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BISMX vs. QLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BISMX vs. QLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International Small Cap Equity Fund Class I (BISMX) and AQR Long-Short Equity Fund (QLEIX). The values are adjusted to include any dividend payments, if applicable.

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BISMX vs. QLEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BISMX
Brandes International Small Cap Equity Fund Class I
-3.35%45.81%23.44%39.27%-8.48%18.58%4.85%7.16%-20.04%11.79%
QLEIX
AQR Long-Short Equity Fund
-3.26%34.43%30.50%23.95%19.18%31.10%-13.92%1.19%-16.33%15.74%

Returns By Period

The year-to-date returns for both investments are quite close, with BISMX having a -3.35% return and QLEIX slightly higher at -3.26%. Over the past 10 years, BISMX has underperformed QLEIX with an annualized return of 10.69%, while QLEIX has yielded a comparatively higher 11.54% annualized return.


BISMX

1D
-0.31%
1M
-10.61%
YTD
-3.35%
6M
-0.37%
1Y
27.56%
3Y*
28.72%
5Y*
18.50%
10Y*
10.69%

QLEIX

1D
0.54%
1M
-2.71%
YTD
-3.26%
6M
4.53%
1Y
19.60%
3Y*
26.54%
5Y*
22.51%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BISMX vs. QLEIX - Expense Ratio Comparison

BISMX has a 1.11% expense ratio, which is lower than QLEIX's 1.30% expense ratio.


Return for Risk

BISMX vs. QLEIX — Risk / Return Rank

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

BISMX
BISMX Risk / Return Rank: 8787
Overall Rank
BISMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BISMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BISMX Omega Ratio Rank: 8787
Omega Ratio Rank
BISMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BISMX Martin Ratio Rank: 8383
Martin Ratio Rank

QLEIX
QLEIX Risk / Return Rank: 9494
Overall Rank
QLEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLEIX Omega Ratio Rank: 9494
Omega Ratio Rank
QLEIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9393
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.

BISMX vs. QLEIX - 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 AQR Long-Short Equity Fund (QLEIX). 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.


BISMXQLEIXDifference

Sharpe ratio

Return per unit of total volatility

1.93

2.30

-0.37

Sortino ratio

Return per unit of downside risk

2.50

2.98

-0.47

Omega ratio

Gain probability vs. loss probability

1.36

1.47

-0.11

Calmar ratio

Return relative to maximum drawdown

2.14

2.88

-0.74

Martin ratio

Return relative to average drawdown

8.49

11.49

-3.00

BISMX vs. QLEIX - Sharpe Ratio Comparison

The current BISMX Sharpe Ratio is 1.93, which is comparable to the QLEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of BISMX and QLEIX, 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


BISMXQLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.30

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

2.21

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

1.10

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.11

-0.28

Correlation

The correlation between BISMX and QLEIX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BISMX vs. QLEIX - Dividend Comparison

BISMX's dividend yield for the trailing twelve months is around 3.45%, more than QLEIX's 1.81% yield.


TTM20252024202320222021202020192018201720162015
BISMX
Brandes International Small Cap Equity Fund Class I
3.45%3.34%3.22%2.93%4.16%3.45%0.92%0.82%4.10%8.51%4.16%3.65%
QLEIX
AQR Long-Short Equity Fund
1.81%1.75%7.12%20.88%14.15%0.00%1.57%0.00%6.03%9.11%3.01%4.98%

Drawdowns

BISMX vs. QLEIX - Drawdown Comparison

The maximum BISMX drawdown since its inception was -47.07%, which is greater than QLEIX's maximum drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for BISMX and QLEIX.


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Drawdown Indicators


BISMXQLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.07%

-38.11%

-8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-6.49%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.26%

-17.07%

-14.19%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

-38.11%

-8.96%

Current Drawdown

Current decline from peak

-11.33%

-3.85%

-7.48%

Average Drawdown

Average peak-to-trough decline

-7.95%

-7.80%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.63%

+1.30%

Volatility

BISMX vs. QLEIX - Volatility Comparison

Brandes International Small Cap Equity Fund Class I (BISMX) has a higher volatility of 5.26% compared to AQR Long-Short Equity Fund (QLEIX) at 1.87%. This indicates that BISMX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BISMXQLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

1.87%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

4.89%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

8.63%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

10.23%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

10.55%

+3.61%