BSCMX vs. SMLV
Compare and contrast key facts about Brandes Small Cap Value Fund (BSCMX) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV).
BSCMX is managed by Brandes. It was launched on Jan 2, 2018. SMLV is a passively managed fund by State Street that tracks the performance of the SSGA US Small Cap Low Volatility Index. It was launched on Feb 20, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCMX or SMLV.
Correlation
The correlation between BSCMX and SMLV is 0.87, 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.
Performance
BSCMX vs. SMLV - Performance Comparison
Key characteristics
BSCMX:
0.04
SMLV:
0.65
BSCMX:
0.21
SMLV:
1.14
BSCMX:
1.03
SMLV:
1.14
BSCMX:
0.04
SMLV:
0.71
BSCMX:
0.15
SMLV:
2.28
BSCMX:
6.01%
SMLV:
6.36%
BSCMX:
21.78%
SMLV:
22.29%
BSCMX:
-42.71%
SMLV:
-42.45%
BSCMX:
-18.20%
SMLV:
-16.60%
Returns By Period
In the year-to-date period, BSCMX achieves a -12.66% return, which is significantly lower than SMLV's -8.91% return.
BSCMX
-12.66%
-10.98%
-9.80%
1.58%
16.74%
N/A
SMLV
-8.91%
-7.62%
-8.19%
14.42%
13.89%
7.44%
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. SMLV - Expense Ratio Comparison
BSCMX has a 0.91% expense ratio, which is higher than SMLV's 0.12% expense ratio.
Risk-Adjusted Performance
BSCMX vs. SMLV — Risk-Adjusted Performance Rank
BSCMX
SMLV
BSCMX vs. SMLV - Risk-Adjusted Performance Comparison
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.
Dividends
BSCMX vs. SMLV - Dividend Comparison
BSCMX's dividend yield for the trailing twelve months is around 0.44%, less than SMLV's 3.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 0.44% | 0.45% | 1.57% | 2.88% | 0.53% | 1.76% | 1.11% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 3.22% | 2.68% | 2.68% | 2.40% | 2.12% | 2.47% | 2.62% | 3.15% | 7.92% | 3.04% | 2.63% | 2.76% |
Drawdowns
BSCMX vs. SMLV - Drawdown Comparison
The maximum BSCMX drawdown since its inception was -42.71%, roughly equal to the maximum SMLV drawdown of -42.45%. Use the drawdown chart below to compare losses from any high point for BSCMX and SMLV. For additional features, visit the drawdowns tool.
Volatility
BSCMX vs. SMLV - Volatility Comparison
Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 13.38% compared to SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) at 10.06%. 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.