BSCMX vs. DEVLX
Compare and contrast key facts about Brandes Small Cap Value Fund (BSCMX) and Delaware Small Cap Value Fund (DEVLX).
BSCMX is managed by Brandes. It was launched on Jan 2, 2018. DEVLX is managed by Delaware Funds. It was launched on Jun 24, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCMX or DEVLX.
Performance
BSCMX vs. DEVLX - Performance Comparison
Returns By Period
In the year-to-date period, BSCMX achieves a 28.20% return, which is significantly higher than DEVLX's 20.71% return.
BSCMX
28.20%
10.64%
15.64%
34.61%
17.01%
N/A
DEVLX
20.71%
9.25%
14.57%
27.22%
6.41%
4.33%
Key characteristics
| BSCMX | DEVLX | |
|---|---|---|
| Sharpe Ratio | 2.01 | 1.39 |
| Sortino Ratio | 2.86 | 1.98 |
| Omega Ratio | 1.36 | 1.26 |
| Calmar Ratio | 3.90 | 1.28 |
| Martin Ratio | 12.38 | 6.56 |
| Ulcer Index | 2.80% | 4.15% |
| Daily Std Dev | 17.22% | 19.62% |
| Max Drawdown | -42.71% | -63.90% |
| Current Drawdown | -0.28% | 0.00% |
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BSCMX vs. DEVLX - Expense Ratio Comparison
BSCMX has a 0.91% expense ratio, which is lower than DEVLX's 1.11% expense ratio.
Correlation
The correlation between BSCMX and DEVLX is 0.88, 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.
Risk-Adjusted Performance
BSCMX vs. DEVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and Delaware Small Cap Value Fund (DEVLX). 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
BSCMX vs. DEVLX - Dividend Comparison
BSCMX's dividend yield for the trailing twelve months is around 0.93%, less than DEVLX's 2.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 0.93% | 1.57% | 2.88% | 0.53% | 1.76% | 1.11% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEVLX Delaware Small Cap Value Fund | 2.33% | 2.81% | 0.77% | 0.37% | 0.68% | 0.95% | 0.84% | 0.40% | 0.52% | 0.71% | 0.34% | 0.10% |
Drawdowns
BSCMX vs. DEVLX - Drawdown Comparison
The maximum BSCMX drawdown since its inception was -42.71%, smaller than the maximum DEVLX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for BSCMX and DEVLX. For additional features, visit the drawdowns tool.
Volatility
BSCMX vs. DEVLX - Volatility Comparison
The current volatility for Brandes Small Cap Value Fund (BSCMX) is 6.05%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 7.62%. This indicates that BSCMX experiences smaller price fluctuations and is considered to be less risky than DEVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.