BSCMX vs. SPY

In the year-to-date period, BSCMX achieves a -4.06% return, which is significantly lower than SPY's -3.42% return.

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BSCMX has a 0.91% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Brandes Small Cap Value Fund (BSCMX) and SPDR S&P 500 ETF (SPY). 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 0.25, which is lower than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BSCMX and SPY, 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 0.40%, less than SPY's 1.27% yield.

The maximum BSCMX drawdown since its inception was -42.71%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BSCMX and SPY. For additional features, visit the drawdowns tool.

The current volatility for Brandes Small Cap Value Fund (BSCMX) is 6.83%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that BSCMX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.