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BrandywineGLOBAL - High Yield Fund (BGHSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerFranklin Templeton Investments
Inception DateDec 3, 2014
CategoryHigh Yield Bonds
Min. Investment$1,000,000
Asset ClassBond

Expense Ratio

BGHSX has a high expense ratio of 0.54%, indicating higher-than-average management fees.


Expense ratio chart for BGHSX: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BrandywineGLOBAL - High Yield Fund

Popular comparisons: BGHSX vs. CSOIX, BGHSX vs. BCAAX, BGHSX vs. FAGIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BrandywineGLOBAL - High Yield Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%2024FebruaryMarchAprilMayJune
26.66%
163.75%
BGHSX (BrandywineGLOBAL - High Yield Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

BrandywineGLOBAL - High Yield Fund had a return of 3.34% year-to-date (YTD) and 13.23% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.34%14.57%
1 month0.77%3.01%
6 months4.31%14.93%
1 year13.23%25.67%
5 years (annualized)2.85%13.42%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of BGHSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.82%0.38%1.32%-0.77%1.17%3.34%
20234.13%-0.99%0.04%1.61%-0.10%1.28%1.72%0.62%-0.82%-1.35%4.92%3.50%15.32%
2022-2.16%-1.20%-0.80%-3.19%-0.54%-6.02%4.69%-0.42%-3.79%1.94%2.65%-0.43%-9.32%
20210.00%0.26%0.00%0.52%-0.17%1.10%-0.24%0.32%0.14%-0.19%-0.72%1.61%2.63%
20201.00%-0.81%-12.31%4.02%4.96%2.27%3.51%1.52%-0.62%0.09%3.54%-2.48%3.54%
20192.94%0.76%1.23%1.40%-1.10%1.95%0.36%0.73%-0.99%0.18%0.36%-0.09%7.93%
20180.65%-0.83%-0.74%0.09%-0.28%0.00%0.28%0.09%-0.09%-1.40%-0.95%-2.11%-5.20%
20170.56%1.21%0.37%0.46%0.46%0.36%0.27%-0.27%0.27%0.09%-0.36%-2.18%1.22%
2016-2.47%-1.01%4.80%2.34%0.29%-0.19%2.09%2.14%-0.27%-0.37%-1.19%-1.02%5.03%
20150.79%2.16%0.38%1.53%0.57%-0.94%0.19%-1.42%-1.63%2.34%-0.95%-2.50%0.40%
20141.00%1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BGHSX is 95, placing it in the top 5% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BGHSX is 9595
BGHSX (BrandywineGLOBAL - High Yield Fund)
The Sharpe Ratio Rank of BGHSX is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of BGHSX is 9797Sortino Ratio Rank
The Omega Ratio Rank of BGHSX is 9696Omega Ratio Rank
The Calmar Ratio Rank of BGHSX is 9292Calmar Ratio Rank
The Martin Ratio Rank of BGHSX is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BGHSX
Sharpe ratio
The chart of Sharpe ratio for BGHSX, currently valued at 3.31, compared to the broader market-1.000.001.002.003.004.003.31
Sortino ratio
The chart of Sortino ratio for BGHSX, currently valued at 6.16, compared to the broader market-2.000.002.004.006.008.0010.0012.006.16
Omega ratio
The chart of Omega ratio for BGHSX, currently valued at 1.84, compared to the broader market1.002.003.001.84
Calmar ratio
The chart of Calmar ratio for BGHSX, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.35
Martin ratio
The chart of Martin ratio for BGHSX, currently valued at 15.70, compared to the broader market0.0020.0040.0060.0080.0015.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.0012.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.008.36

Sharpe Ratio

The current BrandywineGLOBAL - High Yield Fund Sharpe ratio is 3.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BrandywineGLOBAL - High Yield Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.002024FebruaryMarchAprilMayJune
3.31
2.24
BGHSX (BrandywineGLOBAL - High Yield Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BrandywineGLOBAL - High Yield Fund granted a 7.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.74 per share.


PeriodTTM202320222021
Dividend$0.74$0.71$0.60$0.63

Dividend yield

7.28%6.97%6.34%5.71%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.06$0.06$0.06$0.06$0.07$0.00$0.31
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$0.71
2022$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.08$0.06$0.60
2021$0.06$0.05$0.05$0.05$0.05$0.05$0.34$0.63

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.20%
-0.41%
BGHSX (BrandywineGLOBAL - High Yield Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BrandywineGLOBAL - High Yield Fund. 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 was 18.15%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current BrandywineGLOBAL - High Yield Fund drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.15%Feb 24, 202021Mar 23, 202093Aug 4, 2020114
-14.27%Dec 14, 2020452Sep 29, 2022294Nov 30, 2023746
-10.13%Jun 30, 2015157Feb 11, 2016103Jul 11, 2016260
-8.09%Oct 25, 2017296Dec 28, 2018166Aug 27, 2019462
-3.54%Aug 30, 201676Dec 15, 2016109May 24, 2017185

Volatility

Volatility Chart

The current BrandywineGLOBAL - High Yield Fund volatility is 0.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
0.78%
2.38%
BGHSX (BrandywineGLOBAL - High Yield Fund)
Benchmark (^GSPC)