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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BrandywineGLOBAL - Flexible Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
BrandywineGLOBAL - Flexible Bond Fund (LFLIX) has returned -0.96% so far this year and 5.54% over the past 12 months.
BrandywineGLOBAL - Flexible Bond Fund
- 1D
- -0.11%
- 1M
- -2.52%
- YTD
- -0.96%
- 6M
- 0.42%
- 1Y
- 5.54%
- 3Y*
- 5.49%
- 5Y*
- 1.89%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, LFLIX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +5.4%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, LFLIX closed higher 44% of trading days. The best single day was Dec 20, 2024 with a return of +3.4%, while the worst single day was Dec 23, 2024 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.38% | 0.21% | -2.52% | -0.96% | |||||||||
| 2025 | 1.41% | 1.39% | -0.68% | 0.22% | 0.54% | 1.91% | -0.32% | 1.39% | 1.28% | 0.32% | 0.63% | 0.44% | 8.82% |
| 2024 | -0.31% | -0.10% | 1.53% | -1.54% | 0.94% | 0.35% | 2.00% | 0.82% | 1.33% | -1.95% | 1.25% | -1.32% | 2.95% |
| 2023 | 4.57% | -2.54% | 1.61% | 0.41% | -0.93% | 1.81% | 0.83% | -1.33% | -2.85% | -2.18% | 5.35% | 4.89% | 9.57% |
| 2022 | -1.10% | -1.48% | -1.39% | -3.07% | -0.79% | -1.95% | 1.93% | -1.60% | -4.28% | -1.39% | 4.23% | -0.31% | -10.87% |
| 2021 | -0.72% | 0.64% | -0.18% | 1.27% | 0.27% | 0.39% | 0.45% | 0.00% | -0.71% | -0.18% | -0.73% | 0.56% | 1.05% |
Benchmark Metrics
BrandywineGLOBAL - Flexible Bond Fund has an annualized alpha of 2.98%, beta of 0.08, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 23.88% of S&P 500 Index downside but only 21.87% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.08 may look defensive, but with R² of 0.09 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 0.09 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
- 2.98%
- Beta
- 0.08
- R²
- 0.09
- Upside Capture
- 21.87%
- Downside Capture
- 23.88%
Expense Ratio
LFLIX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LFLIX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) and compare them to a chosen benchmark (S&P 500 Index).
| LFLIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.90 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.39 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.40 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.93 | 6.61 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore LFLIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BrandywineGLOBAL - Flexible Bond Fund provided a 5.49% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.63 | $0.82 | $0.52 | $0.31 | $0.32 | $0.40 | $0.61 | $0.35 | $0.31 |
Dividend yield | 5.49% | 6.67% | 8.94% | 5.36% | 3.28% | 2.90% | 3.62% | 6.04% | 3.67% | 3.06% |
Monthly Dividends
The table displays the monthly dividend distributions for BrandywineGLOBAL - Flexible Bond Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.63 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.34 | $0.82 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.32 |
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 - Flexible Bond 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 - Flexible Bond Fund was 16.73%, occurring on Oct 24, 2022. Recovery took 457 trading sessions.
The current BrandywineGLOBAL - Flexible Bond Fund drawdown is 2.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.73% | Sep 16, 2021 | 279 | Oct 24, 2022 | 457 | Aug 20, 2024 | 736 |
| -8.13% | Mar 9, 2020 | 9 | Mar 19, 2020 | 51 | Jun 2, 2020 | 60 |
| -4.2% | Oct 20, 2017 | 274 | Nov 20, 2018 | 83 | Mar 25, 2019 | 357 |
| -3.65% | Dec 23, 2024 | 73 | Apr 9, 2025 | 38 | Jun 4, 2025 | 111 |
| -2.72% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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