Correlation
The correlation between BSCMX and SPY is 0.72, 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.
BSCMX vs. SPY
Compare and contrast key facts about Brandes Small Cap Value Fund (BSCMX) and SPDR S&P 500 ETF (SPY).
BSCMX is managed by Brandes. It was launched on Jan 2, 2018. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCMX or SPY.
Performance
BSCMX vs. SPY - Performance Comparison
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Key characteristics
BSCMX:
0.56
SPY:
0.70
BSCMX:
0.96
SPY:
1.02
BSCMX:
1.12
SPY:
1.15
BSCMX:
0.58
SPY:
0.68
BSCMX:
2.01
SPY:
2.57
BSCMX:
6.39%
SPY:
4.93%
BSCMX:
22.73%
SPY:
20.42%
BSCMX:
-38.12%
SPY:
-55.19%
BSCMX:
-4.98%
SPY:
-3.55%
Returns By Period
In the year-to-date period, BSCMX achieves a -0.06% return, which is significantly lower than SPY's 0.87% return.
BSCMX
-0.06%
9.91%
-3.97%
11.33%
14.48%
18.72%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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BSCMX vs. SPY - Expense Ratio Comparison
BSCMX has a 0.91% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
BSCMX vs. SPY — Risk-Adjusted Performance Rank
BSCMX
SPY
BSCMX vs. SPY - Risk-Adjusted Performance Comparison
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.
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Dividends
BSCMX vs. SPY - Dividend Comparison
BSCMX's dividend yield for the trailing twelve months is around 2.25%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 2.25% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
BSCMX vs. SPY - Drawdown Comparison
The maximum BSCMX drawdown since its inception was -38.12%, 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.
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Volatility
BSCMX vs. SPY - Volatility Comparison
Brandes Small Cap Value Fund (BSCMX) has a higher volatility of 6.71% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that BSCMX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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