BSCMX vs. BIIEX

Last updated Apr 1, 2026

Compare and contrast key facts about Brandes Small Cap Value Fund (BSCMX) and Brandes International Equity Fund (BIIEX).

BSCMX is managed by Brandes. It was launched on Jan 2, 2018. BIIEX is managed by Brandes. It was launched on Jan 1, 1997.

Performance

BSCMX vs. BIIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Small Cap Value Fund (BSCMX) and Brandes International Equity Fund (BIIEX). The values are adjusted to include any dividend payments, if applicable.

BSCMX vs. BIIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BSCMX Brandes Small Cap Value Fund	6.39%	23.51%	24.77%	22.75%	-7.89%	27.61%	20.38%	12.82%	-12.23%
BIIEX Brandes International Equity Fund	0.11%	38.82%	7.17%	30.40%	-8.46%	12.86%	-1.83%	14.48%	-11.99%

Returns By Period

In the year-to-date period, BSCMX achieves a 6.39% return, which is significantly higher than BIIEX's 0.11% return.

BSCMX

• 1D: -0.42%
• 1M: -8.34%
• YTD: 6.39%
• 6M: 12.73%
• 1Y: 40.50%
• 3Y*: 22.70%
• 5Y*: 15.23%
• 10Y*: —

BIIEX

• 1D: 0.48%
• 1M: -9.89%
• YTD: 0.11%
• 6M: 5.09%
• 1Y: 25.48%
• 3Y*: 20.50%
• 5Y*: 13.07%
• 10Y*: 9.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCMX vs. BIIEX - Expense Ratio Comparison

BSCMX has a 0.91% expense ratio, which is higher than BIIEX's 0.85% expense ratio.

BSCMX

Brandes Small Cap Value Fund

BIIEX

Brandes International Equity Fund

Return for Risk

BSCMX vs. BIIEX — Risk / Return Rank

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

BSCMX

BSCMX Risk / Return Rank: 90
BSCMX Sharpe Ratio Rank: 89
BSCMX Sortino Ratio Rank: 91
BSCMX Omega Ratio Rank: 84
BSCMX Calmar Ratio Rank: 91
BSCMX Martin Ratio Rank: 92

BIIEX

BIIEX Risk / Return Rank: 83
BIIEX Sharpe Ratio Rank: 84
BIIEX Sortino Ratio Rank: 84
BIIEX Omega Ratio Rank: 80
BIIEX Calmar Ratio Rank: 84
BIIEX Martin Ratio Rank: 82

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.

BSCMX vs. BIIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and Brandes International Equity Fund (BIIEX). 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.

	BSCMX	BIIEX	Difference
Sharpe ratio Return per unit of total volatility	1.83	1.60	+0.23
Sortino ratio Return per unit of downside risk	2.60	2.19	+0.41
Omega ratio Gain probability vs. loss probability	1.34	1.31	+0.03
Calmar ratio Return relative to maximum drawdown	2.66	2.08	+0.58
Martin ratio Return relative to average drawdown	11.11	8.23	+2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSCMX vs. BIIEX - Sharpe Ratio Comparison

The current BSCMX Sharpe Ratio is 1.83, which is comparable to the BIIEX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of BSCMX and BIIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BSCMX	BIIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	1.60	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.88	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.42	+0.23

Correlation

The correlation between BSCMX and BIIEX is 0.68, 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

BSCMX vs. BIIEX - Dividend Comparison

BSCMX's dividend yield for the trailing twelve months is around 4.27%, less than BIIEX's 6.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSCMX Brandes Small Cap Value Fund	4.27%	4.54%	2.31%	3.50%	2.93%	4.38%	1.76%	1.11%	9.02%	0.00%	0.00%	0.00%
BIIEX Brandes International Equity Fund	6.16%	6.17%	2.95%	2.51%	3.57%	3.81%	1.86%	3.76%	2.83%	1.80%	3.58%	2.53%

Drawdowns

BSCMX vs. BIIEX - Drawdown Comparison

The maximum BSCMX drawdown since its inception was -38.12%, smaller than the maximum BIIEX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for BSCMX and BIIEX.

Drawdown Indicators

	BSCMX	BIIEX	Difference
Max Drawdown Largest peak-to-trough decline	-38.12%	-58.76%	+20.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-11.17%	-2.68%
Max Drawdown (5Y) Largest decline over 5 years	-22.34%	-29.73%	+7.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.67%	—
Current Drawdown Current decline from peak	-8.97%	-9.92%	+0.95%
Average Drawdown Average peak-to-trough decline	-6.10%	-11.64%	+5.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.83%	+0.49%

Volatility

BSCMX vs. BIIEX - Volatility Comparison

The current volatility for Brandes Small Cap Value Fund (BSCMX) is 5.43%, while Brandes International Equity Fund (BIIEX) has a volatility of 6.08%. This indicates that BSCMX experiences smaller price fluctuations and is considered to be less risky than BIIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSCMX	BIIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.43%	6.08%	-0.65%
Volatility (6M) Calculated over the trailing 6-month period	12.27%	9.52%	+2.75%
Volatility (1Y) Calculated over the trailing 1-year period	22.02%	15.21%	+6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.84%	14.95%	+2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.69%	16.98%	+3.71%