BISAX vs. DISVX
Compare and contrast key facts about Brandes International Small Cap Equity Fund (BISAX) and DFA International Small Cap Value Portfolio (DISVX).
BISAX is managed by Brandes. It was launched on Jan 30, 2012. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BISAX or DISVX.
Key characteristics
| BISAX | DISVX | |
|---|---|---|
| YTD Return | 16.47% | 9.94% |
| 1Y Return | 41.48% | 20.14% |
| 3Y Return (Ann) | 13.52% | 5.18% |
| 5Y Return (Ann) | 14.52% | 9.11% |
| 10Y Return (Ann) | 6.55% | 5.32% |
| Sharpe Ratio | 3.58 | 1.55 |
| Daily Std Dev | 11.37% | 12.76% |
| Max Drawdown | -48.26% | -60.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BISAX and DISVX is 0.86, 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.
Performance
BISAX vs. DISVX - Performance Comparison
In the year-to-date period, BISAX achieves a 16.47% return, which is significantly higher than DISVX's 9.94% return. Over the past 10 years, BISAX has outperformed DISVX with an annualized return of 6.55%, while DISVX has yielded a comparatively lower 5.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BISAX vs. DISVX - Expense Ratio Comparison
BISAX has a 1.36% expense ratio, which is higher than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
BISAX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Small Cap Equity Fund (BISAX) and DFA International Small Cap Value Portfolio (DISVX). 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.
Dividends
BISAX vs. DISVX - Dividend Comparison
BISAX's dividend yield for the trailing twelve months is around 2.38%, less than DISVX's 3.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISAX Brandes International Small Cap Equity Fund | 2.38% | 2.77% | 3.87% | 3.46% | 0.81% | 0.66% | 3.88% | 8.33% | 4.00% | 3.44% | 4.74% | 9.68% |
DISVX DFA International Small Cap Value Portfolio | 3.53% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% | 3.60% |
Drawdowns
BISAX vs. DISVX - Drawdown Comparison
The maximum BISAX drawdown since its inception was -48.26%, smaller than the maximum DISVX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for BISAX and DISVX. For additional features, visit the drawdowns tool.
Volatility
BISAX vs. DISVX - Volatility Comparison
The current volatility for Brandes International Small Cap Equity Fund (BISAX) is 3.19%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 3.45%. This indicates that BISAX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.