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BINCX vs. FSTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BINCX vs. FSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International Small Cap Equity Fund Class C (BINCX) and Fidelity Series International Small Cap Fund (FSTSX). The values are adjusted to include any dividend payments, if applicable.

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BINCX vs. FSTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BINCX
Brandes International Small Cap Equity Fund Class C
-3.51%44.63%22.20%37.99%-9.36%18.22%3.79%6.06%-20.76%10.71%
FSTSX
Fidelity Series International Small Cap Fund
-4.92%27.49%4.97%18.36%-26.25%18.29%19.61%28.24%-13.19%34.44%

Returns By Period

In the year-to-date period, BINCX achieves a -3.51% return, which is significantly higher than FSTSX's -4.92% return. Over the past 10 years, BINCX has outperformed FSTSX with an annualized return of 9.72%, while FSTSX has yielded a comparatively lower 8.86% annualized return.


BINCX

1D
-0.33%
1M
-10.67%
YTD
-3.51%
6M
-0.78%
1Y
26.54%
3Y*
27.58%
5Y*
17.55%
10Y*
9.72%

FSTSX

1D
-0.18%
1M
-11.22%
YTD
-4.92%
6M
-3.31%
1Y
17.66%
3Y*
11.76%
5Y*
5.42%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BINCX vs. FSTSX - Expense Ratio Comparison

BINCX has a 1.99% expense ratio, which is higher than FSTSX's 0.03% expense ratio.


Return for Risk

BINCX vs. FSTSX — Risk / Return Rank

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

BINCX
BINCX Risk / Return Rank: 8585
Overall Rank
BINCX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BINCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BINCX Omega Ratio Rank: 8484
Omega Ratio Rank
BINCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BINCX Martin Ratio Rank: 8181
Martin Ratio Rank

FSTSX
FSTSX Risk / Return Rank: 5353
Overall Rank
FSTSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSTSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FSTSX Omega Ratio Rank: 5151
Omega Ratio Rank
FSTSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FSTSX Martin Ratio Rank: 4646
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.

BINCX vs. FSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International Small Cap Equity Fund Class C (BINCX) and Fidelity Series International Small Cap Fund (FSTSX). 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.


BINCXFSTSXDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.05

+0.80

Sortino ratio

Return per unit of downside risk

2.41

1.48

+0.93

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.05

1.30

+0.75

Martin ratio

Return relative to average drawdown

8.08

4.56

+3.52

BINCX vs. FSTSX - Sharpe Ratio Comparison

The current BINCX Sharpe Ratio is 1.85, which is higher than the FSTSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BINCX and FSTSX, 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


BINCXFSTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.05

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.33

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.56

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.58

+0.05

Correlation

The correlation between BINCX and FSTSX is 0.79, 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

BINCX vs. FSTSX - Dividend Comparison

BINCX's dividend yield for the trailing twelve months is around 3.12%, less than FSTSX's 16.03% yield.


TTM20252024202320222021202020192018201720162015
BINCX
Brandes International Small Cap Equity Fund Class C
3.12%3.01%2.54%2.45%2.98%3.85%0.60%0.21%3.77%7.83%3.75%3.04%
FSTSX
Fidelity Series International Small Cap Fund
16.03%15.24%10.22%3.34%6.38%13.22%0.81%4.27%10.99%6.30%4.01%7.32%

Drawdowns

BINCX vs. FSTSX - Drawdown Comparison

The maximum BINCX drawdown since its inception was -48.15%, which is greater than FSTSX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for BINCX and FSTSX.


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Drawdown Indicators


BINCXFSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-48.15%

-38.91%

-9.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-11.22%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-38.91%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-48.15%

-38.91%

-9.24%

Current Drawdown

Current decline from peak

-11.40%

-11.22%

-0.18%

Average Drawdown

Average peak-to-trough decline

-9.44%

-7.95%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.19%

-0.24%

Volatility

BINCX vs. FSTSX - Volatility Comparison

The current volatility for Brandes International Small Cap Equity Fund Class C (BINCX) is 5.28%, while Fidelity Series International Small Cap Fund (FSTSX) has a volatility of 6.05%. This indicates that BINCX experiences smaller price fluctuations and is considered to be less risky than FSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BINCXFSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

6.05%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.68%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

15.21%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

16.26%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

15.80%

-1.64%