BIIEX vs. VOO
Compare and contrast key facts about Brandes International Equity Fund (BIIEX) and Vanguard S&P 500 ETF (VOO).
BIIEX is managed by Brandes. It was launched on Jan 1, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BIIEX vs. VOO - Performance Comparison
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BIIEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BIIEX achieves a 0.11% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, BIIEX has underperformed VOO with an annualized return of 9.75%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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BIIEX vs. VOO - Expense Ratio Comparison
BIIEX has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BIIEX vs. VOO — Risk / Return Rank
BIIEX
VOO
BIIEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Equity Fund (BIIEX) and Vanguard S&P 500 ETF (VOO). 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.
| BIIEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 0.98 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.50 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.53 | +0.55 |
Martin ratioReturn relative to average drawdown | 8.23 | 7.29 | +0.94 |
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
| BIIEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 0.98 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.70 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.41 |
Correlation
The correlation between BIIEX and VOO is 0.73, 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
BIIEX vs. VOO - Dividend Comparison
BIIEX's dividend yield for the trailing twelve months is around 6.16%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BIIEX vs. VOO - Drawdown Comparison
The maximum BIIEX drawdown since its inception was -58.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIIEX and VOO.
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Drawdown Indicators
| BIIEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -33.99% | -24.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -11.98% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -24.52% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -33.99% | -8.68% |
Current DrawdownCurrent decline from peak | -9.92% | -6.29% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -3.72% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.52% | +0.31% |
Volatility
BIIEX vs. VOO - Volatility Comparison
Brandes International Equity Fund (BIIEX) has a higher volatility of 6.08% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that BIIEX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIIEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 5.29% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 9.44% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 18.10% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 16.82% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 17.99% | -1.01% |