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BSCMX vs. FGRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCMX and FGRIX is 0.81, 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.


-0.50.00.51.00.8

Performance

BSCMX vs. FGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Small Cap Value Fund (BSCMX) and Fidelity Growth & Income Portfolio (FGRIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.29%
2.27%
BSCMX
FGRIX

Key characteristics

Sharpe Ratio

BSCMX:

1.32

FGRIX:

1.38

Sortino Ratio

BSCMX:

1.92

FGRIX:

1.92

Omega Ratio

BSCMX:

1.24

FGRIX:

1.26

Calmar Ratio

BSCMX:

2.55

FGRIX:

2.23

Martin Ratio

BSCMX:

7.84

FGRIX:

8.73

Ulcer Index

BSCMX:

2.88%

FGRIX:

1.79%

Daily Std Dev

BSCMX:

17.15%

FGRIX:

11.34%

Max Drawdown

BSCMX:

-42.71%

FGRIX:

-66.71%

Current Drawdown

BSCMX:

-7.44%

FGRIX:

-5.08%

Returns By Period

In the year-to-date period, BSCMX achieves a 21.14% return, which is significantly higher than FGRIX's 17.00% return.


BSCMX

YTD

21.14%

1M

-4.00%

6M

11.29%

1Y

24.21%

5Y*

14.82%

10Y*

N/A

FGRIX

YTD

17.00%

1M

-3.04%

6M

2.27%

1Y

17.38%

5Y*

10.27%

10Y*

9.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSCMX vs. FGRIX - Expense Ratio Comparison

BSCMX has a 0.91% expense ratio, which is higher than FGRIX's 0.57% expense ratio.


BSCMX
Brandes Small Cap Value Fund
Expense ratio chart for BSCMX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for FGRIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

BSCMX vs. FGRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and Fidelity Growth & Income Portfolio (FGRIX). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCMX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.321.38
The chart of Sortino ratio for BSCMX, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.921.92
The chart of Omega ratio for BSCMX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.26
The chart of Calmar ratio for BSCMX, currently valued at 2.55, compared to the broader market0.002.004.006.008.0010.0012.0014.002.552.23
The chart of Martin ratio for BSCMX, currently valued at 7.84, compared to the broader market0.0020.0040.0060.007.848.73
BSCMX
FGRIX

The current BSCMX Sharpe Ratio is 1.32, which is comparable to the FGRIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BSCMX and FGRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.32
1.38
BSCMX
FGRIX

Dividends

BSCMX vs. FGRIX - Dividend Comparison

BSCMX's dividend yield for the trailing twelve months is around 0.98%, less than FGRIX's 1.40% yield.


TTM20232022202120202019201820172016201520142013
BSCMX
Brandes Small Cap Value Fund
0.98%1.57%2.88%0.53%1.76%1.11%0.55%0.00%0.00%0.00%0.00%0.00%
FGRIX
Fidelity Growth & Income Portfolio
1.40%1.60%1.68%2.07%1.89%1.77%2.13%1.52%1.80%2.04%1.72%1.62%

Drawdowns

BSCMX vs. FGRIX - Drawdown Comparison

The maximum BSCMX drawdown since its inception was -42.71%, smaller than the maximum FGRIX drawdown of -66.71%. Use the drawdown chart below to compare losses from any high point for BSCMX and FGRIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.44%
-5.08%
BSCMX
FGRIX

Volatility

BSCMX vs. FGRIX - Volatility Comparison

Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 4.81% compared to Fidelity Growth & Income Portfolio (FGRIX) at 3.03%. This indicates that BSCMX's price experiences larger fluctuations and is considered to be riskier than FGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.81%
3.03%
BSCMX
FGRIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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