LMVYX vs. BSCMX
LMVYX (Lord Abbett Focused Small Cap Value Fund) and BSCMX (Brandes Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, LMVYX returned 5.86%/yr vs 17.32%/yr for BSCMX. Their correlation of 0.87 means they have usually moved in the same direction. LMVYX charges 0.97%/yr vs 0.91%/yr for BSCMX.
Performance
LMVYX vs. BSCMX - Performance Comparison
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Returns By Period
In the year-to-date period, LMVYX achieves a 16.34% return, which is significantly lower than BSCMX's 23.52% return.
LMVYX
- 1D
- 0.42%
- 1M
- -1.11%
- 6M
- 8.95%
- YTD
- 16.34%
- 1Y
- 23.97%
- 3Y*
- 9.38%
- 5Y*
- 5.86%
- 10Y*
- 8.94%
- ALL TIME*
- 11.80%
BSCMX
- 1D
- -0.56%
- 1M
- -0.28%
- 6M
- 13.55%
- YTD
- 23.52%
- 1Y
- 46.32%
- 3Y*
- 25.94%
- 5Y*
- 17.32%
- 10Y*
- —
- ALL TIME*
- 14.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LMVYX vs. BSCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LMVYX Lord Abbett Focused Small Cap Value Fund | 16.34% | 0.23% | 10.43% | 13.83% | -15.05% | 27.60% | 8.57% | 20.63% | -11.06% |
BSCMX Brandes Small Cap Value Fund | 23.52% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
Correlation
The correlation between LMVYX and BSCMX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2018 | 0.87 |
The correlation between LMVYX and BSCMX shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LMVYX vs. BSCMX — Risk / Return Rank
LMVYX
BSCMX
LMVYX vs. BSCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Small Cap Value Fund (LMVYX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LMVYX | BSCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.36 | -2.64 |
| Martin ratioReturn relative to average drawdown | 5.25 | 15.73 | -10.48 |
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Drawdowns
LMVYX vs. BSCMX - Drawdown Comparison
The maximum LMVYX drawdown since its inception was -59.70%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for LMVYX and BSCMX.
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Drawdown Indicators
| LMVYX | BSCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.70% | -38.12% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.65% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -28.97% | -22.34% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | -22.34% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -53.61% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -2.18% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -5.94% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.70% | +1.19% |
Volatility
LMVYX vs. BSCMX - Volatility Comparison
The current volatility for Lord Abbett Focused Small Cap Value Fund (LMVYX) is 3.88%, while Brandes Small Cap Value Fund (BSCMX) has a volatility of 4.14%. This indicates that LMVYX experiences smaller price fluctuations and is considered to be less risky 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
| LMVYX | BSCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.14% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 11.73% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 17.29% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 17.95% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 20.52% | +4.78% |
LMVYX vs. BSCMX - Expense Ratio Comparison
LMVYX has a 0.97% expense ratio, which is higher than BSCMX's 0.91% expense ratio.
Dividends
LMVYX vs. BSCMX - Dividend Comparison
LMVYX's dividend yield for the trailing twelve months is around 3.89%, more than BSCMX's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 3.76% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% |
LMVYX Lord Abbett Focused Small Cap Value Fund | 3.89% | 4.52% | 6.69% | 0.24% | 4.01% | 10.49% | 0.92% | 16.57% | 17.51% | 19.53% | 17.52% | 2.40% |
Frequently Asked Questions
LMVYX and BSCMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCMX has higher volatility (4.14%) compared to LMVYX (3.88%). In terms of maximum drawdown, LMVYX dropped -59.70% vs BSCMX's -38.12%.
BSCMX currently has the higher Sharpe Ratio (2.44 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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