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CUSIP
52472T726
Inception Date
Dec 4, 2014
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BGHIX Performance Chart

BrandywineGLOBAL - High Yield Fund Class I (BGHIX) is up 0.7% since the beginning of the year. BGHIX is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

BrandywineGLOBAL - High Yield Fund Class I (BGHIX) has returned 0.67% so far this year and 5.28% over the past 12 months.


BrandywineGLOBAL - High Yield Fund Class I

1D
0.00%
1M
0.42%
YTD
0.67%
6M
1.05%
1Y
5.28%
3Y*
8.53%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGHIX Monthly Returns History

Based on dividend-adjusted daily data since Aug 4, 2021, BGHIX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +4.8%, while the worst month was Jun 2022 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BGHIX closed higher 40% of trading days. The best single day was Nov 30, 2022 with a return of +1.2%, while the worst single day was Jun 14, 2022 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.06%-0.32%-0.69%1.54%0.21%0.00%0.67%
20251.51%0.44%-1.46%-0.88%1.24%1.36%0.39%1.28%1.00%-0.38%0.38%0.57%5.53%
20240.82%0.47%1.21%-0.69%1.26%0.80%1.71%1.20%0.94%0.23%1.29%0.12%9.77%
20234.13%-1.00%0.09%1.50%-0.01%1.23%1.75%0.50%-0.72%-1.36%4.81%3.49%15.16%
2022-2.15%-1.12%-0.81%-3.21%-0.53%-6.59%4.28%-0.53%-3.75%1.83%2.76%-0.55%-10.34%
20210.21%0.13%-0.11%-0.73%1.48%0.97%

Benchmark Metrics

BrandywineGLOBAL - High Yield Fund Class I has an annualized alpha of 2.54%, beta of 0.13, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since August 05, 2021.

  • This fund participated in 32.95% of S&P 500 Index downside but only 26.32% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.13 may look defensive, but with R2 of 0.24 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 0.24 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
2.54%
Beta
0.13
0.24
Upside Capture
26.32%
Downside Capture
32.95%

Expense Ratio

BGHIX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BGHIX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BGHIX Risk / Return Rank: 4646
Overall Rank
BGHIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BGHIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BGHIX Omega Ratio Rank: 5151
Omega Ratio Rank
BGHIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BGHIX Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund Class I (BGHIX) and compare them to S&P 500 Index.


BGHIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.24

-0.49

Sortino ratio

Return per unit of downside risk

3.17

3.07

+0.10

Omega ratio

Gain probability vs. loss probability

1.39

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

2.34

2.93

-0.59

Martin ratio

Return relative to average drawdown

9.57

13.52

-3.95

Dividends

Dividend History

BrandywineGLOBAL - High Yield Fund Class I provided a 6.61% dividend yield over the last twelve months, with an annual payout of $0.66 per share.


5.00%5.50%6.00%6.50%7.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.66$0.71$0.76$0.69$0.49$0.52

Dividend yield

6.61%6.96%7.37%6.83%5.23%4.66%

Monthly Dividends

The table displays the monthly dividend distributions for BrandywineGLOBAL - High Yield Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.05$0.05$0.05$0.00$0.25
2025$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.71
2024$0.06$0.06$0.06$0.06$0.07$0.06$0.06$0.06$0.06$0.06$0.08$0.06$0.76
2023$0.05$0.05$0.06$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.69
2022$0.04$0.04$0.04$0.04$0.05$0.00$0.00$0.05$0.05$0.05$0.08$0.06$0.49
2021$0.04$0.05$0.05$0.05$0.33$0.52

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 - High Yield 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 - High Yield Fund Class I was 14.29%, occurring on Sep 29, 2022. Recovery took 295 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.29%Sep 2022
8mo 29d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-4.66%Apr 2025
1mo 5d2mo 24d
3mo 29dMar 2025 - Jun 2025
2026 pullback2026
-2.31%Mar 2026
1mo 22d18d
2mo 10dFeb 2026 - Apr 2026
2024 pullback2024
-1.77%Apr 2024
16d19d
1mo 5dApr 2024 - May 2024
2021 pullback2021
-1.58%Nov 2021
16d1mo 5d
1mo 21dNov 2021 - Dec 2021

Drawdown Indicators


BGHIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-56.78%

+42.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-9.10%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-18.90%

+14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.13%

-10.72%

+7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

1.97%

-1.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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