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Inception Date
Dec 3, 2014
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BGHSX Performance Chart

BrandywineGLOBAL - High Yield Fund (BGHSX) is up 0.0% since the beginning of the year. BGHSX is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

BrandywineGLOBAL - High Yield Fund (BGHSX) has returned 0.03% so far this year and 4.58% over the past 12 months.


BrandywineGLOBAL - High Yield Fund

1D
-0.10%
1M
0.53%
YTD
0.03%
6M
0.72%
1Y
4.58%
3Y*
7.77%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGHSX Monthly Returns History

Based on dividend-adjusted daily data since Aug 4, 2021, BGHSX's average daily return is +0.01%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Jun 2022 at -6.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BGHSX closed higher 39% of trading days. The best single day was Nov 30, 2022 with a return of +1.3%, while the worst single day was Jun 14, 2022 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.05%-0.79%-0.67%1.65%0.13%-0.20%0.03%
20251.42%0.44%-1.45%-0.77%1.14%1.37%0.50%1.29%0.91%-0.27%0.29%0.58%5.55%
20240.84%0.38%1.32%-0.77%1.27%0.80%1.73%1.31%0.94%0.14%1.30%0.23%9.90%
20234.13%-0.99%0.00%1.04%-0.10%1.24%1.76%-0.00%-0.82%-1.97%4.93%3.50%13.21%
2022-2.14%-1.20%-0.80%-3.20%-0.52%-6.49%4.16%-0.42%-3.83%1.95%2.65%-0.44%-10.23%
20210.32%0.14%-0.19%-0.72%1.59%1.12%

Benchmark Metrics

BrandywineGLOBAL - High Yield Fund has an annualized alpha of 2.17%, beta of 0.13, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since August 04, 2021.

  • This fund participated in 34.40% of S&P 500 Index downside but only 26.14% 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
2.17%
Beta
0.13
0.24
Upside Capture
26.14%
Downside Capture
34.40%

Expense Ratio

BGHSX has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BGHSX ranks 34 for risk / return — below 34% 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.


BGHSX Risk / Return Rank: 3434
Overall Rank
BGHSX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BGHSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BGHSX Omega Ratio Rank: 4040
Omega Ratio Rank
BGHSX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BGHSX Martin Ratio Rank: 3333
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 (BGHSX) 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.


BGHSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

1.72

2.78

-1.06

Martin ratioReturn relative to average drawdown

6.98

12.44

-5.45

Dividends

Dividend History

BrandywineGLOBAL - High Yield Fund provided a 6.26% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


5.00%5.50%6.00%6.50%7.00%7.50%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.62$0.72$0.77$0.53$0.50$0.52

Dividend yield

6.26%7.08%7.49%5.23%5.32%4.71%

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
2026$0.05$0.00$0.05$0.05$0.05$0.00$0.21
2025$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.72
2024$0.07$0.06$0.06$0.06$0.07$0.06$0.07$0.06$0.06$0.06$0.08$0.06$0.77
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$0.53
2022$0.04$0.04$0.05$0.04$0.05$0.00$0.00$0.05$0.05$0.05$0.08$0.06$0.50
2021$0.05$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. 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 14.30%, occurring on Sep 29, 2022. Recovery took 304 trading sessions.

The current BrandywineGLOBAL - High Yield Fund drawdown is 0.30%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.30%Sep 2022
8mo 29d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-4.55%Apr 2025
1mo 5d2mo 24d
3mo 29dMar 2025 - Jun 2025
2026 pullback2026
-2.67%Mar 2026
1mo 22d1mo 4d
2mo 26dFeb 2026 - Apr 2026
2024 pullback2024
-1.76%Apr 2024
15d20d
1mo 5dApr 2024 - May 2024
2021 pullback2021
-1.66%Nov 2021
17d1mo 5d
1mo 22dNov 2021 - Dec 2021

Drawdown Indicators


BGHSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.30%

-56.78%

+42.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-9.10%

+6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-4.55%

-18.90%

+14.35%

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

-0.30%

-1.80%

+1.50%

Average Drawdown

Average peak-to-trough decline

-3.21%

-10.71%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

2.03%

-1.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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