BISMX vs. DFVQX
Compare and contrast key facts about Brandes International Small Cap Equity Fund Class I (BISMX) and DFA International Vector Equity Portfolio (DFVQX).
BISMX is an actively managed fund by Brandes. It was launched on Feb 1, 2012. DFVQX is managed by Dimensional. It was launched on Aug 13, 2008.
Performance
BISMX vs. DFVQX - Performance Comparison
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BISMX vs. DFVQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BISMX Brandes International Small Cap Equity Fund Class I | -0.91% | 45.81% | 23.44% | 39.27% | -8.48% | 18.58% | 4.85% | 7.16% | -20.04% | 11.79% |
DFVQX DFA International Vector Equity Portfolio | 5.35% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
Returns By Period
In the year-to-date period, BISMX achieves a -0.91% return, which is significantly lower than DFVQX's 5.35% return. Over the past 10 years, BISMX has outperformed DFVQX with an annualized return of 10.97%, while DFVQX has yielded a comparatively lower 9.85% annualized return.
BISMX
- 1D
- 2.52%
- 1M
- -7.04%
- YTD
- -0.91%
- 6M
- 2.38%
- 1Y
- 30.46%
- 3Y*
- 29.79%
- 5Y*
- 18.89%
- 10Y*
- 10.97%
DFVQX
- 1D
- 1.44%
- 1M
- -2.03%
- YTD
- 5.35%
- 6M
- 11.15%
- 1Y
- 34.82%
- 3Y*
- 18.47%
- 5Y*
- 10.44%
- 10Y*
- 9.85%
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BISMX vs. DFVQX - Expense Ratio Comparison
BISMX has a 1.11% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Return for Risk
BISMX vs. DFVQX — Risk / Return Rank
BISMX
DFVQX
BISMX vs. DFVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Small Cap Equity Fund Class I (BISMX) and DFA International Vector Equity Portfolio (DFVQX). 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.
| BISMX | DFVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 2.26 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.96 | 2.89 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.45 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.97 | -0.49 |
Martin ratioReturn relative to average drawdown | 9.89 | 11.52 | -1.64 |
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
| BISMX | DFVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.26 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.67 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.60 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.59 | +0.25 |
Correlation
The correlation between BISMX and DFVQX is 0.85, 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
BISMX vs. DFVQX - Dividend Comparison
BISMX's dividend yield for the trailing twelve months is around 3.37%, more than DFVQX's 3.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISMX Brandes International Small Cap Equity Fund Class I | 3.37% | 3.34% | 3.22% | 2.93% | 4.16% | 3.45% | 0.92% | 0.82% | 4.10% | 8.51% | 4.16% | 3.65% |
DFVQX DFA International Vector Equity Portfolio | 3.09% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
Drawdowns
BISMX vs. DFVQX - Drawdown Comparison
The maximum BISMX drawdown since its inception was -47.07%, which is greater than DFVQX's maximum drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for BISMX and DFVQX.
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Drawdown Indicators
| BISMX | DFVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.07% | -44.58% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -10.98% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.26% | -28.33% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | -44.58% | -2.49% |
Current DrawdownCurrent decline from peak | -9.09% | -6.42% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -7.92% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.83% | +0.09% |
Volatility
BISMX vs. DFVQX - Volatility Comparison
The current volatility for Brandes International Small Cap Equity Fund Class I (BISMX) is 5.97%, while DFA International Vector Equity Portfolio (DFVQX) has a volatility of 6.50%. This indicates that BISMX experiences smaller price fluctuations and is considered to be less risky than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BISMX | DFVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 6.50% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 10.30% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 15.72% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 15.57% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.18% | 16.51% | -2.33% |