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BIIEX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIIEX vs. BCPIX - Performance Comparison

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

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BIIEX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIIEX
Brandes International Equity Fund
0.11%38.82%7.17%30.40%-8.46%12.86%-1.83%14.48%-9.52%15.14%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, BIIEX achieves a 0.11% return, which is significantly higher than BCPIX's -0.55% return. Over the past 10 years, BIIEX has outperformed BCPIX with an annualized return of 9.75%, while BCPIX has yielded a comparatively lower 1.90% annualized return.


BIIEX

1D
0.48%
1M
-9.89%
YTD
0.11%
6M
5.09%
1Y
25.48%
3Y*
20.50%
5Y*
13.07%
10Y*
9.75%

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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BIIEX vs. BCPIX - Expense Ratio Comparison

BIIEX has a 0.85% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

BIIEX vs. BCPIX — Risk / Return Rank

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

BIIEX
BIIEX Risk / Return Rank: 8383
Overall Rank
BIIEX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BIIEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
BIIEX Omega Ratio Rank: 8080
Omega Ratio Rank
BIIEX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIIEX Martin Ratio Rank: 8282
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.

BIIEX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International Equity Fund (BIIEX) 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.


BIIEXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.99

+0.62

Sortino ratio

Return per unit of downside risk

2.19

1.44

+0.75

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

2.08

1.71

+0.37

Martin ratio

Return relative to average drawdown

8.23

5.12

+3.11

BIIEX vs. BCPIX - Sharpe Ratio Comparison

The current BIIEX Sharpe Ratio is 1.60, which is higher than the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BIIEX 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


BIIEXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.99

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.18

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.46

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.33

+0.09

Correlation

The correlation between BIIEX and BCPIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BIIEX vs. BCPIX - Dividend Comparison

BIIEX's dividend yield for the trailing twelve months is around 6.16%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
BIIEX
Brandes International Equity Fund
6.16%6.17%2.95%2.51%3.57%3.81%1.86%3.76%2.83%1.80%3.58%2.53%
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

BIIEX vs. BCPIX - Drawdown Comparison

The maximum BIIEX drawdown since its inception was -58.76%, which is greater than BCPIX's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for BIIEX and BCPIX.


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Drawdown Indicators


BIIEXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-22.43%

-36.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-2.58%

-8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.73%

-15.19%

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.67%

-15.19%

-27.48%

Current Drawdown

Current decline from peak

-9.92%

-2.11%

-7.81%

Average Drawdown

Average peak-to-trough decline

-11.64%

-4.28%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

0.86%

+1.97%

Volatility

BIIEX vs. BCPIX - Volatility Comparison

Brandes International Equity Fund (BIIEX) has a higher volatility of 6.08% compared to Brandes Core Plus Fixed Income Fund (BCPIX) at 1.42%. This indicates that BIIEX's price experiences larger fluctuations and is considered to be riskier than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIIEXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

1.42%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

2.36%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

3.97%

+11.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

5.06%

+9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

4.16%

+12.82%