- CUSIP
- 52472T775
- Issuer
- BrandywineGLOBAL
- Inception Date
- Sep 30, 2002
- Category
- High Yield Bonds
- Index Tracked
- ICE BofA US Corporate & High Yield Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BCGIX Performance Chart
BrandywineGLOBAL Corporate Credit Fund Class I (BCGIX) is up 0.2% since the beginning of the year. BCGIX is currently trading at $10 per share.
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Returns By Period
BrandywineGLOBAL Corporate Credit Fund Class I (BCGIX) has returned 0.20% so far this year and 4.41% over the past 12 months.
BrandywineGLOBAL Corporate Credit Fund Class I
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 0.20%
- 6M
- 0.84%
- 1Y
- 4.41%
- 3Y*
- 7.37%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BCGIX Monthly Returns History
Based on dividend-adjusted daily data since Aug 4, 2021, BCGIX's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Jun 2022 at -6.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BCGIX closed higher 38% of trading days. The best single day was Nov 10, 2022 with a return of +1.1%, while the worst single day was Jun 14, 2022 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.03% | -0.77% | -0.66% | 1.59% | 0.22% | -0.19% | 0.20% | ||||||
| 2025 | 1.15% | 0.50% | -1.07% | -0.39% | 0.97% | 1.19% | 0.36% | 1.12% | 0.87% | -0.28% | 0.34% | 0.64% | 5.51% |
| 2024 | 0.90% | 0.54% | 1.06% | -0.66% | 1.22% | 0.67% | 1.55% | 1.16% | 0.81% | 0.20% | 1.11% | 0.30% | 9.19% |
| 2023 | 3.54% | -0.81% | -0.33% | 1.11% | 0.07% | 1.07% | 1.48% | -0.10% | -0.71% | -1.71% | 4.44% | 3.28% | 11.72% |
| 2022 | -1.95% | -0.93% | -0.91% | -2.85% | -0.07% | -6.25% | 3.99% | -0.63% | -3.52% | 1.74% | 2.58% | -0.53% | -9.32% |
| 2021 | 0.33% | 0.09% | -0.06% | -0.66% | 1.52% | 1.21% |
Benchmark Metrics
BrandywineGLOBAL Corporate Credit Fund Class I has an annualized alpha of 2.21%, beta of 0.11, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since August 04, 2021.
- This fund participated in 30.96% of S&P 500 Index downside but only 23.90% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.11 may look defensive, but with R2 of 0.22 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.22 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.21%
- Beta
- 0.11
- R²
- 0.22
- Upside Capture
- 23.90%
- Downside Capture
- 30.96%
Expense Ratio
BCGIX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BCGIX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BrandywineGLOBAL Corporate Credit Fund Class I (BCGIX) and compare them to S&P 500 Index.
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.
| BCGIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.78 | -1.00 |
| Martin ratioReturn relative to average drawdown | 7.73 | 12.44 | -4.71 |
Dividends
Dividend History
BrandywineGLOBAL Corporate Credit Fund Class I provided a 5.83% dividend yield over the last twelve months, with an annual payout of $0.60 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.68 | $0.75 | $0.51 | $0.51 | $0.46 |
Dividend yield | 5.83% | 6.50% | 7.11% | 4.87% | 5.21% | 4.00% |
Monthly Dividends
The table displays the monthly dividend distributions for BrandywineGLOBAL Corporate Credit Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.05 | $0.00 | $0.05 | $0.05 | $0.05 | $0.00 | $0.21 | ||||||
| 2025 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.05 | $0.06 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.68 |
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.09 | $0.06 | $0.75 |
| 2023 | $0.05 | $0.05 | $0.06 | $0.00 | $0.06 | $0.06 | $0.06 | $0.00 | $0.06 | $0.00 | $0.07 | $0.06 | $0.51 |
| 2022 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.00 | $0.05 | $0.05 | $0.05 | $0.08 | $0.06 | $0.51 |
| 2021 | $0.04 | $0.04 | $0.04 | $0.04 | $0.29 | $0.46 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BrandywineGLOBAL Corporate Credit Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BrandywineGLOBAL Corporate Credit Fund Class I was 13.16%, occurring on Sep 29, 2022. Recovery took 304 trading sessions.
The current BrandywineGLOBAL Corporate Credit Fund Class I drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -13.16%Sep 2022 | 8mo 29d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -3.71%Apr 2025 | 1mo 4d | 2mo 20d | 3mo 24dMar 2025 - Jun 2025 |
2026 pullback2026 | -2.49%Mar 2026 | 1mo 21d | 21d | 2mo 12dFeb 2026 - Apr 2026 |
2024 pullback2024 | -1.52%Apr 2024 | 15d | 20d | 1mo 5dApr 2024 - May 2024 |
2021 pullback2021 | -1.45%Nov 2021 | 16d | 1mo 2d | 1mo 18dNov 2021 - Dec 2021 |
Drawdown Indicators
| BCGIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.16% | -56.78% | +43.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -9.10% | +6.61% |
Max Drawdown (3Y)Largest decline over 3 years | -3.71% | -18.90% | +15.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.19% | -1.80% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -10.71% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 2.03% | -1.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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