After setting sail from the ports of Cadiz and La Coruña, the frigate Clara was the first to arrive in Lima in June 1803. Having suffered damaged on the journey, the frigate Mercedes was held up for a month in Montevideo, and the frigate Asunción also arrived a month later as it had first set off for the Cape of Good Hope in South Africa to deliver post and official documents to the Asian Squadron.
In late July, 1803, the three frigates were in the harbour in Lima, ready to leave, but their departure was delayed due to the new declaration of war between France and Great Britain and maritime traffic was suspended. Finally they left Callao on 3 April 1804, arriving in Montevideo in June of that same year. On the return trip, the Asunción was damaged along Cape Horn and had to be replaced by the Medea.
The commander of the Mercedes, José Bustamante Guerra, and that of the Medea, General Diego de Alvear, reorganised the frigates and began the return journey to Spain in August 1804.
In October, when the ships were close to Cape Santa María (Portugal), they were attacked by four armed vessels of the British navy: This resulted in the sinking of the frigate Mercedes and the capture of the other Spanish ships.