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HDSVX vs. BSCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDSVX vs. BSCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hodges Small Intrinsic Value Fund (HDSVX) and Brandes Small Cap Value Fund (BSCMX). The values are adjusted to include any dividend payments, if applicable.

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HDSVX vs. BSCMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HDSVX
Hodges Small Intrinsic Value Fund
2.44%-0.73%7.82%18.32%-9.87%43.97%6.60%29.42%-25.37%
BSCMX
Brandes Small Cap Value Fund
8.18%23.51%24.77%22.75%-7.89%27.61%20.38%12.82%-12.23%

Returns By Period

In the year-to-date period, HDSVX achieves a 2.44% return, which is significantly lower than BSCMX's 8.18% return.


HDSVX

1D
2.77%
1M
-5.07%
YTD
2.44%
6M
0.84%
1Y
15.26%
3Y*
7.57%
5Y*
5.40%
10Y*
8.87%

BSCMX

1D
1.69%
1M
-7.43%
YTD
8.18%
6M
13.76%
1Y
42.61%
3Y*
23.39%
5Y*
15.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDSVX vs. BSCMX - Expense Ratio Comparison

HDSVX has a 1.29% expense ratio, which is higher than BSCMX's 0.91% expense ratio.


Return for Risk

HDSVX vs. BSCMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDSVX
HDSVX Risk / Return Rank: 2323
Overall Rank
HDSVX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HDSVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HDSVX Omega Ratio Rank: 1919
Omega Ratio Rank
HDSVX Calmar Ratio Rank: 3232
Calmar Ratio Rank
HDSVX Martin Ratio Rank: 2424
Martin Ratio Rank

BSCMX
BSCMX Risk / Return Rank: 9191
Overall Rank
BSCMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BSCMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BSCMX Omega Ratio Rank: 8686
Omega Ratio Rank
BSCMX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BSCMX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HDSVX vs. BSCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hodges Small Intrinsic Value Fund (HDSVX) and Brandes Small Cap Value Fund (BSCMX). 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.


HDSVXBSCMXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.96

-1.33

Sortino ratio

Return per unit of downside risk

1.03

2.74

-1.71

Omega ratio

Gain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratio

Return relative to maximum drawdown

1.06

3.06

-2.01

Martin ratio

Return relative to average drawdown

3.03

12.65

-9.62

HDSVX vs. BSCMX - Sharpe Ratio Comparison

The current HDSVX Sharpe Ratio is 0.62, which is lower than the BSCMX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HDSVX and BSCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HDSVXBSCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.96

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.86

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.66

-0.32

Correlation

The correlation between HDSVX and BSCMX is 0.86, 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.


Dividends

HDSVX vs. BSCMX - Dividend Comparison

HDSVX's dividend yield for the trailing twelve months is around 1.07%, less than BSCMX's 4.20% yield.


TTM20252024202320222021202020192018201720162015
HDSVX
Hodges Small Intrinsic Value Fund
1.07%1.09%9.55%0.06%2.93%6.17%0.00%0.02%9.82%2.93%0.00%0.81%
BSCMX
Brandes Small Cap Value Fund
4.20%4.54%2.31%3.50%2.93%4.38%1.76%1.11%9.02%0.00%0.00%0.00%

Drawdowns

HDSVX vs. BSCMX - Drawdown Comparison

The maximum HDSVX drawdown since its inception was -58.65%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for HDSVX and BSCMX.


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Drawdown Indicators


HDSVXBSCMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.65%

-38.12%

-20.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-13.85%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-28.24%

-22.34%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-58.65%

Current Drawdown

Current decline from peak

-8.56%

-7.43%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.88%

-6.10%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

3.35%

+1.78%

Volatility

HDSVX vs. BSCMX - Volatility Comparison

Hodges Small Intrinsic Value Fund (HDSVX) has a higher volatility of 6.53% compared to Brandes Small Cap Value Fund (BSCMX) at 5.72%. This indicates that HDSVX's price experiences larger fluctuations and is considered to be riskier than BSCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDSVXBSCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

5.72%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

12.37%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

22.03%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

17.85%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

20.69%

+4.65%