BIIEX vs. VOO
BIIEX (Brandes International Equity Fund) and VOO (Vanguard S&P 500 ETF) are both funds - BIIEX is a Foreign Large Cap Equities fund managed by Brandes, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BIIEX returned 11.01%/yr vs 15.14%/yr for VOO. Their 0.73 correlation means they have sometimes moved together and sometimes differently. BIIEX charges 0.85%/yr vs 0.03%/yr for VOO.
Performance
BIIEX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, BIIEX achieves a 14.52% return, which is significantly higher than VOO's 10.16% return. Over the past 10 years, BIIEX has underperformed VOO with an annualized return of 11.01%, while VOO has yielded a comparatively higher 15.14% annualized return.
BIIEX
- 1D
- 0.92%
- 1M
- 6.19%
- 6M
- 8.88%
- YTD
- 14.52%
- 1Y
- 30.14%
- 3Y*
- 22.08%
- 5Y*
- 15.19%
- 10Y*
- 11.01%
- ALL TIME*
- 8.15%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
BIIEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 14.52% | 38.82% | 7.17% | 30.40% | -8.46% | 12.86% | -1.83% | 14.48% | -9.52% | 15.14% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between BIIEX and VOO is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.73 |
The correlation between BIIEX and VOO shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIIEX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.28 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.21 | +0.34 |
| Martin ratioReturn relative to average drawdown | 8.70 | 9.44 | -0.74 |
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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% | -8.90% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -18.69% | +5.00% |
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 | 0.00% | -1.38% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -3.67% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.08% | +1.19% |
Volatility
BIIEX vs. VOO - Volatility Comparison
Brandes International Equity Fund (BIIEX) has a higher volatility of 3.95% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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 | 3.95% | 3.54% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 10.10% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 12.82% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 16.93% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 18.01% | -1.35% |
BIIEX vs. VOO - Expense Ratio Comparison
BIIEX has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
BIIEX vs. VOO - Dividend Comparison
BIIEX's dividend yield for the trailing twelve months is around 5.67%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 5.67% | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
BIIEX and VOO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIIEX has higher volatility (3.95%) compared to VOO (3.54%). In terms of maximum drawdown, BIIEX dropped -58.76% vs VOO's -33.99%.
BIIEX currently has the higher Sharpe Ratio (2.14 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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