% expense ratio, which is higher than BGVIX's 1.00% expense ratio.


Return for Risk

BEMIX vs. BGVIX — Risk / Return Rank

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

BEMIX
BEMIX Risk / Return Rank: 9696
Overall Rank
BEMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
BEMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BEMIX Martin Ratio Rank: 9696
Martin Ratio Rank

BGVIX
BGVIX Risk / Return Rank: 7272
Overall Rank
BGVIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BGVIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BGVIX Omega Ratio Rank: 7272
Omega Ratio Rank
BGVIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BGVIX Martin Ratio Rank: 7474
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.

BEMIX vs. BGVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Emerging Markets Fund (BEMIX) and Brandes Global Equity Fund (BGVIX). 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.


BEMIXBGVIXDifference

Sharpe ratio

Return per unit of total volatility

2.57

1.32

+1.25

Sortino ratio

Return per unit of downside risk

3.24

1.80

+1.44

Omega ratio

Gain probability vs. loss probability

1.51

1.27

+0.24

Calmar ratio

Return relative to maximum drawdown

3.45

1.58

+1.86

Martin ratio

Return relative to average drawdown

14.31

7.05

+7.27

BEMIX vs. BGVIX - Sharpe Ratio Comparison

The current BEMIX Sharpe Ratio is 2.57, which is higher than the BGVIX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BEMIX and BGVIX, 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


BEMIXBGVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.32

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.84

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.63

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.46

-0.22

Correlation

The correlation between BEMIX and BGVIX is 0.76, 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

BEMIX vs. BGVIX - Dividend Comparison

BEMIX's dividend yield for the trailing twelve months is around 2.09%, less than BGVIX's 12.75% yield.


TTM20252024202320222021202020192018201720162015
BEMIX
Brandes Emerging Markets Fund
2.09%2.15%3.04%2.45%2.86%2.31%1.31%2.56%1.55%1.41%2.20%1.54%
BGVIX
Brandes Global Equity Fund
12.75%12.41%9.13%4.80%3.31%6.00%2.98%2.46%6.99%4.02%2.07%8.51%

Drawdowns

BEMIX vs. BGVIX - Drawdown Comparison

The maximum BEMIX drawdown since its inception was -46.05%, which is greater than BGVIX's maximum drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for BEMIX and BGVIX.


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Drawdown Indicators


BEMIXBGVIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.05%

-41.16%

-4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-11.97%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-25.37%

-11.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.05%

-41.16%

-4.89%

Current Drawdown

Current decline from peak

-12.07%

-8.73%

-3.34%

Average Drawdown

Average peak-to-trough decline

-14.32%

-6.35%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.69%

+0.22%

Volatility

BEMIX vs. BGVIX - Volatility Comparison

Brandes Emerging Markets Fund (BEMIX) has a higher volatility of 8.42% compared to Brandes Global Equity Fund (BGVIX) at 4.65%. This indicates that BEMIX's price experiences larger fluctuations and is considered to be riskier than BGVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMIXBGVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

4.65%

+3.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

8.98%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

15.62%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

15.11%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

17.44%

-0.48%