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TASCX vs. BSCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TASCX vs. BSCMX - Performance Comparison

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

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TASCX vs. BSCMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TASCX
Third Avenue Small Cap Value Fund
6.59%14.79%3.04%22.49%-1.87%25.92%-2.96%22.92%-14.20%
BSCMX
Brandes Small Cap Value Fund
6.39%23.51%24.77%22.75%-7.89%27.61%20.38%12.82%-12.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with TASCX having a 6.59% return and BSCMX slightly lower at 6.39%.


TASCX

1D
0.00%
1M
-3.17%
YTD
6.59%
6M
11.59%
1Y
27.41%
3Y*
14.03%
5Y*
10.00%
10Y*
10.22%

BSCMX

1D
-0.42%
1M
-8.34%
YTD
6.39%
6M
12.73%
1Y
40.50%
3Y*
22.70%
5Y*
15.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TASCX vs. BSCMX - Expense Ratio Comparison

TASCX has a 1.15% expense ratio, which is higher than BSCMX's 0.91% expense ratio.


Return for Risk

TASCX vs. BSCMX — Risk / Return Rank

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

TASCX
TASCX Risk / Return Rank: 8181
Overall Rank
TASCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TASCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TASCX Omega Ratio Rank: 7474
Omega Ratio Rank
TASCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TASCX Martin Ratio Rank: 8686
Martin Ratio Rank

BSCMX
BSCMX Risk / Return Rank: 9090
Overall Rank
BSCMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BSCMX Sortino Ratio Rank: 9191
Sortino Ratio Rank
BSCMX Omega Ratio Rank: 8484
Omega Ratio Rank
BSCMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BSCMX Martin Ratio Rank: 9292
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.

TASCX vs. BSCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Small Cap Value Fund (TASCX) 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.


TASCXBSCMXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.83

-0.36

Sortino ratio

Return per unit of downside risk

2.15

2.60

-0.45

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

2.09

2.66

-0.57

Martin ratio

Return relative to average drawdown

8.93

11.11

-2.17

TASCX vs. BSCMX - Sharpe Ratio Comparison

The current TASCX Sharpe Ratio is 1.47, which is comparable to the BSCMX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TASCX 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


TASCXBSCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.83

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.86

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.20

Correlation

The correlation between TASCX and BSCMX is 0.82, 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

TASCX vs. BSCMX - Dividend Comparison

TASCX's dividend yield for the trailing twelve months is around 3.54%, less than BSCMX's 4.27% yield.


TTM20252024202320222021202020192018201720162015
TASCX
Third Avenue Small Cap Value Fund
3.54%3.78%11.87%14.38%5.40%8.55%1.50%7.75%12.67%13.61%9.15%14.70%
BSCMX
Brandes Small Cap Value Fund
4.27%4.54%2.31%3.50%2.93%4.38%1.76%1.11%9.02%0.00%0.00%0.00%

Drawdowns

TASCX vs. BSCMX - Drawdown Comparison

The maximum TASCX drawdown since its inception was -58.55%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for TASCX and BSCMX.


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Drawdown Indicators


TASCXBSCMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-38.12%

-20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-13.85%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-22.34%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

Current Drawdown

Current decline from peak

-4.60%

-8.97%

+4.37%

Average Drawdown

Average peak-to-trough decline

-8.66%

-6.10%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.32%

-0.49%

Volatility

TASCX vs. BSCMX - Volatility Comparison

The current volatility for Third Avenue Small Cap Value Fund (TASCX) is 3.87%, while Brandes Small Cap Value Fund (BSCMX) has a volatility of 5.43%. This indicates that TASCX 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


TASCXBSCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

5.43%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

12.27%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

22.02%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.47%

17.84%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

20.69%

+3.48%