BGVIX vs. VMNVX
Compare and contrast key facts about Brandes Global Equity Fund (BGVIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
BGVIX is managed by Brandes. It was launched on Oct 5, 2008. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
BGVIX vs. VMNVX - Performance Comparison
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BGVIX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | -0.46% | 33.72% | 12.53% | 21.71% | -5.97% | 21.20% | 1.97% | 17.38% | -10.39% | 16.23% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Returns By Period
In the year-to-date period, BGVIX achieves a -0.46% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, BGVIX has outperformed VMNVX with an annualized return of 11.14%, while VMNVX has yielded a comparatively lower 8.38% annualized return.
BGVIX
- 1D
- 2.33%
- 1M
- -5.69%
- YTD
- -0.46%
- 6M
- 5.84%
- 1Y
- 23.43%
- 3Y*
- 20.04%
- 5Y*
- 12.96%
- 10Y*
- 11.14%
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
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BGVIX vs. VMNVX - Expense Ratio Comparison
BGVIX has a 1.00% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
BGVIX vs. VMNVX — Risk / Return Rank
BGVIX
VMNVX
BGVIX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.94 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.35 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.30 | +0.64 |
Martin ratioReturn relative to average drawdown | 8.53 | 6.22 | +2.31 |
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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.94 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.90 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.70 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.76 | -0.30 |
Correlation
The correlation between BGVIX and VMNVX 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
BGVIX vs. VMNVX - Dividend Comparison
BGVIX's dividend yield for the trailing twelve months is around 12.47%, more than VMNVX's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | 12.47% | 12.41% | 9.13% | 4.80% | 3.31% | 6.00% | 2.98% | 2.46% | 6.99% | 4.02% | 2.07% | 8.51% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
BGVIX vs. VMNVX - Drawdown Comparison
The maximum BGVIX drawdown since its inception was -41.16%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for BGVIX and VMNVX.
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Drawdown Indicators
| BGVIX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.16% | -33.11% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -7.93% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -12.93% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | -33.11% | -8.05% |
Current DrawdownCurrent decline from peak | -6.61% | -4.95% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -2.82% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.66% | +1.06% |
Volatility
BGVIX vs. VMNVX - Volatility Comparison
Brandes Global Equity Fund (BGVIX) has a higher volatility of 5.36% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that BGVIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGVIX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 2.93% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 5.02% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 10.09% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 9.53% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 11.96% | +5.50% |