BGVIX vs. GAOAX
Compare and contrast key facts about Brandes Global Equity Fund (BGVIX) and JPMorgan Global Allocation Fund A (GAOAX).
BGVIX is managed by Brandes. It was launched on Oct 5, 2008. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
BGVIX vs. GAOAX - Performance Comparison
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BGVIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, BGVIX achieves a -2.73% return, which is significantly higher than GAOAX's -5.28% return. Over the past 10 years, BGVIX has outperformed GAOAX with an annualized return of 10.88%, while GAOAX has yielded a comparatively lower 5.59% annualized return.
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%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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BGVIX vs. GAOAX - Expense Ratio Comparison
BGVIX has a 1.00% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
BGVIX vs. GAOAX — Risk / Return Rank
BGVIX
GAOAX
BGVIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| BGVIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.72 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.06 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.15 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.82 | +0.76 |
Martin ratioReturn relative to average drawdown | 7.05 | 3.42 | +3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGVIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.72 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.16 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.52 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Correlation
The correlation between BGVIX and GAOAX is 0.85, 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
BGVIX vs. GAOAX - Dividend Comparison
BGVIX's dividend yield for the trailing twelve months is around 12.75%, more than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
BGVIX vs. GAOAX - Drawdown Comparison
The maximum BGVIX drawdown since its inception was -41.16%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for BGVIX and GAOAX.
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Drawdown Indicators
| BGVIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.16% | -29.02% | -12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -8.95% | -3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -29.02% | +3.65% |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | -29.02% | -12.14% |
Current DrawdownCurrent decline from peak | -8.73% | -8.95% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -6.01% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.15% | +0.54% |
Volatility
BGVIX vs. GAOAX - Volatility Comparison
Brandes Global Equity Fund (BGVIX) and JPMorgan Global Allocation Fund A (GAOAX) have volatilities of 4.65% and 4.64%, 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
| BGVIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.64% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 7.42% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 11.46% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 11.02% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 10.80% | +6.64% |