BSCMX vs. PMJIX
BSCMX (Brandes Small Cap Value Fund) and PMJIX (PIMCO RAE US Small Fund) are both Small Cap Value Equities funds. Over the past 5 years, BSCMX returned 17.32%/yr vs 12.99%/yr for PMJIX. Their correlation of 0.87 means they have usually moved in the same direction. BSCMX charges 0.91%/yr vs 0.50%/yr for PMJIX.
Performance
BSCMX vs. PMJIX - Performance Comparison
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Returns By Period
In the year-to-date period, BSCMX achieves a 23.52% return, which is significantly higher than PMJIX's 19.86% return.
BSCMX
- 1D
- 0.00%
- 1M
- -0.28%
- 6M
- 12.26%
- YTD
- 23.52%
- 1Y
- 46.32%
- 3Y*
- 25.72%
- 5Y*
- 17.32%
- 10Y*
- —
- ALL TIME*
- 14.86%
PMJIX
- 1D
- -0.57%
- 1M
- -0.07%
- 6M
- 14.36%
- YTD
- 19.86%
- 1Y
- 35.37%
- 3Y*
- 18.06%
- 5Y*
- 12.99%
- 10Y*
- 13.47%
- ALL TIME*
- 11.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BSCMX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 23.52% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
PMJIX PIMCO RAE US Small Fund | 19.86% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -12.60% |
Correlation
The correlation between BSCMX and PMJIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2018 | 0.87 |
The correlation between BSCMX and PMJIX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
BSCMX vs. PMJIX — Risk / Return Rank
BSCMX
PMJIX
BSCMX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and PIMCO RAE US Small Fund (PMJIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSCMX | PMJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 4.37 | +0.20 |
| Martin ratioReturn relative to average drawdown | 16.48 | 13.44 | +3.04 |
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Drawdowns
BSCMX vs. PMJIX - Drawdown Comparison
The maximum BSCMX drawdown since its inception was -38.12%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for BSCMX and PMJIX.
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Drawdown Indicators
| BSCMX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.12% | -49.75% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -7.62% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.34% | -26.04% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -49.75% | +27.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.75% | — |
Current DrawdownCurrent decline from peak | -2.18% | -1.83% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -16.00% | +10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.48% | +0.19% |
Volatility
BSCMX vs. PMJIX - Volatility Comparison
Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 4.13% compared to PIMCO RAE US Small Fund (PMJIX) at 3.25%. This indicates that BSCMX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCMX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.25% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 11.25% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 16.78% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 39.26% | -21.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.51% | 33.03% | -12.52% |
BSCMX vs. PMJIX - Expense Ratio Comparison
BSCMX has a 0.91% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Dividends
BSCMX vs. PMJIX - Dividend Comparison
BSCMX's dividend yield for the trailing twelve months is around 3.76%, more than PMJIX's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 3.76% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% |
PMJIX PIMCO RAE US Small Fund | 2.63% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Frequently Asked Questions
BSCMX and PMJIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCMX has higher volatility (4.13%) compared to PMJIX (3.25%). In terms of maximum drawdown, BSCMX dropped -38.12% vs PMJIX's -49.75%.
BSCMX currently has the higher Sharpe Ratio (2.57 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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