BSCMX vs. SMLV

In the year-to-date period, BSCMX achieves a -0.06% return, which is significantly higher than SMLV's -2.51% return.

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BSCMX has a 0.91% expense ratio, which is higher than SMLV's 0.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV). 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.

The current BSCMX Sharpe Ratio is 0.56, which is comparable to the SMLV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BSCMX and SMLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BSCMX's dividend yield for the trailing twelve months is around 2.25%, less than SMLV's 3.01% yield.

The maximum BSCMX drawdown since its inception was -38.12%, smaller than the maximum SMLV drawdown of -42.45%. Use the drawdown chart below to compare losses from any high point for BSCMX and SMLV.

Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 6.71% compared to SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) at 5.39%. This indicates that BSCMX's price experiences larger fluctuations and is considered to be riskier than SMLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.