BISAX vs. PRDMX
BISAX (Brandes International Small Cap Equity Fund) and PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund) are both mutual funds - BISAX is a Foreign Small & Mid Cap Equities fund managed by Brandes, while PRDMX is a Mid Cap Growth Equities fund managed by T. Rowe Price. Over the past 10 years, BISAX returned 11.60%/yr vs 12.24%/yr for PRDMX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. BISAX charges 1.36%/yr vs 0.79%/yr for PRDMX.
Performance
BISAX vs. PRDMX - Performance Comparison
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Returns By Period
In the year-to-date period, BISAX achieves a 7.90% return, which is significantly higher than PRDMX's 1.86% return. Over the past 10 years, BISAX has underperformed PRDMX with an annualized return of 11.60%, while PRDMX has yielded a comparatively higher 12.24% annualized return.
BISAX
- 1D
- 1.47%
- 1M
- 7.60%
- 6M
- 3.33%
- YTD
- 7.90%
- 1Y
- 14.05%
- 3Y*
- 28.43%
- 5Y*
- 19.03%
- 10Y*
- 11.60%
- ALL TIME*
- 11.22%
PRDMX
- 1D
- 2.48%
- 1M
- -3.51%
- 6M
- 2.10%
- YTD
- 1.86%
- 1Y
- 0.92%
- 3Y*
- 12.67%
- 5Y*
- 5.14%
- 10Y*
- 12.24%
- ALL TIME*
- 10.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BISAX vs. PRDMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BISAX Brandes International Small Cap Equity Fund | 7.90% | 45.50% | 23.18% | 39.03% | -8.68% | 18.39% | 4.62% | 6.80% | -20.13% | 11.52% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 1.86% | 10.30% | 23.77% | 20.75% | -24.65% | 13.56% | 31.82% | 37.91% | -3.15% | 24.66% |
Correlation
The correlation between BISAX and PRDMX 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. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2012 | 0.60 |
The correlation between BISAX and PRDMX has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
BISAX vs. PRDMX — Risk / Return Rank
BISAX
PRDMX
BISAX vs. PRDMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Small Cap Equity Fund (BISAX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.
| BISAX | PRDMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.07 | +1.27 |
| Martin ratioReturn relative to average drawdown | 2.77 | -0.20 | +2.97 |
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Drawdowns
BISAX vs. PRDMX - Drawdown Comparison
The maximum BISAX drawdown since its inception was -47.30%, smaller than the maximum PRDMX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for BISAX and PRDMX.
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Drawdown Indicators
| BISAX | PRDMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.30% | -57.57% | +10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -14.15% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -11.63% | -25.06% | +13.43% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | -35.69% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -47.30% | -35.91% | -11.39% |
Current DrawdownCurrent decline from peak | -1.00% | -5.85% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -8.40% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 4.74% | +0.29% |
Volatility
BISAX vs. PRDMX - Volatility Comparison
The current volatility for Brandes International Small Cap Equity Fund (BISAX) is 3.44%, while T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a volatility of 5.24%. This indicates that BISAX experiences smaller price fluctuations and is considered to be less risky than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BISAX | PRDMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 5.24% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 14.47% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 18.04% | -5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 22.01% | -8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.13% | 21.40% | -7.27% |
BISAX vs. PRDMX - Expense Ratio Comparison
BISAX has a 1.36% expense ratio, which is higher than PRDMX's 0.79% expense ratio.
Dividends
BISAX vs. PRDMX - Dividend Comparison
BISAX's dividend yield for the trailing twelve months is around 3.41%, less than PRDMX's 7.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISAX Brandes International Small Cap Equity Fund | 3.41% | 3.23% | 3.06% | 2.81% | 3.87% | 3.46% | 0.81% | 0.66% | 3.88% | 8.33% | 4.00% | 3.44% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 7.60% | 7.75% | 8.59% | 6.83% | 1.22% | 10.13% | 4.80% | 2.02% | 5.23% | 3.71% | 1.23% | 3.78% |
Frequently Asked Questions
BISAX and PRDMX 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.
PRDMX has higher volatility (5.24%) compared to BISAX (3.44%). In terms of maximum drawdown, BISAX dropped -47.30% vs PRDMX's -57.57%.
BISAX currently has the higher Sharpe Ratio (1.09 vs -0.05), 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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